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Stephane,
I do not understand your, "limited to the smallest range of data available"
I use these functions everyday with success....I compared your posted
formulas and the outputs are the same.
Anthony
----- Original Message -----
From: "Stephane Carrasset" <nenapacwanfr@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, November 06, 2003 5:25 AM
Subject: [amibroker] Re: New Variable Class
> 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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