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Clyde,
What did you do in EXCEL ?
The result you ask will be huge in a few bars.
Example
For CSCO with starting date the Jan3, 2000, in 50 bars will be
6,102,672,859,987,968 , or 6*10^15
and, in 80 bars it will be 291*10^27.
What was the upper limit for EXCEL calculations?
For amibroker it should not be higher than 10^40 [or something like
that]
Anyway, the calculation for a single stock is
Y=ROC(C,1);
for(I=1;I<BarCount;I++)
{
Z[0]=100;
Z[I]=Z[I-1]*Y[I];
}
Plot(Z,"Z",1,1);
For a group of stocks the average ROC may easily calculated via
AddToComposite() function, but...
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "nb9trade" <clyde@xxxx> wrote:
> --- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:
>
> What I want to do is multiply a sequence of numbers.
> like A1*a2*a3*a4..........
>
> What I am trying to do is
>
> 1. Find average % change for a group of stocks for each day. (I
have
> done that).
> 2. Start with a value like 100 and then multiply the first % change
> value by 100, then multiply that number by the next % change value
> in sequence and so on.
>
> I used to do this when I did everything with EXCEL. It makes a
> valuable indicator because it makes an unweighted index on a group
> of stocks which can be plotted against the weighted index. e.g. S&P
> 500.
>
> Clyde
>
>
>
> > Clyde,
> > you can Cum() anything...
> >
> > you can also sum() anything over a set period of bars
> >
> > Regards,
> > Jayson
> > -----Original Message-----
> > From: nb9trade [mailto:clyde@x...]
> > Sent: Tuesday, March 30, 2004 11:49 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] AFL Code Question
> >
> >
> > Is there a built in function for finding a cumulative product,
> > similar to the CUM() functionsthat is used for cumulative sums?
> >
> > I didn't see one.
> >
> > If not is there a way to do it?
> >
> > Clyde
> >
> >
> >
> >
> >
> > Send BUG REPORTS to bugs@xxxx
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