Grant, I found your idea interesting so I did a little bit more.
> 1) make separate arrays for ROC(X,1) where X = O,H,L,C,Ave etc (as >required) > > factorO = ROC(O,1);//as GrowthFactor e.g. 2% = 1.02, -2% = 0.98 > etc I missed a couple of steps out ... you probably figured that already but just in case here is an excel file that demos the logic ... I show two methods to produce a simulated leveraged price series from a base price series; log/antilog and relativeGeometricMean. Scroll down to section 2 Miscellaneous Files >> LeveragedPriceSeries.xls http://zboard.wordpress.com/downloads/ --- In [email protected], "brian_z111" <brian_z...@...> wrote: > > To toggle your thinking: > > (I am just imagining a chart to start with ... not sure what your final > objective is ... if PLOTOHLC helps you could work it towards a backtesting > array version ... versions might be different depending on whether you want > it for chart reading, backtesting or both) > > 1) make separate arrays for ROC(X,1) where X = O,H,L,C,Ave etc (as required) > > factorO = ROC(O,1);//as GrothFactor e.g. 2% = 1.02, -2% = 0.98 > etc > > 2) substitute factorO, factorH etc in PLOTOHLC example > - when you want to go back to 'Price', instead of leveraged Price, use factor > == 1, which is ROC neutral. > > 3) if you get something going there and you like it maybe ParamToggle will > let you switch from Price to Leveraged Price in live chart mode > > - ParamToggle is boolean so toggle P or LP yes or no? > - conditional statement (if toggle is yes use leveraged price array) > > There would be other ways so comeback if you want options. > > I think ATC can store conditioned arrays so you could also use that and save > leveraged Price arrays as pseudo tickers (if you aren't up to speed on ATC > reference Hermans PDF tutorial at the UKB). > > > > --- In [email protected], "longarm61" <norm1@> wrote: > > > > Thanks much, Brian, I will look into that. > > > > Grant > > > > --- In [email protected], "brian_z111" <brian_z111@> wrote: > > > > > > What about 211. (indexed from AFL by name) PLOTOHLC (Exploration / > > > Indicators) - plot custom OHLC chart (AFL 2.2) > > > > > > Will that do the job? > > > > > > > > > --- In [email protected], "longarm61" <norm1@> wrote: > > > > > > > > Hi, I'm guessing that this is a simple thing, but of course, it's not > > > > for me. I'm trying to simulate the performance of leveraged ETFs going > > > > back farther than they go back themselves, hence the following: > > > > > > > > I would like to plot a line which moves 2x percentage-wise the > > > > gain/loss of a particular stock PER DAY (bar). E.g., if I have SPY up, > > > > and SPY moves up 1% on Monday, the line moves up 2%. If SPY moves down > > > > .5% on Tuesday, the line moves down 1%. And so on. It'd be nice to > > > > have an option to switch between PRICE and PERCENTAGE on the current > > > > value (from the first bar showing to the last), but if it's a choice > > > > between one or the other, I'd prefer price. > > > > > > > > Thanks so much for any assistance on this. > > > > > > > > Grant > > > > > > > > > >
