|
PureBytes Links
Trading Reference Links
|
Anthony,
If you have, in the same group, stocks with different starting date,
then the GetCategory function will give an output ONLY for the dates
of the younger stock. Perhaps this is the meaning of Stephane´s
comment...
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@xxxx>
wrote:
> 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@xxxx>
> 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
> >
> >
> >
> > Send BUG REPORTS to bugs@xxxx
> > Send SUGGESTIONS to suggest@xxxx
> > -----------------------------------------
> > Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > --------------------------------------------
> > Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >
> > Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
> >
> >
>
>
> ---
> Outgoing mail is certified Virus Free.
> Checked by AVG anti-virus system (http://www.grisoft.com).
> Version: 6.0.536 / Virus Database: 331 - Release Date: 11/4/2003
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Rent DVDs from home.
Over 14,500 titles. Free Shipping
& No Late Fees. Try Netflix for FREE!
http://us.click.yahoo.com/I3w.vC/hP.FAA/3jkFAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|