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Hello,
In addition to that, if you want to accumulate 5 over subsequent days (so it adds 5 to every bar after initial one) you can use:
Surrogate = Close[ 0 ] + Cum( 5 );
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: Terry
To: amibroker@xxxxxxxxxxxxxxx
Sent: Monday, June 05, 2006 4:40 PM
Subject: RE: [amibroker] Creating a surrogate for price?
Not sure what you are really after.
What you did was create a reference to YESTERDAY's close. It will change
every day as you discovered. If you just want the first close of the
data to remain constant, try this:
InitalSurrogateClose = C[0] + 5;
Gets and stores the very first piece of data into a NUMERIC variable.
This is essentially now a CONSTANT you can use in further calcs.
--
Terry
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
Behalf Of orionsturtle
Sent: Monday, June 05, 2006 08:28
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Creating a surrogate for price?
Question: How do I reference the first close in a data set, perform a
calculation on it and that becomes the new surrogate close going
forward?
ie. Dow close 5 yrs ago = 9500
surrogate dow close = 9500+5
If I use:
InitalSurrogateClose = ref(c,-1)+ 5 ;
SurrogateClose = InitalSurrogateClose + 5;
it works for the first bar in the data set but then continues to
reference the real close. I need to Isolate this first surrogate close
and I an just not seeing it. Please help if you understand what I'm
after.
Thank you!
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