|
PureBytes Links
Trading Reference Links
|
Addendum. The last passage below should be corrected to this:
* But, if you ever call xxABtoolInit(), or xxTableDelete() for that handle,
* or TableDelete(-1) for deleting all tables, then the saved handle and its
* memory gets released, so you shouldn't call them in your scripts if you
* want to continue using the saved handle.
UM
----- Original Message -----
From: <uenal.mutlu@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, May 13, 2003 10:33 PM
Subject: Re: [amibroker] Re: Scoring and Ranking System example using ABtool
> Fred,
> the picture gets clearer here. Maybe the following
> fact of ABtool will be useful here: If you don't call
> ABtoolInit() then all the ABtool objects used are
> still there. They got automatically deleted during
> DLL unload. Until then (ie. during an AB session,
> your created ABtool objects (tables, array, file handles
> etc.) are available for all scripts executed and all
> iterations/scans run in AB; you just need to save
> the handle (a simple number) of these objects somewhere
> globally. I already had sent a similar example.
> The idea is saving the handle (just a number) in an
> environment variable.
>
> The following method might be of help for tables.
> It is already possible. Simply replace your xxTableCreate()
> calls for the same table structure by the following few lines.
> Afterwards the content of your table becomes persistent
> for the entire duration of an AB session.
> UM
>
> /*----------------------------------------------------------------------
> * TIP: HOW TO USE ABtool OBJECTS IN A GLOBAL AND PERSISTENT MANNER:
> *
> * We can keep an ABtool handle incl. their data persistent for the
> * duration of an entire AB session (ie. as long as ABtool.dll is loaded).
> * We simply store the handle in an operating system global area in an
> * environment variable. We can later recall it from everywhere.
> * Since environment variables contain string values we need to convert
> * our handle number to a string, and later back to ordinary numeric AB var.
> * BTW, handles in ABtool are simple numbers >= 0
> * Example:
> * xxEnvSetValOnly("MySavedHandle", xxToString(th1));
> *
> * Now in all scripts instead requesting a new table handle via
> * xxTableCreate() you can check if there was one already saved, and
> * take that, or create and save a new one if it is the first time:
> *
> * // check if that envVar exists
> * envVal = xxEnvGetValOnly("MySavedHandle");
> * if (envVal != "")
> * { // if yes, then take the saved handle
> * th1 = xxToNumber(envVal);
> * // xxMsgBox("Using saved handle (" + th1 + ")", "Info");
> * }
> * else
> * { // first time creation of the handle and at the
> * // same time saving the handle in the envVar:
> * th1 = xxTableCreate();
> * xxEnvSetValOnly("MySavedHandle", xxToString(th1));
> * // also the table definition should be done here
> * //...
> * }
> *
> * But, if you ever call ABtoolInit() then all handles and all memory
> * used by them get released, so you shouldn't call it in your scripts
> * if you want use the saved handle.
> *
> *----------------------------------------------------------------------*/
>
> // check if that envVar exists:
> envVal = xxEnvGetValOnly("MySavedHandle");
> if (envVal != "")
> { // yes, then take the saved handle
> th1 = xxToNumber(envVal);
> // xxMsgBox("Using saved handle (" + th1 + ")", "Info");
> }
> else
> { // no, first time creation of the handle and at the
> // same time saving the handle in the envVar:
> th1 = xxTableCreate();
> xxEnvSetValOnly("MySavedHandle", xxToString(th1));
>
> // step2: define the table fields (this is a one time task too!)
> // change the following with your own table structure
> xxTableColumnAdd("Ticker", 3, th1); // column 0 is of type string
> xxTableColumnAdd("NumA", 1, th1); // column 1 is of type float
> xxTableColumnAdd("NumB", 1, th1); // column 2 is of type float
> xxTableColumnAdd("NumC", 1, th1); // column 3 is of type float
> xxTableColumnAdd("NumD", 1, th1); // column 4 is of type float
> }
>
> //........
>
>
>
>
> ----- Original Message -----
> From: "Fred" <fctonetti@xxxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, May 13, 2003 8:45 PM
> Subject: [amibroker] Re: Scoring and Ranking System example using ABtool
>
>
> > Uenal,
> >
> > An example at the moment is that given that AB does not handle
> > portfolio investments correctly in terms of how invested you are and
> > what initial capital is needed and how that relates to the watch list
> > size as opposed to how many trades are actually being taken etc. in
> > order to combat these things it's necessary to control transactions
> > oneself and keep track of how individual trades affect portfolio
> > equity etc. and since AB processes portfolios on a symbol by symbol
> > basis rather then on a bar by bar basis one needs to keep track of
> > this info on a bar by bar basis or at least that's how I'm doing it
> > and it works fine but for each symbol I need to export the table and
> > then import it for the next symbol to continue.
> >
> > Fred
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, uenal.mutlu@xxxx wrote:
> > > From: "Fred" <fctonetti@xxxx>
> > > > I understand the functionality of Table Export/Import, but for
> > > > example in running an AA back test or optimization across
> > multiple
> > > > symbols my understanding is that AB clears the contents of
> > virtually
> > > > everything between one symbol and the next and it would be
> > usefull to
> > > > be able to some how have persistancy in tables as opposed to
> > having
> > > > to export them at the end of processing for one sysmbol and then
> > > > importing them again at the beginning of processing of the next
> > > > symbol.
> > >
> > > Need to think a while on this...
> > > Please give me a small practical example to follow.
> > >
> > > > On another topic, I know this can be done externally using OLE
> > > > Automation etc., but it would be usefull to be able to get at all
> > > > the "settings" information that AA has, a lot of which can not be
> > > > gotten with a STATUS("xxx") type command from within an AA.
> > >
> > > Got it, will see.
> > >
> > > UM
> > >
> > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, uenal.mutlu@xxxx wrote:
> > > > > Hi Fred,
> > > > > the functions xxTableExportBinary(), xxTableImportBinary(), and
> > > > > their ASCII versions xxTableExport() and the new xxTableImport()
> > > > > are possibilities for making the tables persistent: just save
> > > > before quitting
> > > > > and load after starting. This also could be automated. If there
> > is
> > > > demand
> > > > > for this le me know.
> > > > > As stated in my Todo list there is another point with an
> > extension
> > > > DB.
> > > > > The persistent variables will be automatically saved/loaded.
> > > > Unfortunately
> > > > > they are delayed due to the Sort bug introduced in the last
> > version.
> > > > > FYI: a bugfixed version was uploaded.
> > > > > UM
> > > > >
> > > > >
> > > > > ----- Original Message -----
> > > > > From: "Fred" <fctonetti@xxxx>
> > > > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > > > Sent: Tuesday, May 13, 2003 6:32 PM
> > > > > Subject: [amibroker] Re: Scoring and Ranking System example
> > using
> > > > ABtool
> > > > >
> > > > >
> > > > > > Uenal,
> > > > > >
> > > > > > Is the implication here that things like ABTool tables could
> > be
> > > > made
> > > > > > to be persistant ?
> > > > > >
> > > > > > --- In amibroker@xxxxxxxxxxxxxxx, uenal.mutlu@xxxx wrote:
> > > > > > > Here is a sample code on how to use the Ticker and Table
> > > > > > > functions of the ABtool plugin to realize Systems based on
> > > > > > > Scoring and Ranking.
> > > > > > > Attached is the AFL program code
> > ("xx_Sorting_And_Ranking.afl")
> > > > > > >
> > > > > > >
> > > > > > > Some other info on ABtool:
> > > > > > >
> > > > > > > - ABtool documentation bug:
> > > > > > > TableSortDefDeleteAll() was renamed to TableSortDefDelAll
> > ()
> > > > > > > Just forgot to update the dox :-( In the next version it
> > will
> > > > be
> > > > > > fixed.
> > > > > > >
> > > > > > > - Persistent AFL variables:
> > > > > > > The next version of ABtool will have global and
> > persistent
> > > > AFL
> > > > > > > variables implemented. Persistent means "always
> > available";
> > > > ie.
> > > > > > they
> > > > > > > got saved and restored automatically. The user can save
> > > > copies of
> > > > > > > single number variables and string variables in
> > persistent
> > > > area,
> > > > > > and
> > > > > > > recall them whenever he/she likes. Each variable is
> > > > identified by
> > > > > > a
> > > > > > > unique name the user gives the variable. So, this is like
> > the
> > > > > > environment
> > > > > > > variables, but env vars are limited to string type only
> > and
> > > > are
> > > > > > limited
> > > > > > > by size and the number of envvars by the operating
> > system.
> > > > The
> > > > > > persistent
> > > > > > > variables don't have any limitations. Put as much vars as
> > you
> > > > > > like there
> > > > > > > (also very long strings), and they will be available even
> > > > after
> > > > > > restarting
> > > > > > > AB or the plugin.
> > > > > > >
> > > > > > > I'm just testing it. Till then.
> > > > > > > UM
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Rent DVDs Online - Over 14,500 titles.
No Late Fees & Free Shipping.
Try Netflix for FREE!
http://us.click.yahoo.com/YoVfrB/XP.FAA/uetFAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|