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Thanks Bill but using xO = 1/foreign("symbol", "open")..... does not
produce the correct "short" ticker.
Larry
--- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <fimdot@xxx> wrote:
>
> One way is to use foreign():
>
> xO = 1/foreign("symbol", "open");
> xH = ...
> xL = ...
> xC = ...
>
> plotOHLC(xO, ...
>
> Bill
>
> ----- Original Message -----
> From: "onelkm" <LKMCD1@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> 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);
> >
> >
> >
> >
> > 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
> >
> >
> >
> >
> >
> > --
> > No virus found in this incoming message.
> > Checked by AVG Free Edition.
> > Version: 7.5.476 / Virus Database: 269.10.8/906 - Release Date:
7/17/2007 6:30 PM
> >
> >
>
Please note that this group is for discussion between users only.
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