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Dimitri,
I like too much this kind of "composite"..
stephane
> 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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