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yes not a main problem, just a little deception, because I did
believe that I could optimize on composite but it is not the case
because as you said the result is aligned with the shortest history
of the younger stock
ex
period=Optimize("pds",10,10,30,1);
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 );
Buy=Cross(CCIa(C,14),0) AND Composite(1)>0;
Sell=ExRemSpan(Ref(Buy,-3),3);
> Stephane,
> My greenglish are not better [!]
> On the subject now, I always use composites in aligned database and
I
> didn´t know this. I think it is not a main problem...
> Dimitris Tsokakis
> --- In amibroker@xxxxxxxxxxxxxxx, "Stephane Carrasset"
> <nenapacwanfr@xxxx> wrote:
> > Sorry for my frenglish
> > yes that's exactly what i mean
> > -->GetCategory function will give an output ONLY for the dates
> > > of the younger stock
> >
> >
> > > 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
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> > > > >
> > > >
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11/4/2003
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