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Ratio

  #1 (permalink)
 datahogg 
Knoxville Tennessee USA
 
Experience: Intermediate
Platform: TOS
Trading: ES, NQ, CL, /6E futures options.
Posts: 346 since Oct 2012
Thanks Given: 135
Thanks Received: 154

Using AmiBroker would it be possible to plot the following function:

(Moving average of YM)/(moving average of ES)

This is a ratio of the 2 moving averages of the two different futures contracts plotted on a chart?

Thanks in advance H. Hampton.

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  #2 (permalink)
wmueller
Milwaukee, WI
 
Posts: 88 since Jan 2014
Thanks Given: 4
Thanks Received: 47

Start with these assumptions:
Your chart is on ES.
The ticker symbol for YM is, say, "YMM17" or something like that.
I assume you know how to make a basic indicator in Amibroker.
I chose exponential moving average for this example.

Here is the code:
per = param("period length", 21, 5, 100, 1); // set up an adjustable parameter for your ema period
ym_close = Foreign( "YMM17", "Close" ) ; // bring in the close of a foreign ticker
ym_ema = ema(ym_close, per); // create an exponential moving average of YM
ym_es_ratio = ym_ema/ema(close, per); // create the ratio of the YM and ES ema's
Plot(ym_es_ratio, _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style") ); // plot the indicator


You may want to join the amibroker yahoo group. Those members are experts in amibroker code writing.

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Last Updated on April 5, 2017


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