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Awhile back, I suggested that Tomasz add a new 'persistant' variable
class that would allow users to accumulate one-pass statistics during
an explore.
Well, thanks to the many posts and ideas that are freely shared by our
friends on this board, I finally got my head 'wrapped around' a simple
solution.
The problem was that User Defined Variables are reset with each new
ticker that AB processes... but now we can *Fool* AB by using looping
techniques against watchlists.
When we control our *own* looping through watchlists, and tell AB to
*Apply* the Explore to the 'current stock'... AB thinks it is only
processing one stock, and therefore preserves any user defined variables.
The following example examines all quotes against all tickers in a
specified watchlist to count the number of Gaps Up @ Open which exceed
5%, and then reports on how many of those GapsUp are *covered* on the
same day. Since AB thinks it is only looking at the *current stock*,
it preserves the user specified values that are accumulated during the
loop, and therefore allows an accumulated statistical display in the
Filter/AddColumn portion of the code.
The same techniques in this example can be applied to accumulating
indicator values, price and volume array values, etc. All you need to
do is increment or decrement *your* specified variables with C[j] or
V[j-1] or whatever subscript (+- j) rather than using native O,H,L,C,V
references to these array variables.
Try it and enjoy.
One *caveat*... *Check* and *test* your code against a very small
WatchList. If you use a large WatchList when you click on the *Check*
button, apparently AB executes the AFL against the entire specified
array, which could trick you into thinking that AB is locked up.
------------------------------------------------------
// One Pass Stats Explore
// Since internal loop controls WatchList iterations:
// Apply to Current Stock ONLY
// Range n last days = 1
//WLNbr = 1; // Small Watchlist for Check button
WLNbr = 6; // Real Watchlist
list = GetCategorySymbols( categoryWatchlist, WLNbr );
GapsUp = 0; // Count of Gap Ups that exceed 5%
GapsClosed = 0; // Count of those Gaps which are closed on same day
for(i=0; ( ticker = StrExtract( List, i ) ) != ""; i++)
{
SetForeign(ticker);
for( j = 1; j < BarCount; j++)
{
GapsUp = GapsUp + IIf( O[j] > H[j-1] * 1.05, 1, 0);
GapsClosed = GapsClosed + IIf( O[j] > H[j-1] * 1.05 AND L[j] <=
H[j-1], 1, 0);
}
}
SetOption("NoDefaultColumns",1);
Filter=1;
AddColumn(GapsUp, "# Gaps Up > 5%", 1.0);
AddColumn(GapsClosed,"GapsClosed on Same Day", 1.0);
AddColumn(GapsClosed / GapsUp * 100,"Percent Closed",1.2);
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