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Thanks Mike. I had read that doc. And I did notice I had to run
"Explore" a couple of times to get things to "converge" properly.
My basic problem is I cannot use yesterdays "Index" times the
"Multiplier" to get todays "Index". Something like:
Index = Ref(Index,1) * Multiplier
This doesn't work and gives an error. Something about using an
un-initialized variable.
Todd K.
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> Hi,
>
> You may find the following document useful for some ideas (thanks to
> Herman):
>
> http://www.amibroker.org/3rdparty/IntroToAtc.pdf
>
> Additionally, be sure to study page 17 to ensure that your immediate
> Foreign usage of ~MyIndex within a single exploration is behaving as
> you expect.
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx, "toddk63" <toddk63@> wrote:
> >
> > I have created a custom "Index" using "AddToComposite". Here is the
> > code that runs in Exploration:
> > -----------------------------------------
> > Counter = IIf(IsNull(Close),0,1);
> >
> > AddToComposite( Counter * ROC(Close,1), "~MyIndex", "C", 1+2+8+16 );
> > AddToComposite( Counter, "~MyIndex", "I", 1+2+8+16 );
> >
> > Index = 100 + Cum(Foreign( "~MyIndex", "C" ) / Foreign( "~MyIndex",
> > "I" ));
> >
> > Multiplier = (100 + Foreign( "~MyIndex", "C" )/Foreign( "~MyIndex",
> > "I" ))/100;
> >
> > Filter=1;
> >
> > AddColumn (Close,"Close");
> > AddColumn (Index,"Index");
> > AddColumn (Multiplier*100,"Multiplier x 100");
> > --------------------------------------------------
> > The problem is using the "CUM" function adds the daily percent
> change
> > to calculate the "Index". I wish to use the "Multiplier" to
> calculate
> > an index where the previous days index value is multiplied by the
> > "Multiplier". The index should initialize as "Index = 100" to start
> > with the first bar. Its probably simple fix, but I can't get there.
> >
> > Frustrated,
> >
> > Todd K.
> >
>
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