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Hi Dimitris,
I've read the user's guide and also Herman's file on the multiple
uses of the AddToComposite function.. with that said, I copied a very
simple code that Tomasz had written to calculate composites for
Sectors (I replaced the Sectors ID with Industry ID):
sym = "~"+IndustryID(1);
AddToComposite(C,sym,"X",27);
AddToComposite(1,sym,"I",27);
y = Foreign(sym,"X")/Foreign(sym,"I");
Plot(y,sym,8);
Basically, the composite plots are very erratic; there are large
spikes in the plots day-to-day, and the plots basically oscillate
without apparent trends... I know that the underlying data is good..
I purchase EOD data from Reuters...so my question is how to normalize
the data so that it's similar to the Dow Jones Indices...thanks!
Dave
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