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RE: [amibroker] Jayson: Question



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Thank 
you VERY much.

  <FONT face=Tahoma 
  size=2>-----Original Message-----From: DIMITRIS TSOKAKIS 
  [mailto:TSOKAKIS@xxxxxxxxx]Sent: Sunday, May 02, 2004 3:23 
  AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re: 
  FW: Ratio Adjusted Databases QuestionIt is easy [and 
  fast] via AddToComposite() function.Suppose you have your tickers in 
  WL2.In AA select Apply to:use filter:Define:WatchList:List 
  2Range:All quotationspaste 
  thet=LastValue(C);r=100*C/t;population=20;//set the WL2 
  population 
  herefor(n=0;n<population;n++){AddToComposite((n==Status("stocknum"))*r,"~R_"+Name(),"C");Buy=0;}and 
  SCAN.A new group of artificial tickers is already created~R_MSFT, 
  ~R_IBM, ~R_INTC etc.You may move them now in a separate Group/WatchList 
  for easier reference.Call them in IB or AA windows via Foreign() 
  function.ExamplePlot(Foreign("~R_MSFT","C"),"~R_MSFT",1,1);or[use 
  filter WL2 again, all quotations, Back 
  Test]Buy=Cross(Foreign("~R_"+Name(),"C"),99);Sell=Cross(105,Foreign("~R_"+Name(),"C"));Note 
  here that ANY similar backtesting is only theoretical, the LastValue(C) 
  was not known in the past...If, instead of today's value you put a 
  reference value of the past [the 1st bar of 2003 for example] then it 
  would make sense to backtest and get useful results.Dimitris 
  TsokakisDimitris Tsokakis--- In amibroker@xxxxxxxxxxxxxxx, "Mr Valley" 
  <valleymj@xxxx> wrote:> ???> -----Original 
  Message-----> From: Mr Valley [mailto:valleymj@xxxx]> Sent: 
  Saturday, May 01, 2004 8:28 PM> To: AmiBroker TS> Cc: 
  psytek@xxxx> Subject: Ratio Adjusted Databases Question> 
  > > How can I create databases of Ratio Adjusted Data from 
  existing EOD and RT> databases (including time or tick value 
  frames) , so that each bar is put> into the ratio of what today's 
  market value is  or (Now's value for RT data)> ?> 
  > Is there a convenient way to Array this within the existing 
  databases?> > It would really be convenient and set 
  AmiBroker above any other system to be> able to backtest on Ratio 
  Adjusted Data, in my opinion.> It would be Wonderful to have a built-in 
  Selection function to just display> it.  I believe could 
  really improve portfolio analysis, because everything,> including 
  Drawdowns, could be evaluated in today's terms.> > This way each 
  move will have the same relative weight as the present any> each 
  system could be tested then on percentage terms.> > Grateful for 
  replies.> > Mr. ValleySend BUG REPORTS 
  to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to 
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