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Phsst,
Trick is that using Dimitris formula you should run it on SINGLE symbol
(not on 300 symbols). It will execute then 300 times faster and produce
the same result.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Phsst" <phsst@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, November 06, 2003 12:09 AM
Subject: [amibroker] Re: New Variable Class
> 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
>
>
>
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