RE: [amibroker] 3D analysis

[Bert Steele <bistrader@xxxxxxxxx>]

Thanks.Rik Rasmussen <hrasmussen@xxxxxxxxx> wrote:



N1=LastValue(Cum(Cross(MA(C,20),MA(C,50))));
N2=LastValue(Cum(Cross(MACD(),0)));
N3=LastValue(Cum(Cross(StochD(),50)));
N4=LastValue(Cum(Cross(ROC(C,30),0)));
N5=LastValue(Cum(Cross(RSI(),50)));
for(j=1;j<=5;j++)
{
Plot(VarGet("N"+j),"N"+j,j,1);
AddColumn(VarGet("N"+j),"N"+j,1.0);
}
Filter=1;

-----Original Message-----From: Bert Steele [mailto:bistrader@xxxxxxxxx]Sent: Friday, July 30, 2004 1:06 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker] 3D analysis
Sorry, guess I am being slow.
 
Please provide your complete afl and thanks!!!!!"hrasmussen@xxxxxxxxx" <hrasmussen@xxxxxxxxx> wrote:
I did the Explore.Exported the results to a .csv file, edited the .csv file and opened itwith the 3D app.You can look at the optimize.csv file to see what a good file looks like.Rik RasmussenStockAnalyzer Yahoo Group Moderatorhttp://groups.yahoo.com/group/stockanalyzer/Original Message:-----------------From: Bert Steele bistrader@xxxxxxxxxDate: Fri, 30 Jul 2004 09:20:11 -0700 (PDT)To: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker] 3D analysisRik,I have the code, but how do I prepare the 3D?  There is nothing tooptimize.  Help please.BertRik Rasmussen <hrasmussen@xxxxxxxxx> wrote:In Amibroker I put 10 ticker symbols in a portfolio.I ran an Explore using 5 indicators on them. The val! ue of
 each indicator ishow many times it has given a bullish indication in the last 50 days.My thanks to Dimitris Tsokakis for the code and the suggested use.The following gives a 3D view of the results.This is a lot of information presented to us in a glance.The challenge is to learn to interpret it.Rik Rasmussenstockanalyzer Yahoo Group Moderatorhttp://groups.yahoo.com/group/stockanalyzer/Check AmiBroker web page at:http://www.amibroker.com/Check group FAQ at:http://groups.yahoo.com/group/amibroker/files/groupfaq.html Yahoo! Groups SponsorADVERTISEMENT---------------------------------Yahoo! Groups Links   To visit your group on the web, go to:<A
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