StockFetcher Forums · General Discussion · gold / yen<< >>Post Follow-up
boston
34 posts
msg #95876
Ignore boston
8/29/2010 11:47:06 AM

is there a way to compare gold with the yen on a chart

four
4,002 posts
msg #95877
Ignore four
modified
8/29/2010 1:00:13 PM

Ultra Gold ProShares
UGL

E-TRACS UBS Bloomberg CMCI Gold ETN
UBG

PowerShares Global Gold & Prec Metals
PSAU

iShares COMEX Gold Trust
IAU

ELEMENTS MLCX Gold TR ETN
GOE

UltraShort Gold ProShares
GLL

SPDR Gold Shares
GLD

Market Vectors Gold Miners ETF
GDX

Market Vectors Junior Gold Miners ETF
GDXJ

PowerShares DB Gold Double Short ETN
DZZ

PowerShares DB Gold Short ETN
DGZ

PowerShares DB Gold Double Long ETN
DGP

PowerShares DB Gold
DGL

ETF Physical Swiss Gold Shares
SGOL

------------- ------------------- ------------ -------------- ----------- -------- ----

Long Yen ETF
CurrencyShares Japanese Yen Trust
FXY

WisdomTree Dreyfus Japanese Yen
JYF

iPath JPY/USD Exchange Rate ETN
JYN

Double Long Yen ETF

Ultra Yen ProShares
YCL

Short Yen ETF

UltraShort Yen ProShares
YCS

four
4,002 posts
msg #95878
Ignore four
8/29/2010 1:55:39 PM

Fetcher[
draw ind(gld,close) on plot ind(fxy,close)
symlist(fxy,gld)
]



Kevin_in_GA
4,550 posts
msg #95879
Ignore Kevin_in_GA
8/29/2010 2:11:17 PM

Here's how I would do it:

Fetcher[

symlist(GLD,FXY)

draw MA(200)

/*FIRST DETERMINERATIO OF GOLD (GLD) TO THE YEN (FXY)*/
SET{PRICERATIO, IND(GLD, CLOSE) / IND(FXY,CLOSE)}
SET{RATIOMA, CMA(PRICERATIO,13)}
SET{RATIOSTD13, CSTDDEV(PRICERATIO,13)}
SET{DIFF13, PRICERATIO - RATIOMA}
SET{ZSCORE, DIFF13 / RATIOSTD13}
SET{THRESHOLD, RATIOSTD13 * 2}


SET{UPPERBAND, RATIOMA + THRESHOLD}
SET{LOWERBAND, RATIOMA - THRESHOLD}
DRAW LOWERBAND ON PLOT PRICERATIO
DRAW UPPERBAND ON PLOT PRICERATIO


ADD COLUMN PRICERATIO
ADD COLUMN ZSCORE

DRAW ZSCORE LINE AT 2
DRAW ZSCORE LINE AT -2
DRAW ZSCORE LINE AT 0
]



boston
34 posts
msg #95882
Ignore boston
8/29/2010 4:32:34 PM

thank you kevin and four

StockFetcher Forums · General Discussion · gold / yen<< >>Post Follow-up

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