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Tomasz, Ken -
Just a brief follow-up to Ken's note and your response. I was
describing the "family" matrix manipulation features of Trade. AB's
exploration can provide multiple values in the columns, as you said.
This is done in Trade with multiple family matrices.
What I was originally trying to describe was that families in Trade
allow the implementation of Trading strategies that look at the
top "N" members based on some composite measure, where the membership
changes over time. To do this, the entire matrix must be accessible
to the trading logic. For example, hold the top 10 members of the
NDX-100 based on productivity while traded with a timing signal, and
re-evaluating this set once per week based on min/max ranking
criteria. The FT group has been able to utilize this very creatively.
Just trying to provide some food for thought on possible future
trading capabilities for AB.
Bruce
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Matrix ConstructionKen,
>
> Although it is possible to wrap Foreign inside for loop it is not
recommended
> performance-wise because of the fact that exploration already
iterates through all tickers.
>
> Exploration in fact already provides exactly the 'matrix' of
values - all bars for all tickers
> but the output is not arranged into 'matrix' but just the list.
>
> This in fact is the advantage because you can have multiple values
(columns)
> per each date-ticker pair, while 'matrix' gives you only one value.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: Ken Close
> To: AmiBroker List
> Sent: Monday, April 14, 2003 12:14 PM
> Subject: [amibroker] Matrix Construction
>
>
> Yesterday, Bruce Robinson described an important feature of the
Trade program, namely the 2-D matrix arrangement that allows Dates
down the rows and Tickers across the columns.
>
> If you add the concept that a single variable for each ticker and
each date are on "sheets" just like the worksheets in Excel, then do
you not have the makings of a structure that allows ranking of
calculated variables on each date for each ticker? And more, perhaps
even portfolio trading?
>
> I was about to try this but am stuck on how to reference
individual tickers with a subscript within a For Loop----is it even
possible?
>
> Using an example from the Readme
>
> · /* a sample low-level implementation of Profit-target
stop in AFL: */
>
> Buy = Cross( MACD(), Signal() );
>
> priceatbuy=0;
>
> for( i = 0; i < BarCount; i++ )
> {
> if( priceatbuy == 0 && Buy[ i ] )
> priceatbuy = BuyPrice[ i ];
>
> if( priceatbuy > 0 && SellPrice[ i ] > 1.1 * priceatbuy )
> {
> Sell[ i ] = 1;
> SellPrice[ i ] = 1.1 * priceatbuy;
> priceatbuy = 0;
> }
> else
> Sell[ i ] = 0;
> }
>
> What is the Loop command you would put "on top of" or "around"
this code to cycle thru the tickers? And how do you even make it pick
a watchlist? It seems like it would use whatever watchlist you
select as usual, but how to reference and keep track of the tickers
by date?
>
> Comments?
>
> Ken
>
>
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