Hi,

I have been trying to develop a layout (intraday) on two local future indexes to identify arbitrage opportunities. It basically relies on the assumption that the future value of spot index (or stock) is calculated with the following equation:-

FV = S X (1+(r-d) x t/365)

You may refer to http://www.safex.co.za/divs/dividends/

Assuming I can calculate the above correctly and simplifying the formula into the following way, to show the fair Future Value of a Spot Index as

FV = S + F (the Factor, F, is a constant number for intrady but changes every day based on manual caculation)

I have tried to use an external DLL, GV DLL, to store the factor Fs (F1 and F2) for the two indexes, and let other indicators recall from it. I have to key in the Fs everyday. It works fine. I can write an indicator to calculate the fair Future Value on an intraday chart, within that day, but it can not show the fair Future Value for the bars show for yesterday and before, as the F values were different.

How can I improve it to show a contiuous chart with meaningful bars more than ond day?

Put it in another way, for example, if the values of F1 and F2 are -11, -50, -49 and -6, -15, -14 for the past three days.

I want to show develop indicators to show the faire future values:

FV1 (Sept 4) = Spot1 (Sept 4) - 11;

FV1 (Sept 1) = Spot1 (Sept 1) - 50;

FV1 (Aug 31) = Spot1 (Aug 31) - 49;

and in a similar way for FV2

Could I create a security to show the values of F, with a constant number for intraday, to let an indicator to recall the value for calculation? .. or any better methods?

thanks in advance!

sa

I have ruled out the creation of other intraday files to store the daily constants as the realtime securities are being updated every second, and the indicators compile accordingly

......... but still have no clue to address the need to create the layout....

having resolve the above, it could have given some clues to create indicators that calculate with daily constants which vary day by day... such as the A & C values of the ACD Method

http://forum.equis.com/forums/thread/8536.aspx

Can anyone give some suggestions?

sa