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Trading Reference Links
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One way is to use
foreign():
xO = 1/foreign("symbol",
"open");
xH = ...
xL = ...
xC = ...
plotOHLC(xO, ...
Bill
----- Original Message -----
Sent: Wednesday, July 18, 2007 9:45
AM
Subject: [amibroker] Creating a "short"
ticker
>I
want to create a short ticker that is the inverse of QQQQ for > example.
Some of the inverse ETF's that are now available do not have > much
history, so I want to calculate the inverse ticker based on the > long
ticker. Here is what I have so far, but it is not totally > correct since
the open is always higher than the high for the day. > Any
suggestions? > Thanks > Larry > > Buy=1; > j =
Cum(-(log10(C) - log10(Ref(C, -1)))); > k = Cum(-(log10(O) - log10(Ref(O,
-1)))); > m = Cum(-(log10(H) - log10(Ref(H, -1)))); > n =
Cum(-(log10(L) - log10(Ref(L, -1)))); > jReal = 10 ^ j; > kReal =
10 ^ k; > mReal = 10 ^ m; > nReal = 10 ^ n; >
Plot(jReal,"j",colorWhite,styleLine); > AddToComposite(jReal
,"~qst","C",1+2+8+16); > AddToComposite(kReal ,"~qst","O",1+2+8+16);
> AddToComposite(mReal ,"~qst","H",1+2+8+16); >
AddToComposite(nReal ,"~qst","L",1+2+8+16); > > >
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>
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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
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