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Ken,
As for hints: you would do the following:
1. iterate through watch list and store scores (in case of
osaka plugin osTabSetNumber)
2. find top ranked symbols (this can be done even entriely in
AFL as Dimitris has shown,
or using Osaka plugin sort capability - osTabSort
function)
3. create average from top ranked symbols.
Below is the code that uses Osaka plugin 1.4.
<P class=MsoNormal
><SPAN lang=EN-US
>osInitialize<SPAN
lang=EN-US
>();<?xml:namespace
prefix = o ns = "urn:schemas-microsoft-com:office:office"
/>
<P class=MsoNormal
><SPAN lang=EN-US
>
<P class=MsoNormal
><SPAN lang=EN-US
>List
= <SPAN lang=EN-US
>GetCategorySymbols<SPAN
lang=EN-US
>(categoryGroup,
<SPAN lang=EN-US
>254<SPAN
lang=EN-US
>
); <SPAN lang=EN-US
>//
<-- change wl number here<SPAN lang=EN-US
>
<P class=MsoNormal
><SPAN lang=EN-US
>table=<SPAN
lang=EN-US
>osTabCreate<SPAN
lang=EN-US
>();
<P class=MsoNormal
><SPAN lang=EN-US
>
<P class=MsoNormal
><SPAN lang=EN-US
>//
setup columns<SPAN lang=EN-US
>
<P class=MsoNormal
><SPAN lang=EN-US
>osTabAddColumn<SPAN
lang=EN-US
>(
<SPAN lang=EN-US
>"Ticker"<SPAN
lang=EN-US
>,
<SPAN lang=EN-US
>2<SPAN
lang=EN-US
>,
table, <SPAN lang=EN-US
>25<SPAN
lang=EN-US
>
);
<P class=MsoNormal
><SPAN lang=EN-US
>for<SPAN
lang=EN-US
>(
j = <SPAN lang=EN-US
>0<SPAN
lang=EN-US
>;
j < BarCount; j++ )
<P class=MsoNormal
><SPAN lang=EN-US
>{
<P class=MsoNormal
><SPAN lang=EN-US
><SPAN
> <SPAN lang=EN-US
>osTabAddColumn<SPAN
lang=EN-US
>(
<SPAN lang=EN-US
>"Score"<SPAN
lang=EN-US
>+j,
<SPAN lang=EN-US
>1<SPAN
lang=EN-US
>,
table );
<P class=MsoNormal
><SPAN lang=EN-US
><SPAN
> <SPAN lang=EN-US
>osTabAddColumn<SPAN
lang=EN-US
>(
<SPAN lang=EN-US
>"Close"<SPAN
lang=EN-US
>+j,
<SPAN lang=EN-US
>1<SPAN
lang=EN-US
>,
table );
<P class=MsoNormal
><SPAN lang=EN-US
>}
<P class=MsoNormal
><SPAN lang=EN-US
>
<P class=MsoNormal
><SPAN lang=EN-US
>//
CALCULATING SCORES and saving them to the table<SPAN lang=EN-US
>
<P class=MsoNormal
><SPAN lang=EN-US
>for<SPAN
lang=EN-US
>(i=<SPAN
lang=EN-US
>0<SPAN
lang=EN-US
>;
( ticker = <SPAN lang=EN-US
>StrExtract<SPAN
lang=EN-US
>(
List, i ) ) != <SPAN lang=EN-US
>""<SPAN
lang=EN-US
>;
i++)
<P class=MsoNormal
><SPAN lang=EN-US
>{
<P class=MsoNormal
><SPAN lang=EN-US
><SPAN
> <SPAN lang=EN-US
>SetForeign<SPAN
lang=EN-US
>(ticker);
<P class=MsoNormal
><SPAN lang=EN-US
><SPAN
>
<P class=MsoNormal
><SPAN lang=EN-US
><SPAN
> <SPAN lang=EN-US
>osTabSetString<SPAN
lang=EN-US
>(
ticker, i, <SPAN lang=EN-US
>0<SPAN
lang=EN-US
>,
table );
<P class=MsoNormal
><SPAN lang=EN-US
><SPAN
>
<P class=MsoNormal
><SPAN lang=EN-US
><SPAN
> score = <SPAN lang=EN-US
>50<SPAN
lang=EN-US
>-
<SPAN lang=EN-US
>RSI<SPAN
lang=EN-US
>();
<SPAN lang=EN-US
>//
YOUR SCORE CALCULATION HERE !!!!<SPAN lang=EN-US
>
<P class=MsoNormal
><SPAN lang=EN-US
>
<P class=MsoNormal
><SPAN lang=EN-US
><SPAN
> <SPAN lang=EN-US
>for<SPAN
lang=EN-US
>(
j = <SPAN lang=EN-US
>0<SPAN
lang=EN-US
>;
j < BarCount; j++)
<P class=MsoNormal
><SPAN lang=EN-US
><SPAN
> {
<P class=MsoNormal
><SPAN lang=EN-US
><SPAN
> <SPAN lang=EN-US
>osTabSetNumber<SPAN
lang=EN-US
>(
<SPAN lang=EN-US
>abs<SPAN
lang=EN-US
>(
<SPAN lang=EN-US
>Nz<SPAN
lang=EN-US
>(
score[ j ] ) ), i, <SPAN lang=EN-US
>2<SPAN
lang=EN-US
>
* j + <SPAN lang=EN-US
>1<SPAN
lang=EN-US
>,
table );
<P class=MsoNormal
><SPAN lang=EN-US
><SPAN
> <SPAN lang=EN-US
>osTabSetNumber<SPAN
lang=EN-US
>(
Close[ j ], i, <SPAN lang=EN-US
>2<SPAN
lang=EN-US
>
* j + <SPAN lang=EN-US
>2<SPAN
lang=EN-US
>,
table ); <SPAN lang=EN-US
>//
for calculation of average<SPAN lang=EN-US
>
<P class=MsoNormal
><SPAN lang=EN-US
><SPAN
> }
<P class=MsoNormal
><SPAN lang=EN-US
>}
<P class=MsoNormal
><SPAN lang=EN-US
>
<P class=MsoNormal
><SPAN lang=EN-US
>//
you can export for debugging<SPAN lang=EN-US
>
<P class=MsoNormal
><SPAN lang=EN-US
>//osTabExport(
"test.csv", ",", table );<SPAN lang=EN-US
>
<P class=MsoNormal
><SPAN lang=EN-US
>
<P class=MsoNormal
><SPAN lang=EN-US
>
<P class=MsoNormal
><SPAN lang=EN-US
>//
SORTING SCORES AND finding top ranks:<SPAN lang=EN-US
>
<P class=MsoNormal
><SPAN lang=EN-US
>average
= <SPAN lang=EN-US
>0<SPAN
lang=EN-US
>;
<SPAN lang=EN-US
>//
init avarage<SPAN lang=EN-US
>
<P class=MsoNormal
><SPAN lang=EN-US
>
<P class=MsoNormal
><SPAN lang=EN-US
>for<SPAN
lang=EN-US
>(
j = <SPAN lang=EN-US
>0<SPAN
lang=EN-US
>;
j < BarCount; j++)
<P class=MsoNormal
><SPAN lang=EN-US
>{
<P class=MsoNormal
><SPAN lang=EN-US
><SPAN
> <SPAN lang=EN-US
>osTabSort<SPAN
lang=EN-US
>(
table, <SPAN lang=EN-US
>2<SPAN
lang=EN-US
>
* j + <SPAN lang=EN-US
>1<SPAN
lang=EN-US
>,
False );
<P class=MsoNormal
><SPAN lang=EN-US
><SPAN
> average[ j ] = <SPAN
lang=EN-US
>0<SPAN
lang=EN-US
>;
<P class=MsoNormal
><SPAN lang=EN-US
><SPAN
> topnum = <SPAN
lang=EN-US
>10<SPAN
lang=EN-US
>;
<SPAN lang=EN-US
>//
change this iterate throgh other number than top-10<SPAN
> <SPAN lang=EN-US
>
<P class=MsoNormal
><SPAN lang=EN-US
><SPAN
> <SPAN lang=EN-US
>for<SPAN
lang=EN-US
>(
k = <SPAN lang=EN-US
>0<SPAN
lang=EN-US
>;
k < topnum ; k++ ) <SPAN lang=EN-US
>//
<SPAN lang=EN-US
>
<P class=MsoNormal
><SPAN lang=EN-US
><SPAN
> {
<P class=MsoNormal
><SPAN lang=EN-US
><SPAN
> <SPAN
> fc =
<SPAN lang=EN-US
>osTabGet<SPAN
lang=EN-US
>(
k, <SPAN lang=EN-US
>2<SPAN
lang=EN-US
>
* j + <SPAN lang=EN-US
>2<SPAN
lang=EN-US
>,
table );
<P class=MsoNormal
><SPAN lang=EN-US
><SPAN
> average[ j
] = average[ j ] + fc;
<P class=MsoNormal
><SPAN lang=EN-US
><SPAN
> }
<P class=MsoNormal
><SPAN lang=EN-US
><SPAN
>
<P class=MsoNormal
><SPAN lang=EN-US
><SPAN
> average[ j ] = average[ j
]/topnum; <SPAN lang=EN-US
>//
calculate average from top N symbols at given bar<SPAN lang=EN-US
>
<P class=MsoNormal
><SPAN lang=EN-US
><SPAN
>
<P class=MsoNormal
><SPAN lang=EN-US
>}
<P class=MsoNormal
><SPAN lang=EN-US
>
<P class=MsoNormal
><SPAN lang=EN-US
>osTabDelete<SPAN
lang=EN-US
>(
table );
<P class=MsoNormal
><SPAN lang=EN-US
>
<P class=MsoNormal
><SPAN lang=EN-US
>Filter<SPAN
lang=EN-US
>=<SPAN
lang=EN-US
>1<SPAN
lang=EN-US
>;
<P class=MsoNormal
><SPAN lang=EN-US
>AddColumn<SPAN
lang=EN-US
>(average,
<SPAN lang=EN-US
>"AVG
top10 (each bar different)"<SPAN lang=EN-US
>
);
<SPAN lang=EN-US
>Plot<SPAN
lang=EN-US
>(
average, <SPAN lang=EN-US
>"AVG
top10 (each bar different)"<SPAN lang=EN-US
>,
colorRed );
Best regards,Tomasz Janeczkoamibroker.com
----- Original Message -----
From: "Ken Close" <<A
href="">closeks@xxxxxxxx<FONT
size=2>>
To: <<A
href=""><FONT
size=2>amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, November 07, 2003 1:50 PM
Subject: RE: [amibroker] NO WAY [Was]: New Variable
Class
Tomasz:Of course.
As usual you are correct. I knew it. I am trying toprovoke/seek
some more help (not do it for me but point me in the rightdirection with
some hints/help).Ken-----Original Message-----From:
Tomasz Janeczko [mailto:amibroker@xxxxxx] Sent: Friday, November 07, 2003
7:39 AMTo: <FONT
size=2>amibroker@xxxxxxxxxxxxxxxSubject: Re:
[amibroker] NO WAY [Was]: New Variable ClassKen,There is a huge
difference between:A. "not possible"B. "not possible by someone with my
level of exprerience"Your problem falls under B.Telling that
something is not possible in AFL is almost equivalentto saying that it is
not possible to write it at all (in any language).Best
regards,Tomasz Janeczkoamibroker.com----- Original Message -----
From: "Ken Close" <<FONT
size=2>closeks@xxxxxxxx>To: <<A
href=""><FONT
size=2>amibroker@xxxxxxxxxxxxxxx>Sent: Friday,
November 07, 2003 1:02 PMSubject: [amibroker] NO WAY [Was]: New Variable
ClassDT:You said:"I like your expression "no way"
!!I donīt like the same expression, when we talk AFL."I offer my
opinion in a long message in the AB-Beta message list that Ihave a trading
approach that AFL can not (NOT) handle. Maybe usingcomplex script and
intricate internal handling of tables, but not AFL.And not by someone with
my level of experience.I do not know if you use the new Portfolio
Backtester, nor if you havetime or interest in my plight/problem.But
for now and as several others have advised me about my tradingsystem, "NO
WAY" for AFL.Comment??Ken-----Original
Message-----From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@xxxxxxxxx]Sent:
Friday, November 07, 2003 4:21 AMTo: <A
href=""><FONT
size=2>amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
Re: New Variable ClassStephane,We have AddToComposite()[we
should be happy...]We are not programmers [at least me][we should be
also happy...]I like your expression "no way" !!I donīt like the same
expression, when we talk AFL.I shall see it again [the weekend, not
now...]As for the group of composites, they may be constructed all
togetherwith a loop.Dimitris Tsokakis--- In <A
href=""><FONT
size=2>amibroker@xxxxxxxxxxxxxxx, "Stephane
Carrasset"<<FONT
size=2>nenapacwanfr@x...> wrote:>
Dimitri,>> yes you're right,> no way to optimize directly
in a composite...> we must create separatly each composite for each
numeric value.>> stephane>Send BUG
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