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Hello Chris:
I don't understand what you mean by ROC of SP500. To me ROC is % rate of
change of each individual issue that's being scanned.
or did you mean relative strength of the selected Rydex funds based on SP500
as an index?
Also, I suppose you know (IMHO) you have to build the AddtoComposite in one
step (~RydexCTM) and then graph it in another
step.
Hope this helps..
JOE
----- Original Message -----
From: "christophermuch" <chris.much@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, July 18, 2006 6:46 PM
Subject: [amibroker] Trying to calculated ROC of the S&P 500 using this
exploration/Indicator
> Filter = 1;
> AddColumn( Close, "Close", styleLine, IIf( Close < Ref( MA( Close,
> 25 ), -1 ), colorRed,colorGreen));
> AddColumn( Close, "Close " );
> AddColumn( MA( C, 25), "Moving Average Value");
> AddColumn( Open, "Open " );
> AddColumn( High, "High " );
> AddColumn( Low, "Low " );
> AddColumn( Volume, "Volume " );
> AddColumn( DateTime(), "Date / Time", formatDateTime );
> AddColumn( ROC( C, 30 ), "Performance");
> ////////////////////////////////////////////////////////////////
> Values = Close < Ref( MA( Close, 25 ), -1 );
> Buy = 0; // do not generate signals
> AddToComposite( Values, "~RydexCTM", "V" );
> Graph0 = Foreign("~RydexCTM", "V");
>
> Im using the Rydex 15 family in the current issue of Stks and Comm.
> What I am trying to code is the ROC in the S&P 500 depending on the
> number of funds that are < their 25 day moving average.
>
> Any better ideas or help would be greatly appreciated.
>
> Regards,
> Chris
>
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