- access foreign security data

Referencing other symbol data
(AFL 1.5)

SYNTAX foreign( TICKER, DATAFIELD, fixup = 1)
FUNCTION Allows referencing other (than current) tickers in the AFL formulas. TICKER is a string that holds the symbol of the stock. DATAFIELD defines which array is referenced. Allowable data fields: "O" (open), "H" (high), "L" (low), "C" (close), "V" (volume), "I" (open Interest), and for v5.29 and above: "1" (aux1), "2" (aux2)
The last parameter - fixup - accepts following values
  • 0 - the holes are not fixed

  • 1 - default value - missing data bar OHLC fields are all filled using previous bar Close and volume is set to zero.

    Note: you can use Foreign/RelStrength without specifying last parameter:
    Foreign( "ticker", "field" ), RelStrength( "ticker" ) - then the holes will be fixed.

  • 2 - (old pre-4.90 behaviour) - causes filling the holes in the data with previous O, H, L, C, V values
Unless you know what you are doing you should use DEFAULT value of fixup parameter (Fixup=1). If you do not use fixup=1, data holes will have the value of Null that you would need to handle by yourself.
// Plotting spread between currently selected symbol and another one
Graph0 = Close - Foreign( "MSFT", "Close" ) ;

// Built-in relative performance chart
_N( TickerList = ParamStr("Tickers", "^DJI,MSFT,GE") );
NumBars =
fvb =
Plot( 100 * ( C - C[ fvb ] ) / C[ fvb ], Name(), colorBlue );
for( i = 0; ( symbol = StrExtract( TickerList, i ) ) != ""; i++ )
  fc =
Foreign( symbol, "C" );

  if( ! IsNull( fc[ 0 ] ) )
Plot( 100 * ( fc - fc[ fvb ] )/ fc[ fvb ],

+ ( (2*i) % 15 ),
styleLine );
PlotGrid( 0, colorYellow );
_N( Title = "{{NAME}} - Relative Performance [%]: {{VALUES}}" );
SEE ALSO PLOTFOREIGN() function , SetForeign() function


Tomasz Janeczko
tj --at--
2003-08-07 20:28:41
Foreign function synchronizes the data file
you are referencing with the currently selected symbol.

Synchronization makes sure that EACH bar of FOREIGN data
matches exactly with each bar of currently selected symbol.

So if DateNum() function returns 990503 for given bar
then Close array represents the CLOSE of currently selected symbol at May 3, 1999
and Foreign("SYMBOL", "C") represents close of foreign symbol at May 3, 1999 TOO.

This is absolutely necessary because otherwise you won't be able
to do ANY meaningful operations involving both selected symbol and foreign symbol.

This also needed for the display so when you mark the quote with vertical
line it will always match the date displayed regardless if you use Foreign or not.

Please note that if you have data holes in currently selected symbol then in order to synchronize bars Foreign function will remove bars that exist in Foreign symbol but do not exist in currently selected symbol.


The Foreign function is used in the following formulas in AFL on-line library:

More information:

Updated on-line reference