Joe and Gary --
I too am using Amibroker. I wrote a short routine in afl called FFDRXX
(for fixed FDRXX) which does just that. I prefer this over the way my
other data supplier does it (only once per month update). I vote to
keep QP as is.
// The Amibroker code is:
symc = Foreign("FDRXX", "Close"); // Fidelity MM
pam[0] = 1; // price adjusted mutual fund
for(i=1; i<BarCount; i++){
pam[i]=pam[i-1]*(1+symc[i]/100)^(1/252);
}
pamlv = pam[BarCount-1]; // pam last value
pam = pam/pamlv; // normalze so last value is 1.0
//Title = Name()+" = " + SelectedValue(pam), 1.6);
Plot(pam, "FFDRXX", colorBlack, styleThick);
// to do next is write out FFDRXX to data base.
BTW, my QP data for FDRXX only goes back to 11/4/98, which is less than
8 years. I would expect a lot more.
BTW2, the value calculate for 11/4/98 using data current as of 9/8/06,
is 0.783033. This would have been 0.783789 on 8/31/06 when Fidelity
pays the interest. My other data source, FT, shows 0.777636 for
11/4/98, a difference of about 0.59%. After performing approximately
2000 multiplies in succession perhaps that is as much accuracy as one
should expect. Also, data from QP is rounded to only 2 decimal places,
correct?
-- Keith
Joe Landry wrote:
>
> The way another vendor does it is by scaling back using an NAV of 1
> (one) for yesterday's value, and calculating
> something that looks to be an equity curve using the daily interest
> rate, only going back in time.
>
> So NAV for FDRXX value for yesterday was 1.000000
> and on 9/1/1988 it's NAV is represented as 0.448073
>
> Don't know if that's possible for your system as you update the daily
> values, but something like this would
> be appreciated. For me it doesn't have to be to 6 decimal places,
> that's the way Amibroker represents it.
>
> Best regards
> Joe Landry
>
> [Non-text portions of this message have been removed]
>
>
[Non-text portions of this message have been removed]
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