|
PureBytes Links
Trading Reference Links
|
Dimitris,
You are a Master at taking AB AFL into uncharted territory.
I ran this Explore against a 300 issue watchlist for N = 1 last days.
I took 12 minutes to run.
Too long... A new persistant variable class with simple one-pass
reporting would be quick and uncomplicated.
Regards,
Phsst
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> Phsst,
> the procedure is described at GetCategorySymbols( category, index )
> example.
> Here is, for example, the MeanRSI
>
> function MeanRSIforGroup( listnum )
> {
> list = GetCategorySymbols( categoryGroup, listnum );
> Average = 0;
> for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
> {
> C1 = Foreign( sym, "C" );
> f=RSIa(C1,14);
> if( i == 0 ) Average = f;
> else Average = Average + f;
> }
> return Average / i;
> }
> Plot( MeanRSIforGroup( 254 ), "MeanRSI", colorPink );
> Filter=MeanRSIforGroup(254)>50;
> AddColumn(MeanRSIforGroup( 254 ), "");
>
> It is a bit slow, but it is one-step composite creation for both
> IB/AA.
> Dimitris Tsokakis
> --- 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
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Rent DVDs from home.
Over 14,500 titles. Free Shipping
& No Late Fees. Try Netflix for FREE!
http://us.click.yahoo.com/I3w.vC/hP.FAA/3jkFAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|