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[amibroker] Re: New Variable Class



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Phsst,

> This would allow the user to put together some quick, one-pass
> explorations for calculating multiple issue stats 

I'm aware I'm not answering your core question here, but I'll
tell you what I did/am-trying-to-do wrt calculating multiple
security stats. May be it'll be of some help, may be not.

I wanted to analyze patterns across (lots of) multiple securities 
over (lots of) time, given a set of "input conditions". Since the
feature that you desire is lacking, I turned to a combo of 
AFL/JScript code , where I write the data out (since displaying 
it as Explore result causes severe memory problems), then import 
it into Oracle (still working on this), and then plan to write a 
little tool to try permutations of input conditions to see which 
pattern holds.

Again, not sure if this is helpful, but if you want to, I'd be
glad to discuss it further...

Jitu

--- In amibroker@xxxxxxxxxxxxxxx, "Phsst" <phsst@xxxx> wrote:
> Currently, all variables (global and local) reflect information 
about
> the current symbol only.
> 
> To perform calculations against multiple securities, you must use
> AddToComposite which restricts the user to O,H,L,C,V,OI fields along
> with their pre-defined constraining formats which preclude the
> calculation and storage of very large numbers. It also usually
> requires at least two passes against separate AFL or AFL/IB afl code
> to work with the results.  There is certainly a need for
> AddToComposite, but I think there is also a need for a simpler set 
of
> composite values.
> 
> I'd like to see a new variable class within AFL for computations
> across the entire database or watchlist. For lack of a better word, 
a
> "composite variable" whose value is maintained across multiple
> securities and which the AFL engine does not initialize with each 
new
> symbol. Also, a composite variable that can be displayed with
> AddColumn just like the other variables using Filter = LastBar 
logic.
> 
> This would allow the user to put together some quick, one-pass
> explorations for calculating multiple issue stats and to display 
those
> figures in the same afl. No ~Composite files would be created, and
> very large numbers could be calculated and displayed using more
> flexable variable type declarations of float (or others).
> 
> I'm posting this here to see if I am alone in wanting this feature, 
in
> which case I won't pass it along to TJ as a suggestion.
> 
> Comments?
> 
> Phsst


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