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I never looked at PT code. I thought that you relied heavily upon
xxtool code to accomplish this.
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxxx> wrote:
> This process is of course what PT uses. Initially as an Explore and
> then later in back test mode.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Phsst" <phsst@xxxx> wrote:
> > 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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