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Another variation offered as an example below. It just plots the
selected symbol UNTIL you right-click and change the parameters to
enter a Foreign symbol and the number of shares of each:
_SECTION_BEGIN("ForeignSpreadRatios");
ticker = ParamStr( "Foreign Symbol?" , Name() );
selected = Name();
forShares = Param( "#shares of Foreign", 1 , 1 , 999999 , 1 );
selShares = Param( "#shares of Selected", 1 , 1 , 999999 , 1 );
sharesRatio = ( selShares / forShares );
spreadOratio = Open - Foreign( ticker, "O" ) * sharesRatio;
spreadHratio = High - Foreign( ticker, "H" ) * sharesRatio;
spreadLratio = Low - Foreign( ticker, "L" ) * sharesRatio;
spreadCratio = Close - Foreign( ticker, "C" ) * sharesRatio;
spreadVratio = Volume / Foreign( ticker, "V" ) * sharesRatio;
colorSwitch = IIf( Close > Open , colorCustom11 , colorYellow );
if ( ticker != selected )
{
_N(Title = FullName() + "^{{INTERVAL}} {{DATE}}^SPREAD RATIOS ~
("+selShares+
StrFormat("-shares of-{{NAME}}) vs. ("+forshares+"-shares of-
"+ticker+")\n ~ ratioV = "
+Prec(spreadVratio,2)+" ~ spreadO = "
+Prec(spreadOratio,2)+" ~ spreadH = "
+Prec(spreadHratio,2)+" ~ spreadL = "
+Prec(spreadLratio,2)+" ~ spreadC = "
+Prec(spreadCratio,2)+" ~", V , O , H , L , C , SelectedValue( ROC(
C, 1 ) ) ) );
PlotOHLC( spreadOratio , spreadHratio , spreadLratio ,
spreadCratio , "SpreadRatios"
, colorSwitch , styleCandle | styleNoTitle | styleNoLabel );
}
else
{
_N( Title = StrFormat( "{{NAME}} - {{INTERVAL}} {{DATE}} Open %.2f,
Hi %.2f, Lo %.2f, Close %.2f (%.1f%%) {{VALUES}}", O, H, L, C,
SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor( "Color", colorBlack ), styleNoTitle |
ParamStyle("Style" ) | GetPriceStyle() );
}
_SECTION_END();
--- In amibroker@xxxxxxxxxxxxxxx, "cbs7777777" <eyoxall@xxx> wrote:
>
> Hi Joe
>
> I also struggled with this, however I eventually found there is a
> very simple solution where you create a composite symbol. See my
> example below for a Dow-Gold ratio:
>
> OpenDowGLD = Foreign("^DJI","Open") / Foreign("GLD","Open");
> HighDowGLD = Foreign("^DJI","High") / Foreign("GLD","High");
> LowDowGLD = Foreign("^DJI","Low") / Foreign("GLD","Low");
> CloseDowGLD = Foreign("^DJI","Close") / Foreign("GLD","Close");
>
> AddToComposite( OpenDowGLD, "~Dow-GLD", "O", 1 + 2 + 8 + 16 );
> AddToComposite( HighDowGLD, "~Dow-GLD", "H", 1 + 2 + 8 + 16 );
> AddToComposite( LowDowGLD, "~Dow-GLD", "L", 1 + 2 + 8 + 16 );
> AddToComposite( CloseDowGLD, "~Dow-GLD", "C", 1 + 2 + 8 + 16 );
>
> Buy=Sell=Short=Cover=0;
> Filter=1;
>
> The tickers are based from Yahoo data - you simply view the symbol
> ~Dow-GLD
>
> An alternative if you want to create a chart that displays
alongside
> your current symbol is to create an andicator like this:
>
> ticker = ParamStr( "Ticker", "GLD" );
> OpenSpread = Open / Foreign(ticker,"Open");
> HighSpread = High / Foreign(ticker,"High");
> LowSpread = Low / Foreign(ticker,"Low");
> CloseSpread = Close / Foreign(ticker,"Close");
> PlotOHLC( OpenSpread, HighSpread, LowSpread, CloseSpread, FullName()
> +"-"+ticker+" Spread", colorBlack, styleCandle );
>
> Hope that helps
>
> --- In amibroker@xxxxxxxxxxxxxxx, "venturerider2" <venturerider2@>
> wrote:
> >
> > I'm new using AB. I'd like to be able to chart a spread of two
> stock
> > symbols and I'd like the chart to be a candlestick price chart ?
> just
> > as if I was looking at the price chart of a single security. So,
> for
> > example, if I were plotting a capital balanced equity spread in
> Coke
> > and Pepsi, I need to be able to plot it on a capital balanced
ratio
> > (120 shares of Coke minus 100 shares of Pepsi). In Esignal this
is
> > accomplished by creating a custom spread symbol, which in this
case
> > would be "1.2KO ? PEP".
> >
> > I plotted a spread in AB using the Foreign function: spread =
> Foreign
> > ( "ticker1", "C") - Foreign( "ticker2", "C");
> > Plot( spread, "spread", colorRed);
> >
> > However, this does not give me a true price plot with OHLC
> > candlesticks. It plots it like an indicator ? as a line.
Ideally,
> I
> > do not want to create an indicator. Ideally, like in eSignal, I
> want
> > to create a custom symbol, which corresponds to a custom price
> plot ?
> > this price plot being the ratio adjusted difference between two
> > stocks, as described above. Then I would like to be able to
apply
> > all of the various indicators (MA's, RSI, CCI, MACD, etc.) to
that
> > custom price plot.
> >
> > I covered the AFL Library, UKB, Yahoo Users Group and AB
manuals.
> I
> > cannot find any information on this. If you can point me in the
> > right direction I would greatly appreciate it. Thanks.
> >
> > -Joe
> >
>
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