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[amibroker] Re: New Variable Class



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Stephane,
I did not understand your comment.
My 
Plot( Composite(254), "MFI", colorPink );
Plot(Foreign( "~CompMFI", "x"),"~MFI",colorBlue,1);
are identical for Group254 [the N100 database]
All these stocks begin the Jan3, 2000 and reach Nov5, 2003.
Do you speak for a non-aligned database ?
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Stephane Carrasset" 
<nenapacwanfr@xxxx> wrote:
> Dimitri , that's a great function
> except that compared to the composite function the value are 
> unfortunately limited to the smallest range of data available
> for example, compare 
> 
> function Composite( listnum )
> {
> list = GetCategorySymbols( categoryWatchlist, listnum );
> Average = 0;f=0;
> for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
> {
> SetForeign(sym,True,True);
> f=IIf(MFI(14)>50,1,-1);
> Average = Average + f;
> }
> return Average ;
> }
> 
> Plot( Composite(1), "MeanRSI", colorPink );
> 
> 
> WITH
> 
> AddToComposite( IIf(MFI(14)>50,1,-1), "~CompMFI", "X");
> Buy=Sell=0;
> 
> Plot(Foreign( "~CompMFI", "x"),"~MFI",colorBlue,1);
> 
> stephane
> 
> 
> 
> > 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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