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Re: [amibroker] Calculating VWAP prices with RT data



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I have just thought of a realy simple & nice solution. (Yet to be tested)

Convert the RANK to a decimal,
Then tag (Add) the Rank to the DateNum() value.

<MSG>



At 09:10 AM 22/02/2004, you wrote:
>Thanks Herman,
>   I didn't noticed the DayOfYear() function, Odd how you can  miss things
>like this.
>
>Basicaly, This is what Im thinking.
>
>Transform the Year into a 1 digit number. aka your previous sugestion.
>(This should enable a range of 10 years, ie 0-9)
>The Day of Year - Effectively converts Month/Day (x4 Digits) into 3 Digits.
>That leaves 3 digits spare (And possibly decimals) to use as ranking digits.
>
>Speaking of decimals, I wonder how many significat Decimals could be held????
>ie Convert the entire number to a fraction and store it that way !!!
>
><MSG>
>
>
>
>At 11:20 PM 21/02/2004, you wrote:
> >Have a look at the DayOfYear(), it might come in handy to create a
> >DayOfDecade() or DayOfCentury() function which you could could use
> >instaeda of an arbitrary index.
> >
> >Next you could write a function DaysSince() (TJ?) That would solve all
> >problems.
> >
> >have fun,
> >herman
> >-----Original Message-----
> >From: Michael.S.G. [mailto:OzFalcon@xxxxxxxx]
> >Sent: Friday, February 20, 2004 11:05 PM
> >To: amibroker@xxxxxxxxxxxxxxx
> >Subject: RE: [amibroker] Can anyone help me Sort this out....
> >
> >Herman,
> >   Yes - This is one way (Mabie the only) way of  working around the 
> problem.
> >Though a little messy - Im sure I could live with it.
> >We'll see if anything else comes up.
> >
> >          Thanks,
> >           Michael.
> >
> >
> >
> >At 01:49 PM 21/02/2004, you wrote:
> > >You could convert DateNum() to a DateIndex which will be a much smaller
> > >number. You would have to pick a first date for zero, your reference, or
> > >count backwards from today... depend on your application.
> > >
> > >The DateIndex would simply be the number of bars before a given point. For
> > >10 years you should have a maximum count of about 10*250=2500 which is
> > >much smaller than you datenum.
> > >
> > >Interesting problem,
> > >good luck,
> > >herman.
> > >-----Original Message-----
> > >From: Michael.S.G. [mailto:OzFalcon@xxxxxxxx]
> > >Sent: Friday, February 20, 2004 8:45 PM
> > >To: amibroker@xxxxxxxxxxxxxxx
> > >Subject: [amibroker] Can anyone help me Sort this out....
> > >
> > >Has anyone yet got around the DateNum() / 32 bit float limitation yet?
> > >
> > >This is a real Turd of a problem - And I'd like to know if there are any
> > >workarounds/solutions?
> > >
> > >For me - I wish to Transform DateNum() to a Ranking system I can sort
> > >under AA.
> > >
> > >But two limitations are stoping me.
> > >1) The use of Strings in AB appears to be as single variables. (Not 
> Arrays).
> > >2) Transforming the value from DateNum creates a number greater than 7
> > >significant digits. Inducing the 32bit Float limitation.
> > >
> > >For those unaware of the above constrictions, Here is a sample AFL to show
> > >you.
> > >
> > >// Combined Sort for AA.
> > >//
> > >// Filter = "Curent Stock"
> > >//
> > >// Range  = "All Quotes"
> > >
> > >// Create a Date/Rank to Sort with.
> > >//
> > >// Doesn't work (Strings can not be arrays?)
> > >SortStr  = "" + Year() + "/" + Month() + "/" + Day() + ":" + Close;
> > >//
> > >// Doesn't work (Larger than 7 digits - 32bit Float)
> > >SortVar = (DateNum()*100) + Close;
> > >
> > >
> > >AddColumn(Close,"Close",1.2);
> > >AddTextColumn(SortStr,"SortStr",1.2);
> > >AddColumn(SortVar,"SortVar",1.2);
> > >
> > >//Filter
> > >Filter = 1;
> > >
> > >
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