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Ken,
You are welcome. Just note that code I provided re-ranks every
bar. You can easily modify it
to perform ranking/sorting only on bars of your choice, and of
course perform
other type of calculations. This is one of the possible
solutions, Dimitris may probably come up with something better :-)
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Ken Close
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, November 07, 2003 3:30
PM
Subject: RE: [amibroker] NO WAY [Was]:
New Variable Class
<SPAN
>Tomasz: thank you
very much for the “hints”. This looks like way more than “hints”, but I
shall dive in and see what I can do with it.
<SPAN
>
<SPAN
>Many thanks for
now. I will report back.
<SPAN
>
<SPAN
>Ken
<SPAN
>
<SPAN
>-----Original
Message-----From: Tomasz
Janeczko [mailto:amibroker@xxxxxx] <SPAN
>Sent: Friday, November 07, 2003 9:00
AMTo: <A
href="">amibroker@xxxxxxxxxxxxxxx<SPAN
>Subject: Re: [amibroker] NO WAY [Was]:
New Variable Class
<SPAN
>
<SPAN
>Ken,
<SPAN
>
<SPAN
>As for hints: you would do the
following:
<SPAN
>1. iterate through watch list and store scores (in
case of osaka plugin osTabSetNumber)
<SPAN
>2. find top ranked symbols (this can be done even
entriely in AFL as Dimitris has shown,
<SPAN
>or using Osaka plugin sort capability - osTabSort
function)
<SPAN
>3. create average from top ranked symbols.
<SPAN
>
<SPAN
>Below is the code that uses Osaka plugin 1.4.
<SPAN
>
<SPAN
>osInitialize<FONT
face="Courier New" color=black size=1><SPAN
>();
<SPAN
>
<SPAN
>List =
<SPAN
>GetCategorySymbols<FONT
face="Courier New" color=black size=1><SPAN
>(<SPAN
>categoryGroup, <FONT
face="Courier New" color=fuchsia size=1><SPAN
>254<FONT
face="Courier New" color=black size=1><SPAN
> );
<SPAN
>// <--
change wl number here
<SPAN
>table=<FONT
face="Courier New" color=blue size=1><SPAN
>osTabCreate<FONT
face="Courier New" color=black size=1><SPAN
>();
<SPAN
>
<SPAN
>// setup
columns
<SPAN
>osTabAddColumn<FONT
face="Courier New" color=black size=1><SPAN
>(
<SPAN
>"Ticker"<FONT
face="Courier New" color=black size=1><SPAN
>,
<SPAN
>2<FONT
face="Courier New" color=black size=1><SPAN
>, table,
<SPAN
>25<FONT
face="Courier New" color=black size=1><SPAN
>
);
<SPAN
>for<FONT
face="Courier New" color=black size=1><SPAN
>( j =
<SPAN
>0<FONT
face="Courier New" color=black size=1><SPAN
>; j <
BarCount; j++
)
<SPAN
>{
<SPAN
>
<SPAN
>osTabAddColumn<FONT
face="Courier New" color=black size=1><SPAN
>(
<SPAN
>"Score"<FONT
face="Courier New" color=black size=1><SPAN
>+j,
<SPAN
>1<FONT
face="Courier New" color=black size=1><SPAN
>, table
);
<SPAN
>
<SPAN
>osTabAddColumn<FONT
face="Courier New" color=black size=1><SPAN
>(
<SPAN
>"Close"<FONT
face="Courier New" color=black size=1><SPAN
>+j,
<SPAN
>1<FONT
face="Courier New" color=black size=1><SPAN
>, table
);
<SPAN
>}
<SPAN
>
<SPAN
>//
CALCULATING SCORES and saving them to the table
<SPAN
>for<FONT
face="Courier New" color=black size=1><SPAN
>(i=<FONT
face="Courier New" color=fuchsia size=1><SPAN
>0<FONT
face="Courier New" color=black size=1><SPAN
>; ( ticker =
<SPAN
>StrExtract<FONT
face="Courier New" color=black size=1><SPAN
>( List, i ) )
!= <SPAN
>""<FONT
face="Courier New" color=black size=1><SPAN
>;
i++)
<SPAN
>{
<SPAN
> <FONT
face="Courier New" color=blue size=1><SPAN
>SetForeign<FONT
face="Courier New" color=black size=1><SPAN
>(ticker);
<SPAN
>
<SPAN
>
<SPAN
>osTabSetString<FONT
face="Courier New" color=black size=1><SPAN
>( ticker, i,
<SPAN
>0<FONT
face="Courier New" color=black size=1><SPAN
>, table
);
<SPAN
>
<SPAN
> score =
<SPAN
>50<FONT
face="Courier New" color=black size=1><SPAN
>-
<SPAN
>RSI<FONT
face="Courier New" color=black size=1><SPAN
>();
<SPAN
>// YOUR SCORE
CALCULATION HERE !!!!
<SPAN
>
<SPAN
> <FONT
face="Courier New" color=maroon size=1><SPAN
>for<FONT
face="Courier New" color=black size=1><SPAN
>( j =
<SPAN
>0<FONT
face="Courier New" color=black size=1><SPAN
>; j <
BarCount; j++)
<SPAN
> {
<SPAN
>
<SPAN
>osTabSetNumber<FONT
face="Courier New" color=black size=1><SPAN
>(
<SPAN
>abs<FONT
face="Courier New" color=black size=1><SPAN
>(
<SPAN
>Nz<FONT
face="Courier New" color=black size=1><SPAN
>( score[ j ]
) ), i, <SPAN
>2<FONT
face="Courier New" color=black size=1><SPAN
> * j +
<SPAN
>1<FONT
face="Courier New" color=black size=1><SPAN
>, table
);
<SPAN
>
<SPAN
>osTabSetNumber<FONT
face="Courier New" color=black size=1><SPAN
>( <SPAN
>Close[ j ], i, <FONT
face="Courier New" color=fuchsia size=1><SPAN
>2<FONT
face="Courier New" color=black size=1><SPAN
> * j +
<SPAN
>2<FONT
face="Courier New" color=black size=1><SPAN
>, table );
<SPAN
>// for
calculation of average
<SPAN
> }
<SPAN
>}
<SPAN
>
<SPAN
>// you can
export for debugging
<SPAN
>//osTabExport(
"test.csv", ",", table );
<SPAN
>
<SPAN
>
<SPAN
>// SORTING
SCORES AND finding top ranks:
<SPAN
>average =
<SPAN
>0<FONT
face="Courier New" color=black size=1><SPAN
>;
<SPAN
>// init
avarage
<SPAN
>
<SPAN
>for<FONT
face="Courier New" color=black size=1><SPAN
>( j =
<SPAN
>0<FONT
face="Courier New" color=black size=1><SPAN
>; j <
BarCount; j++)
<SPAN
>{
<SPAN
>
<SPAN
>osTabSort<FONT
face="Courier New" color=black size=1><SPAN
>( table,
<SPAN
>2<FONT
face="Courier New" color=black size=1><SPAN
> * j +
<SPAN
>1<FONT
face="Courier New" color=black size=1><SPAN
>, <SPAN
>False );
<SPAN
>
average[ j ] = <FONT face="Courier New" color=fuchsia
size=1><SPAN
>0<FONT
face="Courier New" color=black size=1><SPAN
>;
<SPAN
>
topnum = <SPAN
>10<FONT
face="Courier New" color=black size=1><SPAN
>;
<SPAN
>// change
this iterate throgh other number than top-10
<SPAN
>
<SPAN
>for<FONT
face="Courier New" color=black size=1><SPAN
>( k =
<SPAN
>0<FONT
face="Courier New" color=black size=1><SPAN
>; k <
topnum ; k++ ) <SPAN
>//
<SPAN
>
{
<SPAN
>
fc = <SPAN
>osTabGet<FONT
face="Courier New" color=black size=1><SPAN
>( k,
<SPAN
>2<FONT
face="Courier New" color=black size=1><SPAN
> * j +
<SPAN
>2<FONT
face="Courier New" color=black size=1><SPAN
>, table );
<SPAN
>
average[ j ] = average[ j ] + fc;
<SPAN
>
}
<SPAN
>
<SPAN
>
average[ j ] = average[ j ]/topnum; <FONT face="Courier New"
color=green size=1><SPAN
>// calculate
average from top N symbols at given bar
<SPAN
>
<SPAN
>}
<SPAN
>
<SPAN
>osTabDelete<FONT
face="Courier New" color=black size=1><SPAN
>( table
);
<SPAN
>
<SPAN
>Filter<FONT
face="Courier New" color=black size=1><SPAN
>=<FONT
face="Courier New" color=fuchsia size=1><SPAN
>1<FONT
face="Courier New" color=black size=1><SPAN
>;
<SPAN
>AddColumn<FONT
face="Courier New" color=black size=1><SPAN
>(average,
<SPAN
>"AVG top10
(each bar different)"<FONT face="Courier New" color=black
size=1>
);
<SPAN
>Plot<FONT
face="Courier New" color=black size=1><SPAN
>( average,
<SPAN
>"AVG top10
(each bar different)"<FONT face="Courier New" color=black
size=1><SPAN
>, <SPAN
>colorRed );<FONT
face="Courier New" size=2><SPAN
>
<SPAN
>
<SPAN
>Best regards,Tomasz
Janeczkoamibroker.com
<SPAN
>----- Original Message -----
<SPAN
>From: "Ken Close" <<A
href=""><SPAN
>closeks@xxxxxxxx<SPAN
>>
<SPAN
>To: <<A
href=""><SPAN
>amibroker@xxxxxxxxxxxxxxx<FONT
size=2>>
<SPAN
>Sent: Friday, November 07, 2003 1:50
PM
<SPAN
>Subject: RE: [amibroker] NO WAY [Was]: New Variable
Class
<SPAN
>
<SPAN
>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><SPAN
>amibroker@xxxxxxxxxxxxxxx<FONT
size=2>Subject: 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" <<SPAN
>closeks@xxxxxxxx<SPAN
>>To: <<A
href=""><SPAN
>amibroker@xxxxxxxxxxxxxxx<FONT
size=2>>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=""><SPAN
>amibroker@xxxxxxxxxxxxxxx<FONT
size=2>Subject: [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=""><SPAN
>amibroker@xxxxxxxxxxxxxxx<FONT
size=2>, "Stephane
Carrasset"<<FONT
size=2>nenapacwanfr@x<FONT
size=2>...> 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
REPORTS to <FONT
size=2><SPAN
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