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[amibroker] Re: Custom Composite Index Problem



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"Ref(C,-1)"...Oh yeah.  Forgot.  I meant what I knew to say.

Thanks!  These are exactly the hints I need.  I'll give it another shot.

Todd K.

--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> Todd,
> 
> > Index = Ref(Index,1) * Multiplier
> 
> A few observations:
> 
> 1. You should use Ref(..., -1) if you want the previous bar's value.
> 
> 2. Uninitialized variable errors come from trying to use a variable 
> that has not yet been assigned a value. In your example, if this is 
> the first time you are assigning a value to Index, then the problem 
> may be that you are trying to use a value (i.e. Index) that has not 
> yet been defined (i.e. what do you expect to be in Ref(Index, ...) 
> when Index itself has not yet been set to anything?).
> 
> 3. Note that the values for an array are all set at the same time, not 
> sequentially bar by bar:
> 
> http://www.amibroker.com/guide/h_understandafl.html 
> 
> When trying to calculate current array values based on earlier values 
> from that same array (e.g. current value is a multiple of the previous 
> value), you will usually have to use looping code. Though, you may be 
> able to use AMA or AMA2 to do the job for you.
> 
> http://www.amibroker.com/guide/afl/afl_view.php?id=18
> http://www.amibroker.com/guide/afl/afl_view.php?id=19
> 
> Mike
> 
> -- In amibroker@xxxxxxxxxxxxxxx, "toddk63" <toddk63@> wrote:
> >
> > 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@> 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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