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Phsst,
Let us make it better !!
Since some indicators are OHLCV functions [not only Close, like RSI
()), SetForeign() gives the solution
function MeanRSIforGroup( listnum )
{
list = GetCategorySymbols( categoryGroup, listnum );
Average = 0;
for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
{
SetForeign(sym,True,True);
f=RSI();
Average = Average + f;
}
return Average / i;
}
MeanRSI=MeanRSIforgroup(254);
Plot( MeanRSIforGroup( 254 ), "MeanRSI", colorPink );
Now you may set f=StochD() to have the MeanStochD etc.
The above MeanRSI is a unique array for all tickers and may replace
the composite procedure, when necessary.
Example: I need to watch every 1min the probable MeanRSI support
breakout and, the same time, I need AA widow for other jobs. I need
also clear mind and cold blood, 10 min before the end, to decide a
Buy at Close ...[tomorrows Open will be probably higher...]
In this case, the price of this function alone is a [small] zero,
ADDED after the last digit of amibroker price.
Tomasz offerred it for free, in some beta and, at least, we should
know that ...
As for the delay, in my N100 database is less than 2sec.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Phsst" <phsst@xxxx> wrote:
> Dimitris,
>
> Yes I did notice that, but I was not going to embarrass you by
> pointing out that little BUG... <LOL> (Has anyone seen my dunce
hat?)
>
> Good work and thanks,
>
> Phsst
>
> --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
<TSOKAKIS@xxxx>
> wrote:
> > 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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