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I am new to Amibroker and I am having difficulty creating a composite.
I want to create a "ticker" for the spread for the stock pairs AA and
AL. I have five minute intraday data for both in my database, but when
I create the composite, I get only sporadic data points in the
composite with only a few points for each day and not at the same
times.
Below is the code I am using for the composite:
sAA = Foreign("AA","C");
sAL = Foreign("AL","C");
ppAA = sAA * 1.4 - sAL;
Buy=0;
AddToComposite(ppAA,"~aa_alSpread","X",1+8);
Below are the first few lines from the quote editor for the composite,
even though the quote editor shows five minute data for each stock.
Ticker Date Close Open High Low
~aa_alSpread (new)
~aa_alSpread 4/14/2005 12:40:00 PM 6.698 6.698 6.698 6.698
~aa_alSpread 4/14/2005 11:25:00 AM 6.328 6.328 6.328 6.328
~aa_alSpread 4/13/2005 3:40:00 PM 6.468 6.468 6.468 6.468
~aa_alSpread 4/13/2005 2:00:00 PM 6.29 6.29 6.29 6.29
~aa_alSpread 4/13/2005 1:25:00 PM 6.29 6.29 6.29 6.29
~aa_alSpread 4/13/2005 12:25:00 PM 6.44 6.44 6.44 6.44
~aa_alSpread 4/13/2005 11:20:00 AM 6.304 6.304 6.304 6.304
~aa_alSpread 4/13/2005 10:05:00 AM 6.636 6.636 6.636 6.636
~aa_alSpread 4/12/2005 3:55:00 PM 6.636 6.636 6.636 6.636
~aa_alSpread 4/12/2005 2:15:00 PM 6.066 6.066 6.066 6.066
~aa_alSpread 4/12/2005 1:05:00 PM 6.11 6.11 6.11 6.11
~aa_alSpread 4/12/2005 10:50:00 AM 5.968 5.968 5.968 5.968
~aa_alSpread 4/12/2005 10:10:00 AM 5.846 5.846 5.846 5.846
Thanks for the help in advance.
Scott S
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