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[amibroker] Re: New Variable Class



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Phsst,
But, did you see the results list ?
If positive, you should notice 300 *same* numbers, which was 300 same 
MeanRSIs !!!
OK, it is written in the user's guide that we will have some delays 
with GetCategorySymbols(), but not so much !!!
Dimitris Tsokakis

--- In amibroker@xxxxxxxxxxxxxxx, "Phsst" <phsst@xxxx> wrote:
> 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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