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Jitu,
Yeah, I've got a programming background too and could approach this
problem in a two (or more) pass approach with combinations of VB /
Excel / Jet.
But wouldn't it be really nice to just have composite variables
available in AFL to hold multiple security calculations for quick,
one-pass explores and reporting?
Regards,
Phsst
--- In amibroker@xxxxxxxxxxxxxxx, "jtelang" <jtelang@xxxx> wrote:
> 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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