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alberto.tortella  
#1 Posted : Thursday, April 12, 2007 6:08:11 AM(UTC)
alberto.tortella

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I'm trying to create a spread from the specific function in the Downloader.

I only obtain that all columns (open-high-low-close) contain the difference between the 2 securities' closing price.

Is this correct?

How can I obtain the difference for the other columns?

Thank you

Alberto

hayseed  
#2 Posted : Thursday, April 12, 2007 7:24:17 PM(UTC)
hayseed

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hey alberto..... i can't understand exactly what your attempting to do..... if ya have the time, could you try to explain again..... create a spread ?? the specific function ??? ...... h

alberto.tortella  
#3 Posted : Friday, April 13, 2007 1:15:49 AM(UTC)
alberto.tortella

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Downloader - New - Composite

I select 2 securities and I follow the instructions.

In the fields OPEN, HIGH and LOW I see the difference between the fields CLOSE (i.e. all the colums have the same value), so I only obtain a line graph, not a candlestick graph.

How can I obain this?

OPEN = OPEN (securities 1) - OPEN (securities 2)

LOW = LOW (securities 1) - LOW (securities 2)

HIGH = HIGH (securities 1) - HIGH (securities 2)

wabbit  
#4 Posted : Friday, April 13, 2007 1:27:47 AM(UTC)
wabbit

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Alberto,

I thnk you will find that you cannot do this with the Downloader, don't quote me on this but I have doubts as to whether the Downloader or MS can deal with the data errors that would be created trying to do what you are are attempting.

For data to be well formatted:
The HIGH must be greater than or equal to the LOW, OPEN and CLOSE
The LOW must be less than or equal to the HIGH, OPEN and CLOSE
The OPEN and CLOSE must be greater than or equal to the LOW and less than or equal to the HIGH.

If you try to make a composite stock in the manner you are attempting, you will be violating these rules. As I said, I am not sure where the data validation occurs, in the Downloader or in MS, but I think MS would have trouble plotting mal-formed data.

You might consider adding a constant to certain values so the rules are not violated, or export the data to Excel and do it there?

I have been wrong in the past, and wil probably be wrong again in the future!



wabbit [:D]


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