[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: [amibroker] Using Composites to chart Spreads



PureBytes Links

Trading Reference Links




You 
don't need to create composites. You can build your spread in your formula. Here 
is a code example I use for myself :
<FONT face=Arial color=#0000ff 
size=2> 
<FONT face=Arial 
color=#008000>
//spread creation
Ob = O;
Hb = H;
Lb = L;
Cb = C;
O = <FONT 
color=#0000ff>Foreign("AX Z3-DT",<FONT 
color=#ff00ff>"O") - Ob;
H = <FONT 
color=#0000ff>Foreign("AX Z3-DT",<FONT 
color=#ff00ff>"H") - Lb;
L = <FONT 
color=#0000ff>Foreign("AX Z3-DT",<FONT 
color=#ff00ff>"L") - Hb;
C = <FONT 
color=#0000ff>Foreign("AX Z3-DT",<FONT 
color=#ff00ff>"C") - Cb;
<SPAN 
class=046062610-05122003><FONT face=Arial 
size=2>With EOD datas, you can only use O and C 
arrays. L and H arrays are not meaningfull ...
Best 
regards, Jérôme ULRICH

  <FONT face=Tahoma 
  size=2>-----Message d'origine-----De : Alberto Torchio 
  [mailto:at_trading@xxxxxxxx]Envoyé : vendredi 5 décembre 2003 
  11:13À : AmiBrokerObjet : [amibroker] Using 
  Composites to chart SpreadsDear Listfellows,I 
  am using the following formula to calculate a commodity 
  spread:AddToComposite( Close - Foreign("S X2004", "C" ), "~SPREAD " + 
  Name() + "-SX2004", "X" );Buy = 0;To make it work, I open 
  a commodity chart, say S F2004, then use the AutoAnalysis: load the ATC 
  formula and SCAN.I chart several commodities with their spreads, so 
  that I have severalformulas saved.I have noticed that the spreads 
  composites don't update by themselves, sothat I have to repeat every day 
  the same tasks for all of them, as I wascreating them again.My 
  question is basically the following: can't composites update 
  themselvesautomatically, once the underlying securities update (I am using 
  EODaSignal's data throug AmiQuote)?Do you have any other 
  suggestion to improve afficency?Thanks to everyone and for everything 
  (especialy to TJ).AlbertoSend 
  BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to 
  suggest@xxxxxxxxxxxxx-----------------------------------------Post 
  AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A 
  href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check 
  group FAQ at: <A 
  href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
  Your use of Yahoo! Groups is subject to the <A 
  href="">Yahoo! Terms of Service. 







Yahoo! Groups Sponsor












Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx 
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html



Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.