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Thank you Stephane, I will check it and revert.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Stephane Carrasset"
<nenapacwanfr@xxxx> wrote:
> the period must be in MFI,
>
> stephane
>
> 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(period)>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,
> > Where is this periode involved in your example ?
> > Is it before or after the composite creation ?
> > Dimitris Tsokakis
> > --- In amibroker@xxxxxxxxxxxxxxx, "Stephane Carrasset"
> > <nenapacwanfr@xxxx> wrote:
> > > 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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> > > > > > > > (Web page:
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> > > > > > > > --------------------------------------------
> > > > > > > > Check group FAQ at:
> > > > > > >
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > > > > > >
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> > > > > > http://docs.yahoo.com/info/terms/
> > > > > > > >
> > > > > > > >
> > > > > > >
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