Regarding today's posting, it is a sequel to the Composing Synthetic Prices For Extended Historical ETF Data post back in May. Using "R", the language for statistical computing and graphics (get it here), thanks to Michael Kapler's excellent Systematic Investor Toolbox for R: SIT, it is possible to compose synthetic ETF's with extended historical data retrieved from suitable mutual funds on full auto while taking care of a seamless fit along the way.
In this post, I will demonstrate how to perform the same task in AmiBroker with two extra benefits: the application of leverage and the option for inverse data treatment. Of course, an R-savvy coder could probably achieve the same in R, but not me.
The below example shows $TLT as synthetic symbol with data going back to 1986*. The $ETF is based on the price data for TLT (green section) available from Yahoo and extended with VUSTX data (red section) from the same source.