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

Re: [amibroker] Use calendar day rather than trading day



PureBytes Links

Trading Reference Links

Hello,

Simplified approach:

factor = 5/7;
growth = (Close - Ref(Close, -factor *30)) / Ref(Close, -factor * 30) <= 0.1;


Precise approach is here:

http://www.amibroker.com/kb/2007/03/15/calendar-day-index/

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "hatizen" <hatizen@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, June 07, 2007 5:58 AM
Subject: [amibroker] Use calendar day rather than trading day


> Hi, 
> 
> I'm trying to find the growth percentage between close price today and 
> close price 30 calendar days ago.
> 
> When i use 30 in the formular below, it returns the price as of 30 
> TRADING days ago, not calendar days. What do i need to do to make it 
> fetch the calendar day price? thank you
> 
> growth = (Close - Ref(Close, -30)) / Ref(Close, -30) <= 0.1;
> 
> 
> 
> 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
> 
> For other support material please check also:
> http://www.amibroker.com/support.html
> 
> Yahoo! Groups Links
> 
> 
> 
> 
>


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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html
 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/