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[amibroker] Re: FILTER questions.



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Ara,

So in otherwords if I have a 100 day moving average in my system, 
should I set at least n=100 in AA? Thanks

Glenn

--- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@xxxx> 
wrote:
> AB will look at the specified number of data.
> 
> ----- Original Message ----- 
> From: "mmqp" <mmqp@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Friday, September 12, 2003 5:01 PM
> Subject: [amibroker] Re: FILTER questions.
> 
> 
> > Thank you, my last question is the setting n=1 and n last
> > quotation.  Does this setting affect how many datas which meet
> > FILTER condition to be printed out or This is the set of datas which
> > the AB codes will operate on?  Thanks
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@xxxx> 
wrote:
> > > True, it will take CPU time
> > > You can develop your code such that is modular:
> > >
> > > Condition_one = Volume > x;
> > >
> > > Code using Condition_One ...
> > > ..
> > >
> > > Filter = Condition_one and ....
> > > AddColumn(....)
> > >
> > >
> > > ----- Original Message ----- 
> > > From: "mmqp" <mmqp@xxxx>
> > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > Sent: Friday, September 12, 2003 4:37 PM
> > > Subject: [amibroker] Re: FILTER questions.
> > >
> > >
> > > > Thanks for the answer.  One of my question was if the stock
> > average
> > > > volume is less than 50000 then it shoud skip this stock, then if
> > > > FILTER statement should be placed at the end then AFL codes 
above
> > > > FILTER will be executed which would waste CPU.  Is this true?
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" 
<ara1@xxxx>
> > wrote:
> > > > > Filter is used for explorations only. It should come before the
> > > > addcolumn
> > > > > statements.
> > > > >
> > > > > Normally place the exploration at the end so it does not
> > interfere
> > > > with
> > > > > anything else
> > > > >
> > > > >
> > > > > AFL Code...
> > > > >
> > > > > Filter = xxxx;
> > > > > addcolumn(...)
> > > > >
> > > > > ----- Original Message ----- 
> > > > > From: "mmqp" <mmqp@xxxx>
> > > > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > > > Sent: Friday, September 12, 2003 3:54 PM
> > > > > Subject: [amibroker] FILTER questions.
> > > > >
> > > > >
> > > > > > Hi,
> > > > > >
> > > > > > I have the following construct in AA:
> > > > > >
> > > > > >
> > > > > > AFL codes
> > > > > > ......
> > > > > > ......
> > > > > > porosityTags = Cross ( S1_curve, price );
> > > > > > priceBelowSupportTags = IIf( 100*((price -
> > S1_curve)/S1_curve)
> > > > < -
> > > > > > S1_porosityPct ,  1 , 0 );
> > > > > > ....
> > > > > > ...
> > > > > > ....
> > > > > > ...
> > > > > >
> > > > > > AddColumn ( price , "price" , 1.2 );
> > > > > > AddColumn ( S1_curve , "S1" , 1.2 );
> > > > > >
> > > > > > Filter = (StrLeft(Name(),1) != "^") AND EMA(V,50) >= 
50000
> > AND
> > > > (EMA
> > > > > > (price,200) - price)/price > 0.3 AND ( price <= ( s1_curve 
+
> > > > > > S1band ) AND price >= ( s1_curve - S1band ) ) ;
> > > > > >
> > > > > > My questions is:
> > > > > >
> > > > > > - Does the location of the FILTER statment important?  I do
> > not
> > > > want
> > > > > > to explore on indexes (symbol with ^ as the first 
character),
> > > > Stocks
> > > > > > must have average volume of more than 50000 shares a 
day etc.
> > > > If I
> > > > > > place the FILTER statement at the end; will AB still execute
> > all
> > > > AFL
> > > > > > statements above but just not print out the result or Does 
AB
> > > > skip
> > > > > > the stock completely if the stock does not meet for example
> > the
> > > > > > average volume condition.
> > > > > >
> > > > > > - Can I have multiple FILTER statement?
> > > > > >
> > > > > > - One of the condition is 200 EMA volume.  if Range was
> > selected
> > > > > > as "n last quotation" and "n=1".  This setting seems only
> > affect
> > > > the
> > > > > > Addcolumn statement but not the AB's EMA function, 
meaning it
> > > > only
> > > > > > print out the last met(filter) quote but the EMA(price,200)
> > is
> > > > still
> > > > > > computed normally.  Is this understanding correct.
> > > > > >
> > > > > > TIA



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