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[amibroker] Re: Composite S&P 500 index variant... possible?



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Yes. Thanks Ed. Excellent point.

--- In amibroker@xxxxxxxxxxxxxxx, "Ed Hoopes" <reefbreak_sd@xxx> wrote:
>
> As a work around for streaming & calculating 500 symbols, you should
> note that the SP500 is a capitalization weighted index.  In practical
> terms only about 50 symbols account for most of the weight of the
> index. So to achieve a good approximation of the index value, you
> would only need to form a composite of these few symbols.
> 
>  
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@> wrote:
> >
> > If you use it in SCAN (i.e. Automatic Analysis) it would work,
> > it would not be exact "real time" because scan usually requires
> > few seconds (assuming that the data source you are using is
> > able to STREAM 500 symbols).
> > 
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message ----- 
> > From: "sidhartha70" <sidhartha70@>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Sunday, September 07, 2008 12:05 PM
> > Subject: [amibroker] Composite S&P 500 index variant... possible?
> > 
> > 
> > > Hi All,
> > > 
> > > I've got very limited experience of using the AddToComposite
function.
> > > However, I have some slightly ambitious ideas that would lend
> > > themsevles to it's use. I'm not sure how feasible they are
however...
> > > 
> > > If I wanted to create my own variant on the S&P 500 index, from 500
> > > stock prices... would this be feasibly possible using the
> > > AddToComposite...?? I assume speed would be the main issue...?? i.e.
> > > would it be a feasible to plot such a composite index real time on a
> > > chart without grinding AmiBroker to a halt...?
> > > 
> > > TIA
> > > 
> > > 
> > > ------------------------------------
> > > 
> > > 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
> > > 
> > > 
> > >
> >
>



------------------------------------

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