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Stephane,
It is 1-1 equivalent to the "~MeanRSI" artificial ticker.
It is impemented some time ago, the method is clearly described in
Tomasz GetCategorysymbols() description, but, I will repeat it here,
the upgrades are so fast that many users dont even notice a lot of
new [great] tools.
See also the extended use of this function in my Hi-pass or
Inspection Points series. This use is unique, AFAIK, to select the
ticker with highest Equity from Ind.Builder.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Stephane Carrasset"
<nenapacwanfr@xxxx> wrote:
> 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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