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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
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