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Sid, Bill -
Was wandering by, and though this might help. There's an easier way
to do this that doesn't require looping. Here's an Irate()
function -
function Irate(interest_rate)
{
// This gets the log of the daily rate
logbarfactor = log(1 + interest_rate / 100) / 252;
// Force the first bar to 0
logvect = IIf(BarIndex() == 0, 0, logbarfactor);
// Sum the log of the daily gain factors and
// convert back to get equity
return(exp(Cum(logvect)));
}
// Test with an APR of 5%
vect = Irate(5);
Filter = 1;
AddColumn(BarIndex(), "INDEX");
AddColumn(vect, "EQ", 8.4);
--- In amibroker@xxxxxxxxxxxxxxx, "BillBarack" <wbarack@xxxx> wrote:
> Sidney,
>
> Here is some code I wrote a while ago (before looping) in VBScript
> that should do the job for you.
>
> Bill
>
> -------------
>
> SetBarsRequired( 10000, 10000 );
> EnableScript("VBscript");
> Price1 = ((H+L)/2);
> //Put your percentage in The Annual Percentage line ... 8% = .08,
> 20% = .20
> <%
> Price1 = AFL.Var("Price1")
>
> myArray = AFL.Var("Close")
>
> AnnualPercentage = .15
> Per = (1+AnnualPercentage)^(7/(5*365))-1
> Summ = 0
> HiIndex = Ubound(Price1)
>
> for i=0 to HiIndex
> Summ = Summ + 1
> Next
>
> Price1(0)=1
>
> for i=1 to Summ-1
> 'Price1(i) = 1+i
> Price1(i)=Price1(0)*(1+per)^i
> Next
>
> AFL.Var("Price1") = Price1
> 'AFL.Var("Summ") = Summ
> %>
>
> Plot(Price1,"15%",4,4);
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, Sidney Kaiser <s9kaiser@xxxx>
wrote:
> > No nibbles on help for this so far.
> >
> > It seems to me that the time periods have to be bar by bar to
> generate the
> > interest curve so here is my current attempt which always returns
a
> single
> > value, 1.
> >
> > Where should I go from here?
> > Sid
> >
> > // Compound Interest
> >
> >
> > interest_rate = 5; // %
> > //P = 1; // principal amount
> > r = interest_rate/100;
> > //t = 10; // years
> > //tbar = t/260;
> >
> > A[0] = 1; /*Initialize the first element here*/
> > t[0] = 0;
> >
> > for(i = 1; i<BarCount; i++)
> > {
> > A[i] = A[i-1]*exp(r*t[i]/260);
> > }
> > //A = P * exp(r*t);
> >
> > Plot(A, "Compound Interest", colorBlack, styleLine);
> >
> >
> > ---
> > Outgoing mail is certified Virus Free.
> > Checked by AVG anti-virus system (http://www.grisoft.com).
> > Version: 6.0.545 / Virus Database: 339 - Release Date: 11/27/2003
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