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Dimitris,
MACD( x, y ) depends only on last X + Y bars.
You can safely assume that if X and Y are relatively
small (12+26 for example) you have that many bars
for all symbols in your database.
Equity is different because by default it uses all
quotes. Now if you use SetForeign it will return
only as many bars as there are in CURRENT symbol
see foreign explanation: http://www.amibroker.com/guide/afl/afl_view.php?name=FOREIGN
Now if each symbol in your database has DIFFERENT
number of bars then you will get different values of equity
because they will be calculated from different number of bars.
Solution? You may calculate equity not from ALL bars
but only from N-last bars: http://www.amibroker.com/guide/afl/afl_view.php?name=EQUITY
E1=Equity(0, 1, 100 );
If you have no data holes in last 100 bars you will get the same results
on any ticker.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, October 07, 2003 11:22 AM
Subject: [amibroker] Re: The top10 ROC(C,1)
> Tomasz,
> thank you for your reply.
> The situation now became very complicated.
> The results change from ticker to ticker !!
> [the same with the top5, it is different from ticker to ticker]
>
>
> // SELECT LAST EQUITY() VALUE
> function select( listnum )
> {
> list = GetCategorySymbols( categoryGroup, listnum );
> Rank = 0;
> for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
> {
> SetForeign(SYM);
> global Buy;
> global Sell;
> Buy=Cross(StochD(),30);Sell=Cross(50,StochD());E1=Equity();
> f=LastValue(E1);
> Rank[BarCount-1-i] = f;
> }
> return Rank ;
> }
> No=254;
> R= Select(No);H0=Select(No);
> Plot(H0,"",2,2);
>
> On the other side, the
>
> // SELECT THE LAST MACD() VALUE
> function select( listnum )
> {
> list = GetCategorySymbols( categoryGroup, listnum );
> Rank = 0;
> for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
> {
> SetForeign(SYM);
> f=LastValue(MACD());
> Rank[BarCount-1-i] = f;
> }
> return Rank ;
> }
> No=254;
> R= Select(No);H0=Select(No);
> Plot(H0,"",2,2);
>
> is perfect. It plots the MACD() of the last bar and [as expected] is
> the same graph for any selected ticker.
> Totally confused...
> Dimitris Tsokakis
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
> wrote:
> > Hello,
> >
> > No, Equity works well too inside functions BUT.. you
> > have to ensure that Buy/Sell/... BuyPrice/ ... variables used
> inside function
> > are declared as GLOBAL. This is so because Equity uses global
> buy/sell
> > variables to evaluate results.
> >
> > function BlahBlah()
> > {
> > global Buy;
> > global Sell;
> >
> > Buy = ...
> > Sel = ...
> >
> > e = Equity();
> >
> > ...
> > }
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message -----
> > From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Tuesday, October 07, 2003 8:09 AM
> > Subject: [amibroker] Re: The top10 ROC(C,1)
> >
> >
> > > Tomasz,
> > > thank you for your comments, but, I was expecting a similar
> behavior
> > > with Equity() function.
> > > As you see at
> > > http://groups.yahoo.com/group/amibroker/message/49275
> > > this attempt failed.
> > > I can not explain it.
> > > Equity() function worked properly inside loops, for example, the
> > > for(k=30;k<50;k=k+5)
> > > {
> > > Buy=Cross(RSI(),k);Sell=Cross(50,RSI());z1=Equity(1,0);
> > > Plot(z1,"",1,1);
> > > }
> > > gives the expected result.
> > > Is there any problem when we use Equity() inside a Function ?
> > > TIA
> > > Dimitris Tsokakis
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
> <amibroker@xxxx>
> > > wrote:
> > > > Dimitris,
> > > >
> > > > Your AFL coding is poetry !
> > > > Thanks for showing the power of AFL.
> > > >
> > > > Best regards,
> > > > Tomasz Janeczko
> > > > amibroker.com
> > > > ----- Original Message -----
> > > > From: Dimitris Tsokakis
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Sent: Saturday, October 04, 2003 11:26 PM
> > > > Subject: [amibroker] The top10 ROC(C,1)
> > > >
> > > >
> > > > Hypothesis :
> > > > *My Nasdaq100 stocks are placed in Group254.
> > > > *They are 101, the 100 stocks and the index ^NDX.
> > > > *They are absolutely aligned, they begin from the same date
> and
> > > include the same bars.
> > > > Question :
> > > > The top10 last day ROCs.
> > > > The idea :
> > > > I will read the 101 ROC values for the last day and then I
> will
> > > place them as the last 101 elements of an artificial array H0.
> > > > Then, I will search for the highest value.
> > > > As soon as it is detected and localised in detail, in the
> very
> > > next step it will be replaced by -1000 .
> > > > In the new search the 2nd highest will be detected etc.
> > > > There is an internal loop counter to give the rank #
> > > > A solution :
> > > > There is no need for any exploration.
> > > > In indicator builder window paste the
> > > >
> > > > // Top10 ROCs
> > > > function naming( listnum,ORdNo )
> > > > {
> > > > list = GetCategorySymbols( categoryGroup, listnum );
> > > > for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
> > > > {
> > > > if(i==ORdno)
> > > > {
> > > > n1=sym;
> > > > }
> > > > }
> > > > return n1 ;
> > > > }
> > > > function select( listnum )
> > > > {
> > > > list = GetCategorySymbols( categoryGroup, listnum );
> > > > Rank = 0;
> > > > for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
> > > > {
> > > > C1 = Foreign( sym, "C" );
> > > > f=LastValue(ROC(C1,1));
> > > > Rank[BarCount-1-i] = f[i];
> > > > }
> > > > return Rank ;
> > > > }
> > > > No=254;// my N100 database is in Group254
> > > > R= Select(No);H0=Select(No);G=0;
> > > > Plot(H0,"",2,2);
> > > > G0=0;
> > > > L1=LastValue(Cum(1));
> > > > N=101;// the population of my database
> > > > TOP=10;// 10 may change from 1 to 101
> > > > Counter=0;Title="Top10 ROC"+"\n";
> > > > for(K=1;K<=TOP;K++)
> > > > {
> > > > H1=LastValue(HHV(H0,n));
> > > > BAR1=LastValue((ValueWhen(H0==H1,Cum(1)-1)));
> > > > H0[BAR1]=-1000;
> > > > Counter=Counter+1;
> > > > G0[L1-CountER]=-H1;
> > > > shape=IIf(Counter==1,shapeDigit1,
> > > > IIf(Counter==2 ,shapeDigit2,
> > > > IIf(Counter==3 ,shapeDigit3,
> > > > IIf(Counter==4 ,shapeDigit4,
> > > > IIf(Counter==5 ,shapeDigit5,
> > > > IIf(Counter==6 ,shapeDigit6,
> > > > IIf(Counter==7 ,shapeDigit7,
> > > > IIf(Counter==8 ,shapeDigit8,
> > > > IIf(Counter==9 ,shapeDigit9,
> > > > shapeDigit0)))))))));
> > > > PlotShapes((Cum(1)==bar1+1)*shape,Counter,0,Graph0,5);
> > > > Title=Title+WriteVal(Counter,1.0)+")"+WriteVal(H1)+ "
> ["+WriteVal
> > > (L1-bar1-1,1.0)+"-"+naming(254,L1-bar1-1)+"]"+ "\n";
> > > > }
> > > > Plot((Cum(1)>L1-N)*R,"",(H0==-10)*6+1,2);
> > > > Plot(0,"",1,1);
> > > > GraphXSpace=3;
> > > >
> > > > and you will have all related info.
> > > > The ROC magnitudes, for a useful visual outline at a glance,
> the
> > > top10 ROCs, the values, the ordinal No of the stocks, the names,
> > > everything.
> > > > The graph and its info is unique, it will remain the same
> when
> > > you move from ticker to ticker and will change by the next EOD
> update.
> > > > A similar procedure may give the bottom10 stocks.
> > > > Ranking questions for an individual stock, indicators arrays
> for
> > > individuals or the whole WatchList/Group etc have clear and quick
> > > solutions
> > > > thanks to the great GetCategorySymbols() function.
> > > > The rest is looping tricks of a non-programmer and it is
> better
> > > to make an indulgent criticism...
> > > > Dimitris Tsokakis
> > > >
> > > > Yahoo! Groups Sponsor
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> > > >
> > > >
> > > >
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>
>
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