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<FONT face=Arial color=#0000ff
size=2>Jayson,
<FONT face=Arial color=#0000ff
size=2>
Not
really. Think about it for a while. The high of an index
at any point in the day will be considerably lower than the sum of the highest
highs for each component of that index.
<BLOCKQUOTE
>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: Jayson
[mailto:jcasavant@xxxxxxxxxxx]Sent: Sunday, December 28, 2003 12:30
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
A Composite problem with High and Lows
<FONT face=Arial color=#0000ff
size=2>Tomasz,
<FONT face=Arial color=#0000ff
size=2>Sorry, you lost me there.......
The
high for the day is always the high for the day regardless of what time that
high actually occurred, same for the low. Summing Highs of all stocks in the
study should give you the total of all the highs for the day should it
not?
Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: Tomasz Janeczko
[mailto:amibroker@xxxxxx]Sent: Saturday, December 27, 2003 6:01
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
A Composite problem with High and Lows
Herman,
This is very simple: ^NDX Highs/Lows are calculated from
actual index value calculated every few seconds by the exchange
so this is 'real' High and Low that was actually reached
during the day.
If you calculate composite by adding individual High/Lows
from component you get "theoretical" High/Low that WOULD be
reached
IF all symbols hit the High / Low at the same time.
Theoretical 'high' is higher than real one and theoretical 'low' is lower than
real one.
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Herman
vandenBergen
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">AmiBroker
Sent: Friday, December 26, 2003 11:06
AM
Subject: [amibroker] A Composite
problem with High and Lows
<SPAN
class=270211809-26122003>Why do the Highs and Lows (Candle Shadows) in my
composites become useless?
<SPAN
class=270211809-26122003>
The NDX and QQQ
Candle plots have normal looking shadows... nice to work
with.
<SPAN
class=270211809-26122003>
However the
Highs and Lows in my Composites have lost all meaningful properties...Most
shadows in the composite extend up and down to about the same extend
while this is not the case with the NDX and QQQ.
<SPAN
class=270211809-26122003><SPAN
class=270211809-26122003><SPAN
class=270211809-26122003>
I want to
perform Candle Analysis on my Composites, how can I create composites with
more meaningfull Shadows, like they occur in the QQQ and NDX?
<SPAN
class=270211809-26122003>
<SPAN
class=270211809-26122003>herman
[Code used to
create the composite is at the bottom of this email]
<SPAN
class=270211809-26122003>
<SPAN
class=270211809-26122003>
<IMG alt=""
hspace=0 src="jpg00405.jpg" align=baseline
border=0>
<SPAN
class=270211809-26122003>
<FONT
face=Arial>Buy<FONT
color=#000000>=Sell<FONT
color=#000000>=Short<FONT
color=#000000>=Cover<FONT
color=#000000>=0<FONT
size=2>; <FONT
color=#0000ff>AddToComposite(<FONT
color=#ff00ff>1,<FONT
color=#ff00ff>"~N100comp",<FONT
color=#ff00ff>"V"<FONT
color=#000000>); AddToComposite<FONT
color=#000000>(O<FONT
color=#000000>,"~N100comp"<FONT
color=#000000>,"O"<FONT
size=2>); <FONT
color=#0000ff>AddToComposite(<FONT
color=#ff0000>H,<FONT
color=#ff00ff>"~N100comp",<FONT
color=#ff00ff>"H"<FONT
color=#000000>); AddToComposite<FONT
color=#000000>(L<FONT
color=#000000>,"~N100comp"<FONT
color=#000000>,"L"<FONT
size=2>); <FONT
color=#0000ff>AddToComposite(<FONT
color=#ff0000>C,<FONT
color=#ff00ff>"~N100comp",<FONT
color=#ff00ff>"C");
<SPAN
class=270211809-26122003>
<FONT
face=Arial>SetForeign<FONT
color=#000000>(<FONT
color=#ff00ff>"~N100comp"<FONT
face=Arial>); <FONT
color=#0000ff>PlotOHLC(<FONT
color=#ff0000>O/<FONT
color=#ff0000>V,<FONT
color=#ff0000>H/<FONT
color=#ff0000>V,<FONT
color=#ff0000>L/<FONT
color=#ff0000>V,<FONT
color=#ff0000>C/<FONT
color=#ff0000>V,<FONT
color=#ff00ff>"N100comp",<FONT
color=#ff00ff>1,<FONT
color=#ff00ff>64);
<SPAN
class=270211809-26122003>
<SPAN
class=270211809-26122003> Send BUG
REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page:
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Send BUG REPORTS to
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Send 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
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href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
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To visit your group on the web, go to:<A
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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
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To visit your group on the web, go to:http://groups.yahoo.com/group/amibroker/
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