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/ Oakland CPM Archive / oakcpm.iso / cpm / kaypro / prftcalc.lbr / FUTURES.PQ / FUTURES.PC
Text File  |  1986-12-21  |  5KB  |  246 lines
  1. \dg0
  2. \jgr
  3. >a1:\dc0
  4. >a1:\wc4
  5. >b1:"  FUTURES MARKET TRACKING SYSTEM
  6. >b1:\dc0
  7. >h1:\wc6
  8. >i1:\wc6
  9. >j1:\wc6
  10. >n1:\dc0
  11. >q1:\wc6
  12. >r1:\dc0
  13. >s1:\wc6
  14. >b2:"  Commodity     =
  15. >f2:"Name of Exchange =
  16. >m2:"Commission       =
  17. >o2:" 
  18. >p2:"$          
  19. >q2:"Brkevn
  20. >r2:". pt. (cent
  21. >s2:"nts)   
  22. >t2:=(((o2+(o5*(o3/100)*o4)/360)/(d4)) @
  23. >b3:"  Month         =
  24. >f3:"Min. Fluctuation =
  25. >m3:"Opp. Cost of Cap.=
  26. >o3:" 
  27. >p3:"%            
  28. >q3:"Brkevn
  29. >r3:". pt. (ticks)
  30. >t3:=(((o2+(o5*(o3/100)*o4)/360)/(d4*h5)) @
  31. >b4:"  Contract Size =
  32. >d4:" 
  33. >f4:"Daily Limit      =
  34. >m4:"Margin Amount    =
  35. >o4:" 
  36. >p4:"$            
  37. >b5:"  Trading Hours =
  38. >f5:"Basis Point      =
  39. >h5:" 
  40. >m5:"Time to hold pos.=
  41. >o5:" 
  42. >p5:"days    
  43. >h7:"3  
  44. >i7:"5  
  45. >j7:"10 
  46. >b8:"TRADING
  47. >h8:"DAY 
  48. >i8:"DAY 
  49. >j8:"DAY 
  50. >k8:"DAILY  
  51. >l8:"TOTAL  
  52. >m8:"OPEN  
  53. >n8:"%    
  54. >o8:"CASH  
  55. >p8:"AMT.  
  56. >q8:"%    
  57. >s8:"%   
  58. >t8:"MARKET 
  59. >a9:"Day
  60. >b9:"DATE  
  61. >c9:"OPEN  
  62. >d9:"HIGH  
  63. >e9:"LOW   
  64. >f9:"SET   
  65. >g9:"CHANGE 
  66. >h9:"AVG.
  67. >i9:"AVG.
  68. >j9:"AVG.
  69. >k9:"FLUC.  
  70. >l9:"VOLUME 
  71. >m9:"INTEREST
  72. >n9:"CHANGE 
  73. >o9:"PRICE 
  74. >p9:"CHG.  
  75. >q9:"CHG.   
  76. >r9:"BASIS  
  77. >s9:"CHG. 
  78. >t9:"MARK  
  79. >a10:"---
  80. >b10:" --------------------------------------------------------
  81. >h10:"---------------------------------------------------
  82. >n10:"-------------------------------------------
  83. >s10:"---------
  84. >t10:"----------
  85. >a11:1.000000000000E+00
  86. >b11:" 
  87. >c11:" 
  88. >d11:" 
  89. >e11:" 
  90. >f11:" 
  91. >g11:0
  92. >h11:" 
  93. >k11:=e11-d11@
  94. >l11:" 
  95. >m11:" 
  96. >o11:" 
  97. >r11:=f11-o11@
  98. >t11:=(g11*h5*d4)@
  99. >a12:=a11+1@
  100. >b12:" 
  101. >f12:" 
  102. >g12:=f12-f11@
  103. >h12:" 
  104. >k12:=e12-d12@
  105. >l12:" 
  106. >m12:" 
  107. >n12:=((m12-m11)/m11)*100  @
  108. >o12:" 
  109. >p12:=o12-o11@
  110. >q12:=((o12-o11)/o11)*100@
  111. >r12:=f12-o12@
  112. >s12:=((r12-r11)/r11)*100@
  113. >t12:=(g12*h5*d4)@
  114. >a13:=a12+1@
  115. >f13:" 
  116. >g13:=f13-f12@
  117. >h13:=sum(f11:f13)/a13@
  118. >k13:=e13-d13@
  119. >n13:=((m13-m12)/m12)*100  @
  120. >p13:=o13-o12@
  121. >q13:=((o13-o12)/o12)*100@
  122. >r13:=f13-o13@
  123. >s13:=((r13-r12)/r12)*100@
  124. >t13:=(g13*h5*d4)@
  125. >a14:=a13+1@
  126. >f14:" 
  127. >g14:=f14-f13@
  128. >h14:=sum(f12:f14)/3@
  129. >k14:=e14-d14@
  130. >n14:=((m14-m13)/m13)*100  @
  131. >p14:=o14-o13@
  132. >q14:=((o14-o13)/o13)*100@
  133. >r14:=f14-o14@
  134. >s14:=((r14-r13)/r13)*100@
  135. >t14:=(g14*h5*d4)@
  136. >a15:=a14+1@
  137. >f15:" 
  138. >g15:=f15-f14@
  139. >h15:=sum(f13:f15)/3@
  140. >i15:=sum(f11:f15)/5@
  141. >k15:=e15-d15@
  142. >n15:=((m15-m14)/m14)*100  @
  143. >p15:=o15-o14@
  144. >q15:=((o15-o14)/o14)*100@
  145. >r15:=f15-o15@
  146. >s15:=((r15-r14)/r14)*100@
  147. >t15:=(g15*h5*d4)@
  148. >a16:=a15+1@
  149. >f16:" 
  150. >g16:=f16-f15@
  151. >h16:=sum(f14:f16)/3@
  152. >i16:=sum(f12:f16)/5@
  153. >k16:=e16-d16@
  154. >n16:=((m16-m15)/m15)*100  @
  155. >p16:=o16-o15@
  156. >q16:=((o16-o15)/o15)*100@
  157. >r16:=f16-o16@
  158. >s16:=((r16-r15)/r15)*100@
  159. >t16:=(g16*h5*d4)@
  160. >a17:=a16+1@
  161. >f17:" 
  162. >g17:=f17-f16@
  163. >h17:=sum(f15:f17)/3@
  164. >i17:=sum(f13:f17)/5@
  165. >k17:=e17-d17@
  166. >n17:=((m17-m16)/m16)*100  @
  167. >p17:=o17-o16@
  168. >q17:=((o17-o16)/o16)*100@
  169. >r17:=f17-o17@
  170. >s17:=((r17-r16)/r16)*100@
  171. >t17:=(g17*h5*d4)@
  172. >a18:=a17+1@
  173. >f18:" 
  174. >g18:=f18-f17@
  175. >h18:=sum(f16:f18)/3@
  176. >i18:=sum(f14:f18)/5@
  177. >k18:=e18-d18@
  178. >n18:=((m18-m17)/m17)*100  @
  179. >p18:=o18-o17@
  180. >q18:=((o18-o17)/o17)*100@
  181. >r18:=f18-o18@
  182. >s18:=((r18-r17)/r17)*100@
  183. >t18:=(g18*h5*d4)@
  184. >a19:=a18+1@
  185. >f19:" 
  186. >g19:=f19-f18@
  187. >h19:=sum(f17:f19)/3@
  188. >i19:=sum(f15:f19)/5@
  189. >k19:=e19-d19@
  190. >n19:=((m19-m18)/m18)*100  @
  191. >p19:=o19-o18@
  192. >q19:=((o19-o18)/o18)*100@
  193. >r19:=f19-o19@
  194. >s19:=((r19-r18)/r18)*100@
  195. >t19:=(g19*h5*d4)@
  196. >a20:=a19+1@
  197. >f20:" 
  198. >g20:=f20-f19@
  199. >h20:=sum(f18:f20)/3@
  200. >i20:=sum(f16:f20)/5@
  201. >j20:=sum(f11:f20)/10@
  202. >k20:=e20-d20@
  203. >n20:=((m20-m19)/m19)*100  @
  204. >p20:=o20-o19@
  205. >q20:=((o20-o19)/o19)*100@
  206. >r20:=f20-o20@
  207. >s20:=((r20-r19)/r19)*100@
  208. >t20:=(g20*h5*d4)@
  209. >a21:=a20+1@
  210. >g21:=f21-f20@
  211. >h21:=sum(f19:f21)/3@
  212. >i21:=sum(f17:f21)/5@
  213. >j21:=sum(f12:f21)/10@
  214. >k21:=e21-d21@
  215. >n21:=((m21-m20)/m20)*100  @
  216. >p21:=o21-o20@
  217. >q21:=((o21-o20)/o20)*100@
  218. >r21:=f21-o21@
  219. >s21:=((r21-r20)/r20)*100@
  220. >t21:=(g21*h5*d4)@
  221. >a22:=a21+1@
  222. >g22:=f22-f21@
  223. >h22:=sum(f20:f22)/3@
  224. >i22:=sum(f18:f22)/5@
  225. >j22:=sum(f13:f22)/10@
  226. >k22:=e22-d22@
  227. >n22:=((m22-m21)/m21)*100  @
  228. >p22:=o22-o21@
  229. >q22:=((o22-o21)/o21)*100@
  230. >r22:=f22-o22@
  231. >s22:=((r22-r21)/r21)*100@
  232. >t22:=(g22*h5*d4)@
  233. >a23:=a22+1@
  234. >g23:=f23-f22@
  235. >h23:=sum(f21:f23)/3@
  236. >i23:=sum(f19:f23)/5@
  237. >j23:=sum(f14:f23)/10@
  238. >k23:=e23-d23@
  239. >n23:=((m23-m22)/m22)*100  @
  240. >p23:=o23-o22@
  241. >q23:=((o23-o22)/o22)*100@
  242. >r23:=f23-o23@
  243. >s23:=((r23-r22)/r22)*100@
  244. >t23:=(g23*h5*d4)@
  245. >a1
  246.