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RE: [amibroker] FTSE 100 futures - for Don



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Dave,
AddToComposite() works very well and gives accurate results.
The "way how" is described in the userīs guide.
The description is very well written.
Note also that the function will do what you ask, so you should check 
what you ask.
An AddToComposite(RSI(),"~sumRSI","C") will Add the RSI()s of the 
selected group. Nothing more, but, the most important, nothing less.
It would be better to give an example of your code. This will help to 
make some comments.
As for the spikes, check your data integrity before running composite 
formulas. If you have missing data [holes] or excessive data [by 
mistake], the result will not be reliable. 
There is a database purify tool for this job.
Dimitris Tsokakis 
--- In amibroker@xxxxxxxxxxxxxxx, "davelansing2004" <d.ankrapp@xxxx> 
wrote:
> Hello all,
> 
> I'm trying to use the AddToComposite function in order to formulate 
> composite indices for 100+ industry subgroups that I have in my 
> database (Rueters)... I've read through the PDF file provided by 
> Herman van den Bergen and followed the code that was provided by 
him 
> and Tomasz (I simply used the "close" of the associated stocks to 
> construct the indices). The issue that I have run into is that many 
> of my composites don't "look" like the DJ indices that can be 
> downloaded from the Yahoo site, rather, my composites look like 
> random squiggles across the x-axis with numerous spikes. I know 
that 
> the DJ indices are weighted and normalized but I have failed rather 
> miserably trying to figure out how to normalize the stock data. 
Could 
> anybody share their code for constructing useful composites? 
> 
> Thanks!
> 
> Dave



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