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--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
<TSOKAKIS@xxxx> wrote:
> Clyde,
>
> What did you do in EXCEL ?
> The result you ask will be huge in a few bars.
The following is an example of what I do in EXCEl.
Column A
is the price
Column B
The first value 100 is typed in. The rest of the secnd column is
A2/A1 (filled down so the the calculation is repeated.
Column C
is (B2*B1) filled down so that column C.
Actually Column C is a rate of change line in which the time frame
gets extended 1 day upon each closing.
I already have a column B, made with addtocomposite. I just need a
way to make Column C.
A B C
48.785 100
48.875 1.001844829 100.1844829
49.795 1.018823529 102.0703085
49.375 0.991565418 101.2093881
49.505 1.002632911 101.4758635
49.405 0.997980002 101.2708824
49.21 0.996053031 100.8711694
49.03 0.996342207 100.5022035
48.605 0.991331838 99.63103413
48.34 0.994547886 99.08783438
48.435 1.001965246 99.28256636
48.405 0.999380613 99.22107205
47.865 0.988844128 98.11417444
47.405 0.990389638 97.17126166
47.7 1.006222972 97.77595572
48.34 1.013417191 99.08783438
48.26 0.998345056 98.92384954
47.625 0.986842105 97.62221994
48.185 1.01175853 98.77011376
Thanks
Clyde
> 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
> > >
> > >
> > >
> > >
> > >
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