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The end point didn't match the data so used simple grade school math
to reformulate. Now matches. Anyone else notice this?
a
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Hello,
>
> Sure you can:
>
> SetBarsRequired( 100000, 0 );
>
> Plot( C, "Price", colorBlack );
>
> function PlotCARCurve(percent)
> {
> y = Year();
> DayNum = DayOfYear() + 365 * (y - y[ 0 ]);
>
> Gain = (1+ 0.01 * percent)^(DayNum/365);
>
> Plot( C[ 0 ] * Gain, "CAR("+percent+"% )", colorRed );
> }
>
> function ComputeAvgCAR()
> {
> y = Year();
> Change = LastValue( C ) - C[ 0 ]; //
> DayNum = DayOfYear() + 365 * (y - y[ 0 ]);
> ComputedCAR = 100 * (
(Change/C[0])^(365/(LastValue(DayNum)-DayNum[0])) - 1 );
> return ComputedCAR;
> }
>
> CAR = ComputeAvgCAR();
>
> Title="Computed CAR: "+CAR ;
>
> PlotCARCurve( CAR );
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: Steve Almond
> To: Ami
> Sent: Wednesday, May 19, 2004 5:19 PM
> Subject: [amibroker] Something New?
>
>
> I came across a 'new' method of investing whilst perusing the
Motley Fool boards (I think a subscription is required - sorry). It's
called the BMW system after the inventor's name BuildMWell.
> http://boards.fool.com/Message.asp?mid=20414790
>
> Basically, he takes a long price history (typically 30 years of
monthly data) and constructs a series of % CAGR (compound annual
growth rate) curves which encompass the data.
>
> Here is an example (PEP) from, I believe, Excel:
>
>
> The first curve uses today's price and the price 30 years ago to
calculate the current CAGR (say 11.3%) which he then draws (manually)
on a chart printout.
> He simply calculates the price every 5 years assuming an annual
11.3% increase and connects the dots with a French curve!
> Similar curves are then drawn to hit the obvious high and low points.
>
> In this way he invests when the stock is historically 'low'. For
example see the above chart about mid 2002.
> As you will appreciate, this is not a short term system, but BMW
claims not to have had ANY losers since starting in 1999!
> The question, of course, is can we draw these curves in AB?
>
> Thanks,
>
> Steve
>
>
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>
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