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Hi Fred,
here is a demonstration on how the #include practically
could be of help. You can pass parameters forth and back
if done like here. There is one main file (MultiSystems.afl),
and 3 subsystems, which are included in the main file. Before
including a subsystem the parameters for the subsystem
are specified. And so on. Play around with them, and I think
it is a cheap substitute for real functions.
UM
----------------------------------------------------------------------
/* MultiSystems.afl
*
* demonstrates a useful use of the #include keyword
*
* each subsystem expects some input params and returns
* a result field called aRelPos. This is cumulated in
* the calling script, that's here.
*
*/
TotalRelPos = 0; // sum all scores of the subsystems in this field
// subsystem 1:
// here, we are first setting the parameters for the
// file to be included, and finally include the file
aPrice = C;
iPeriod = 12;
#include "myAFL\\Boll_RelPos.afl"
TotalRelPos = TotalRelPos + aRelPos;
// subsystem 2:
// same here for another similar file
aPrice = A; // uses avg price
iPeriod = 14;
#include "myAFL\\TSF_RelPos.afl"
TotalRelPos = TotalRelPos + aRelPos;
// subsystem 3:
// same here for another similar file
// this expects only one param
iPeriod = 14;
#include "myAFL\\TSF_HL_RelPos.afl"
TotalRelPos = TotalRelPos + aRelPos;
// ... more subsystems to include ...
// and finally the total results:
// the Total value is important; sort and analyze it...
Filter = 1;
AddColumn(TotalRelPos, "Total RelPos", 1.2);
----------------------------------------------------------------------
/* Boll_RelPos.afl
*
* Parameters:
* In:
* aPrice : a price array; f.e. the Close price array
* iPeriod: period for Bollinger
*
* Out:
* aRelPos: relative position of Close price within Bollinger Bands
*
*/
Top = bbandTop(aPrice, iPeriod);
Bot = bbandBot(aPrice, iPeriod);
aRelPos = (C - Bot) / (Top - Bot) * 100;
AddColumn(aRelPos, "bbRP", 1.2);
----------------------------------------------------------------------
/* TSF_RelPos.afl
*
* Parameters:
* In:
* aPrice : a price array; f.e. the Close price array
* iPeriod: period for TSF
*
* Out:
* aRelPos: relative position of Close price within TSF Bands
*
*/
se = StdErr(aPrice, iPeriod);
Mid = TSF(aPrice, iPeriod);
Top = Mid + se;
Bot = Mid - se;
aRelPos = (C - Bot) / (Top - Bot) * 100;
AddColumn(aRelPos, "tsfRP", 1.2);
----------------------------------------------------------------------
/* TSF_HL_RelPos.afl
*
* Parameters:
* In:
* iPeriod: period for TSF HL
*
* Out:
* aRelPos: relative position of Close price within TSF HL Bands
*
*/
Top = TSF(H, iPeriod) + StdErr(H, iPeriod);
Bot = TSF(L, iPeriod) - StdErr(L, iPeriod);
aRelPos = (C - Bot) / (Top - Bot) * 100;
AddColumn(aRelPos, "tsfHLRP", 1.2);
----------------------------------------------------------------------
----- Original Message -----
From: "Fred" <fctonetti@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, April 26, 2003 2:16 AM
Subject: [amibroker] Re: Poll results for amibroker & versatility
> Tomasz,
>
> I'm sure you know what all these things are but I thought this was a
> discussion board, nothing more nothing less, I didn't think this was
> where people put in requests for enhancements as there are specific
> places for that.
>
> I never complained about for/while/if/else but when you refer to one
> part of my comment as if it was the whole comment and state that AB
> does this, that or the other this is highly misleading.
>
> If you think I am a constant complainer I will only state that I am
> asking about the same types of things now that I asked about on day 2
> of using this product which is that before one can use a variety of
> indicators one has to test them because one can not see the coding
> for them and as such no faith can be given to them without comparing
> the results to known calculations and as witnessed by previous posts
> today it is only just now that it was discovered that there are
> apparently problems in how HHV / LLV / HHVBars / LLVBars work after
> being assured several times that they had the capability of variable
> periodicity. If this particular aspect of these indicators don't
> work and you don't want to make them do that then don't or save it
> for later. Whether or not one considers there to be bugs in how most
> of the smoothing indicators work really doesn't matter because users
> do not know what to expect for results from these indicators as most
> of these are not calculated how one might expect that they were and
> there is no documentation that says how they are and there is no way
> to duplicate the results.
>
> Regarding #INCLUDE maybe I'm missing the power of this that you
> suggest but I don't see the value of a preprocessor per se.
>
> Regarding the $99 fee, I and some others who use this product for
> system development trade large sums of money with the results of
> system development from this product and would at a bare minimum at
> least like to see it perform as described. To do otherwise and/or
> not be aware of calulcations are performed internally is foolhardy.
> If that can't be done for $99 then I suggest charging $999 or $9999
> for it, take a few days off a week and hire some additional people to
> d the grunt work and reserve the project management pieces for
> yourself.
>
> Fred
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
> wrote:
> > Fred,
> >
> > I wonder if you really think that I don't know what
> > are the weaknesses of #include ?
> >
> > And that I don't know what functions are ?
> >
> > And that I don't know what is structural programming?
> >
> > If you knew C/C++ a little you would know that #include is
> > a PREPROCESSOR command not really a function or statement of the
> language.
> >
> > The #include is powerful tool but it has no relation to functions.
> It is preprocessor
> > command. And exactly the same it functions in AFL.
> >
> > As for "I would like to have" part....
> > I also would like to have some things (especially for $99)
> > the problem is that someone has to write it ... and this is me.
> > I know exactly what should be added,
> > the problem is that it is HUGE AMOUNT OF WORK that can not be done
> > in minutes, hours or days.
> >
> > And I am working, 7 days a week (do you work also that much ???? )
> > I am bringing new releases almost every week... so please
> > show just a little, little bit of patience.
> >
> >
> > I am pretty amazed when people are coming from other platforms
> > like Tradestation and expect me to do in a week/month
> > things that Tradestation developers TEAM
> > (many people) NEVER IMPLEMENTED till now and have it all as a free
> > upgrade of $99 product.
> >
> > Then when given feature arrives (see looping) I hear:
> > well it is complicated to use and finally only a few use such
> feature.
> >
> > A non-stop complainers are never happy.
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message -----
> > From: "Fred" <fctonetti@xxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Saturday, April 26, 2003 12:13 AM
> > Subject: [amibroker] Re: Poll results for amibroker & versatility
> >
> >
> > > Tomasz,
> > >
> > > No offense but the #INCLUDE capability as designed and
> implemented in
> > > AB/AFL really accomplishes nothing other than to slow things
> down.
> > > It does NOT provide modularity of functions that can be used in a
> > > generic way from one system/indicator to another nor can
> #INCLUDES be
> > > nested, nor can arrays & variables be passed and returned etc.
> etc.
> > > It's structures like these that provide the basic building blocks
> > > that allow users to write systems and indicators using functions
> that
> > > have either been included with the product or individually
> developed
> > > without having to replicate code.
> > >
> > > I would like to have portfolio trading capabilities and all the
> rest
> > > of the stuff that folks have asked for but IMHO also think it
> highly
> > > important that issues like this be addressed.
> > >
> > > Fred
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
> <amibroker@xxxx>
> > > wrote:
> > > > John,
> > > >
> > > > Metastock allows to execute formula by name.
> > > > Equivalent functionality is provided by AFL #include
> > > >
> > > > Fred is writing about real functions with param passing by
> value.
> > > > This is different story.
> > > >
> > > > As to point 3. from Fred's e-mail - it is already possible
> > > > to have as many #includes in one AFL as you like.
> > > >
> > > > Best regards,
> > > > Tomasz Janeczko
> > > > amibroker.com
> > > > ----- Original Message -----
> > > > From: "John R" <jr-ta@xxxx>
> > > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > > Sent: Friday, April 25, 2003 11:29 PM
> > > > Subject: Re: [amibroker] Poll results for amibroker &
> versatility
> > > >
> > > >
> > > > > Fred,
> > > > >
> > > > > Your comments about the importance of getting the basic
> language
> > > building
> > > > > blocks right is spot on IMO. Procedure/function calling
> > > facilities are
> > > > > pretty essential for any programming language. Even good old
> > > Metastock
> > > > > allows you to call external formulas!
> > > > >
> > > > > John
> > > > >
> > > > > ----- Original message -----
> > > > > From: "Fred Tonetti" <ftonetti@xxxx>
> > > > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > > > Sent: Friday, April 25, 2003 1:59 PM
> > > > > Subject: RE: [amibroker] Poll results for amibroker &
> versatility
> > > > >
> > > > >
> > > > > > Herman,
> > > > > >
> > > > > > I would agree that it's about tools more than indicators
> per se.
> > > > > > However I consider flexibility in tools to be of premier
> > > importance and
> > > > > > although I didn't vote in the poll I do consider as part of
> this
> > > > > > flexibility having available, variable periodicity
> > > in "indicators"
> > > > > > and/or "functions" especially ones that are a pain to code
> like
> > > Linear
> > > > > > Regression and Standard Deviation etc. and especially given
> that
> > > > > > #INCLUDE (Reusable generic subroutines and/or functions)
> > > doesn't have
> > > > > > the needed functionality, does not always work as expected
> and
> > > is piggy.
> > > > > > I was interested to see that these in particular made the
> top
> > > of the
> > > > > > list but why StochK/D did is beyond me since those are
> easily
> > > enough
> > > > > > written in straight AFL with no for loops, not that
> > > for/while/if/else
> > > > > > are difficult to use but they're piggy as is #INCLUDE.
> > > > > >
> > > > > > For development of any product like AB IMHO it's the
> building
> > > blocks
> > > > > > that are important and the ones that allow users to make
> their
> > > own
> > > > > > building blocks are that much more important. A good
> example
> > > of this is
> > > > > > #INCLUDE which to me to be usable needs have the following
> > > associated
> > > > > > features.
> > > > > >
> > > > > > 1. Arguments (Arrays or Variables) for calculation should
> be
> > > able to be
> > > > > > passed to an #INCLUDE and results returned much like one
> can
> > > with the
> > > > > > AFL imbedded indicators.
> > > > > > 2. One should be able to call the same #INCLUDE from
> different
> > > places
> > > > > > in a piece of AFL passing it different arguments and
> getting
> > > different
> > > > > > results without it getting confused.
> > > > > > 3. One should be able to have multiple #INCLUDE's in a
> piece
> > > of AFL.
> > > > > > 4. One #INCLUDE should be able to have it's own #INCLUDE's
> > > > > > 5. It should run just as fast as any other piece of AFL.
> > > > > >
> > > > > > So as a simple example if one wanted to have their own
> FastK
> > > type
> > > > > > stochastic with variable periodicity that one could use
> > > whenever one
> > > > > > wanted with whatever inputs one wanted then one should be
> able
> > > to use it
> > > > > > and write it in some way like this:
> > > > > >
> > > > > > Main AFL ...
> > > > > >
> > > > > > #INCLUDE "C:\...\FastK.AFL" Array1 Array2 Array3 Array4
> Array5
> > > > > >
> > > > > > Include AFL ...
> > > > > >
> > > > > > HH = HHV(Array1, Array4);
> > > > > > LL = LLV(Array2, Array4);
> > > > > > Array5 = 100 * (Array3 - Array2) / (HH - LL);
> > > > > >
> > > > > > Having the capability of simple building blocks like this
> > > allows for
> > > > > > rapid development of ones own indicators and systems
> without
> > > the need
> > > > > > for repetitive coding .
> > > > > >
> > > > > > For example in TradeStation ALL functions are viewable as
> > > EasyLanguage (
> > > > > > The equivalent to AFL ) even the ones that are imbedded
> with
> > > the product
> > > > > > so there is never a need to guess how something is
> calculated.
> > > For
> > > > > > example here's a standard deviation function . which in
> turn
> > > calls an
> > > > > > Average function. This may not be the most efficient way
> to
> > > write these
> > > > > > but they illustrate the point.
> > > > > >
> > > > > >
> > >
> {*******************************************************************
> > > > > > Description: Standard Deviation
> > > > > >
> > >
> ********************************************************************}
> > > > > >
> > > > > > Inputs: Price(NumericSeries), Length(NumericSimple);
> > > > > >
> > > > > > Vars: SumSqr(0), Avg(0), Counter(0);
> > > > > >
> > > > > > If Length <> 0 Then
> > > > > > Begin
> > > > > > Avg = Average(Price, Length);
> > > > > > SumSqr = 0;
> > > > > > For Counter = 0 To Length - 1
> > > > > > Begin
> > > > > > SumSqr = SumSqr + (Price[Counter] - Avg)
> > > > > > * (Price[Counter] - Avg);
> > > > > > End;
> > > > > > _StdDev = SquareRoot(SumSqr / Length);
> > > > > > End
> > > > > > Else
> > > > > > _StdDev = 0;
> > > > > >
> > > > > >
> > >
> {*******************************************************************
> > > > > > Description: Simple Moving Average
> > > > > >
> > >
> ********************************************************************}
> > > > > >
> > > > > > Inputs: Price(NumericSeries), Length(NumericSimple);
> > > > > > Variables: Sum(0), Counter(0);
> > > > > >
> > > > > > Sum = 0;
> > > > > >
> > > > > > For counter = 0 To Length - 1 Begin
> > > > > > Sum = Sum + Price[counter];
> > > > > > End;
> > > > > >
> > > > > > If Length > 0 Then
> > > > > > Average = Sum / Length
> > > > > > Else
> > > > > > Average = 0;
> > > > > >
> > > > > >
> > > > >
> > > > >
> > > > >
> > > > > Send BUG REPORTS to bugs@xxxx
> > > > > Send SUGGESTIONS to suggest@xxxx
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> > > > >
> > > > >
> > >
> > >
> > >
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> > > Send SUGGESTIONS to suggest@xxxx
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> > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > > --------------------------------------------
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> > >
> > >
>
>
>
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