[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: Splicing two ticker symbols FUSMX and MMCFX

PureBytes Links

Trading Reference Links
Amibroker is power.  As I was framing my question and I got a clue as to how to solve the problem. 
Will not stick a permanent array in the database but it will do what I want.  The new array will
be used in the signal.
 
Best regards
JOE
 

// SPLICER JEL

LastPart = Foreign("MMCFX","Close");

FirstPart = Foreign("FUSMX","Close");

Newarray = IIf ( DateNum() >= DateNum()==1050118, Lastpart,firstpart);

Filter =1;

AddColumn(firstPart,"FUSMX");

AddColumn(Lastpart,"MMCFX");

AddColumn(Newarray,"Replacement");

----- Original Message -----
From: Joe Landry
Sent: Thursday, May 19, 2005 9:12 AM
Subject: Splicing two ticker symbols FUSMX and MMCFX

Hello All -
 
When a fund uindergoes a name change and your service provider doesn't handle a backfill/splice
it forces me to do this on my own and I would like to know if anyone has done this work around since
I need the array for my signal work.
 
The MERGE(under Symbol)  function does not seem to work for me - could be because the two arrays are of diffenent
lengths.  I'm not saying it doesn't work but not with two funds of different lengths.  
 
Here's gory details   a mutual fund called FUSMX changed name in Jan 2005 and became now MMCFX
One fund ends on Jan 14 the other starts on Jan 18 in my data providers database. I won't say who that
is.   Don't worry about the gap.
 
So I want to splice the two array fragments as follows - FUSMX starts 12/28/95 and end on 1/14/2005.
The replacement starts 1/18/2005 and runs to current date. (as I'm writing this I realize this could
be worked with AFL potentially needing FOR loops in Amibroker..I don't think you can create a new synbol
 but a composite would do ok)  
 
Seems like the MERGE function under Symbols tab would do this.  Or on the wish list a SPLICE with
the ability to name a new alias.
 
As I write this I think SPLICING it once would be a permanent solutions since with every update I'd
get a new array thought the DLL that would trucate the existing one.  Have to do it every day.
 
Please let me know if you've worked this out.
 

JOE


Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com

For other support material please check also:
http://www.amibroker.com/support.html


Yahoo! Groups Links