PureBytes Links
Trading Reference Links
|
Thanks Dimitris and Andrew - Both great answers! Looks like I've got
what need - 1) from Andrew's answer if I'm buidling the vector once
as say Faverage, I can use the logic to skip subsequent passes as AB
goes through each ticker and 2) with Dimitris's answer leads me to
a more efficient way with AddtoComposite.
In gratitude
JOE
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
<TSOKAKIS@xxxx> wrote:
> A family average by looping [with GetCategorySymbols() function ]
is
> time consuming.
> AddToComposite() is superior for this job.
> Create your family average "~Faverage" first and then call, in any
> formula, the Foreign("~Faverage","C") as many times as you wish,
it
> will not slow down the procedure.
> Dimitris Tsokakis
> --- In amibroker@xxxxxxxxxxxxxxx, "Andrew" <a.perrin@xxxx> wrote:
> > Joe
> > what I think you are after is
> > if(Status("stocknum")==0)
> > { your code }
> > This will only excute "your code" for the first ticker in the
> > watchlist. But if I understand what your trying to do
correctly,
> > you are using AddToComposite to save your average array,
> > Unfortunately I don't think you can do this in one run, ie the
> > AddTocomposite values are not available for the remainder of the
> > portfolio trading routine, on this initial run. It is available
to
> > subsequent runs. You could do what you want using the the table
> > functions of the Osaka plugin. Instead of writing to
> > AddToComposite, save the array to a table and retrieve the array
> for
> > each ticker.
> > Hope this is of some help
> > Andrew
> > --- In amibroker@xxxxxxxxxxxxxxx, "Joseph Landry"
<jelandry@xxxx>
> > wrote:
> > > I'm using a routine that calculates a family average from a
> > > watchlist by looping through the tickers in the list and
develops
> > > an 'average' array.
> > >
> > > Once done and written to a composite, I'd like to skip this
> > > computation stage for the rest of the portfolio trading
routine.
> > > No sense cycling through this especially if you're doing a
> > portfolio
> > > optimization.
> > >
> > > In other words, I'd like to call and execute the function
> > once,when
> > > I first enter the main AFL routine and then skip it for the
rest
> > of
> > > the cycles and computation that AB applies in portfolio
trading
> or
> > > optimization, since I've got my average.
> > >
> > > I understood that there was an obscure test that you could
apply
> > to
> > > test for the first pass through. Searching the web and my
storage
> > of
> > > code routines and fragments I was not able to come up with it.
> > >
> > > Any help would be appreciated.
> > > JOE
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/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/
|