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One more (last) try :-)
Do five times:
{
Take the highest of the Equity array;
save it's position (StockNum);
set only this equity to zero;
}
You can use a small loop or cascade the same code five times.
Best regards,
Herman
-----Original Message-----
From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@xxxxxxxxx]
Sent: April 23, 2003 11:49 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Subject: Results of Scan/Exploration
Herman,
I know this smart procedure. The problem is the top5 H [or C in your
example] as I wrote this morning. I have to check some details with
probable multiple H which may appear.
See http://groups.yahoo.com/group/amibroker/message/38601
DT
--- In amibroker@xxxxxxxxxxxxxxx, "Herman vandenBergen" <psytek@xxxx>
wrote:
> Hello DT,
>
> You first have to do a transformation; vertical to horizontal. You
can do
> this by creating a barchart for the equities, and then analyze it
just like
> you would any indicator. Especially with looping you can now do
almost
> anything. The transformation looks like this:
>
> In this case the equity for first stock from the watch list is
plotted in
> the last bar. You need just two lines of code to do this:
>
> Buy = Cross( Close, EMA( Close, range ) ); // First four lines a
dummy
> trading system
> Sell = Cross( EMA( Close, range ), Close );
> Short = Sell;Cover = Buy;
> E=LastValue(Equity(1));
> Pointer = BarCount - Status("StockNum");
>
> AddToComposite(IIf(Pointer==BarIndex(),E,-
1e10),"~EquityTest","C",1|2|4|8);
> // use Backtester
> Equities = Foreign("~EquityTest","C");
> Plot(Equities,"Equities",1,2+4);Title = "Equities for 100 N100
Stocks";
> GraphXSpace=10;
> Filter=1;
>
> You can plot any kind of data this way and it will be permanently
on disk.
> Nice for system calibration files (make those zero based).
> I think you can take it from here :-)
>
> Best regards,
> Herman.
>
>
>
>
>
>
>
> -----Original Message-----
> From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
> Sent: April 23, 2003 12:14 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Subject: Results of Scan/Exploration
>
>
> Herman,
> Stewart asked at
> http://groups.yahoo.com/group/amibroker/message/38506
> something simple : how to select the top5 of an exploration. Any
idea
> for this request ?
> [If I understood well, to run an exploration
> Filter=1;
> AddColumn(MACD(),"MACD");
> for 100 stocks and see in the result list ONLY the top5 MACDs,
> nothing else]
> I do not see how can I do it.
> [I hope to avoid MAX(Foreign("~AAPL-MACD","C"),MAX(Foreign("~ABGX-
> MACD","C"),...]
> Any idea appreciated.
> Dimitris Tsokakis
> --- In amibroker@xxxxxxxxxxxxxxx, "Herman vandenBergen"
<psytek@xxxx>
> wrote:
> > Using array subscripts you can put any kind of data into a array:
> > Data[0] = YourParameter1;
> > Data[1] = Your{arameter2;
> > YourParameter could also use subscripts...
> >
> > When you want to save the data into a stock-specific array you use
> the Atc,
> > some thing like this for the Explorer:
> >
> > AddToComposite(Data,"~"+Name()+"-Data","X",1|2|4|16); // Use in
> Explorer,
> > Data here refers to the array you filed using subscripts. This
> array will be
> > of length equal to number of bars in the current stock - a bit of
> > over-kill - but this means you can put a ton of data into a
> Composite (5
> > fields: OHLCV). The great thing is that this information remains
on
> Disk for
> > re-use at any time from any program, use Foreign("~"+Name()+"-
> Data","X");
> > here X can be any of OHLCV.
> >
> > You can save system calibration data for automatic recall. You
> cannot save
> > text in a Composite however you can save Status("StockNum"), this
> is an
> > ordinal number pointing to your stock in your group (it changes as
> you
> > change groups!!).
> >
> > Best regards,
> > Herman
> >
> >
> >
> >
> > -----Original Message-----
> > From: Stewart [mailto:stewart@x...]
> > Sent: April 22, 2003 10:29 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: Re: [amibroker] Subject: Results of Scan/Exploration
> >
> >
> > but using AddtoComposite(), is there a way to relate "a row" to
a
> specific
> > ticker?
> > ----- Original Message -----
> > From: Dimitris Tsokakis
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Tuesday, April 22, 2003 5:56 PM
> > Subject: [amibroker] Subject: Results of Scan/Exploration
> >
> >
> > Suppose we run an exploration for 100 stocks
> > X=StochD();
> > Filter=1;
> > AddColumn(X,"StochD");
> > for one day.
> > The result is an 100-dimension vector.
> > We can save only in 6 fields through AddToComposite()
function,
> namely
> > C, O, H, L, V, I.
> > If we place the first 6 results to each field, we have no
place
> to save
> > the rest 94 results.
> > It is a 100X100 diagonal matrix, as in the att. gif
> > but, even if we could, the result would not be an array.
> > An array has one numerical value per day. In this case we
would
> have a
> > set of 100 numerical values per day
> > and we would create an 100-dimensional "Hyper array".
> > It needs specific imagination to understand the use of this
> creature.
> > DT
> >
> > There's no way to store the results of an Exploration to an
> array,
> > right?
> >
> > Thanks,
> >
> > Stewart
> >
> >
> >
> >
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