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Glen
AB will automatically use whatever data it needs to do the caculations.
The only time you need to set "n=x" is when you want to consider results of
the last x days. This applies to explorations as well as backtest.
For example: If you want to know the issues that had a MACD crossover
THE LAST DAY, use n=1.
AB will handle all the formula requirements without manual intervention.
----- Original Message -----
From: "Glenn" <glennokb@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, September 13, 2003 3:46 PM
Subject: [amibroker] Re: FILTER questions.
> 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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