|
PureBytes Links
Trading Reference Links
|
Hello,
In AmiBroker it is YOUR CHOICE how do you process the data.
You can use ARRAY processing (default) or
you can execute bar by bar using FOR loop
that you write in your formula.
http://www.amibroker.com/guide/h_understandafl.html
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Dimension" <dimension@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, October 22, 2004 4:48 PM
Subject: RE: [amibroker] Re: Summing volume
Ah, I seee. So the script is actually run once only and all bars are
processed. It is NOT run once PER bar...is that correct?
That would explain the speed then...i wonder though, would this have any
adverse effect for more complicated scripts, where action on future bars are
dependent on the current bar (being processed)..
Interesting..and thanks much.
-----Original Message-----
From: Terry [mailto:MagicTH@xxxxxxxxxxx]
Sent: Thursday, October 21, 2004 11:49 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: Summing volume
Almost everything is an array. You are simply evaluating every bar (every
day) at the same time. Each bar gets a value that you may consider a
boolean. Itıs just an array of boolean values, 1 for each bar or day in your
case. This is actually what you want. 1 boolean value for each day which is
held in an array of all boolean values for all days.
If you have a loop you access each bar with a subscript[i]
--
Terry
From: "virtuouz_pagan" <dimension@xxxxxxxxxxxxx>
Reply-To: amibroker@xxxxxxxxxxxxxxx
Date: Thu, 21 Oct 2004 21:43:04 -0000
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Summing volume
i am not getting this.
isn't the code below a boolean evaluation( 'AND' should evaluate to
a boolean)? how can this be an array?
bBuy = ( V > ( stockFloat ) ) AND
( fCumVol < stockFloat ) AND
( C > O ) ;
If the above evaluated to an array, what if i actually need bBuy to
evaluate to a boolean for a more complex script? how can that be
done?
thanks much
--- In amibroker@xxxxxxxxxxxxxxx, Terry <MagicTH@xxxx> wrote:
> In order of your code, here's a few comments:
>
> Your bBuy statement requires todayıs volume to be greater than the
last 5
> days Volume added together. Is that what you want?
>
> Your buy statement can be simply:
>
> Buy = bBuy; //which sets Buy = True when bBuy is True
>
> AddColumn statements should not be inside a conditional. I group
mine at the
> end of the code. If you only want to see them on certain bars the
use Filter
> as in:
>
> Filter = bBuy;
> AddColumn(....
> AddColumn(....
> --
> Terry
>
>
> From: "virtuouz_pagan" <dimension@xxxx>
> Reply-To: amibroker@xxxxxxxxxxxxxxx
> Date: Thu, 21 Oct 2004 04:29:27 -0000
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Summing volume
>
>
> thanks much. any ideas on why i get a syntax error with the code
> below? If i include the code within the "IF" clause with out the
> actualy "IF" block, it works fine. but with the "IF" clause there i
> get the following error:
> "Line 15, Column 2:
> AddColumn(fCumVol,"fCumVol", 1.0);
>
> AddColumn(bBuy,"Buy", 1.0);
>
> Buy = True;
>
> }
> -^
>
> Error 3.
> Condition in IF, WHILE, FOR statements
> has to be Numeric or Boolean type.
> You can not use array here,
> please use [] (array subscript operator)
> to access array elements"
>
> Here is the code:
> ---------------------------------------------------------
> stockFloat = 19100000;
>
> fCumVol = Ref( fCumVol = Sum( V, 5 ), -1);
>
> bBuy = ( V > ( stockFloat ) ) AND
> ( fCumVol < stockFloat ) AND
> ( C > O ) ;
>
> if ( bBuy )
> {
> Filter = 1;
> AddColumn(fCumVol,"fCumVol", 1.0);
> AddColumn(bBuy,"Buy", 1.0);
> Buy = True;
> }
>
> --- In amibroker@xxxxxxxxxxxxxxx, Terry <MagicTH@xxxx> wrote:
> > Try this:
> > CumVol = Sum( ref(V,-1), 5 );
> >
> > An Explore is like a back test in that you get the same results
> without the
> > Report. You can add as many AddColumn statements as you want to
> see things
> > like your Buy/Sell/Short/Cover signals, Volume, Close, any
> variable you have
> > in your code.
> > --
> > Terry
> >
> >
> > From: "virtuouz_pagan" <dimension@xxxx>
> > Reply-To: amibroker@xxxxxxxxxxxxxxx
> > Date: Thu, 21 Oct 2004 03:34:17 -0000
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Re: Summing volume
> >
> >
> > actually, it's almost what i needed.
> > I am using the BackTest function and would like to see the
fCumVol
> > value at each signal. I was trying to use the "printf" function,
> but
> > do not see anything printed in the Interpretation or NotePad
> window.
> > What would be better however, is if i could add a column to the
> > backtest grid/table, similar to what you suggested for the
Explore
> > function. Is that possible?
> >
> > sorry for the barrage of questions...
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, Terry <MagicTH@xxxx> wrote:
> > > Correct
> > >
> > > Filter = 1;
> > > AddColumn(fCumVol,"fCumVol",1.0);
> > >
> > > Then click Explore in AA
> > > --
> > > Terry
> > >
> > >
> > > From: "virtuouz_pagan" <dimension@xxxx>
> > > Reply-To: amibroker@xxxxxxxxxxxxxxx
> > > Date: Thu, 21 Oct 2004 03:08:05 -0000
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: [amibroker] Summing volume
> > >
> > >
> > > On processing the current bar, i would like to determine the
> > > cumulative volume of the last 5 bars (including the current).
> > > Would the folliwng do this?
> > >
> > > fCumVol = Sum( V, 5 );
> > >
> > > Second question. If i wanted to print out debug statements to
> see
> > > the above value as each bar is processed, how can i do that?
> > >
> > > thank you.
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > > Check AmiBroker web page at:
> > > http://www.amibroker.com/
> > >
> > > Check group FAQ at:
> > > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > >
> > >
> > > Yahoo! Groups Sponsor
> > >
> > > ADVERTISEMENT
> > >
> >
>
<http://us.ard.yahoo.com/SIG=129a4dsog/M=295196.4901138.6071305.30011
> > 76/D=g
> > >
> >
>
roups/S=1705632198:HM/EXP=1098414491/A=2128215/R=0/SIG=10se96mf6/*htt
> > p://com
> > > panion.yahoo.com>
> > >
> > >
> > > Yahoo! Groups Links
> > > * To visit your group on the web, go to:
> > > * http://groups.yahoo.com/group/amibroker/
> > > *
> > > * To unsubscribe from this group, send an email to:
> > > * amibroker-unsubscribe@xxxxxxxxxxxxxxx
> > > <mailto:amibroker-unsubscribe@xxxxxxxxxxxxxxx?
> subject=Unsubscribe>
> > > *
> > > * Your use of Yahoo! Groups is subject to the Yahoo! Terms of
> > Service
> > > <http://docs.yahoo.com/info/terms/> .
> >
> >
> >
> >
> >
> > Check AmiBroker web page at:
> > http://www.amibroker.com/
> >
> > Check group FAQ at:
> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >
> >
> > Yahoo! Groups Sponsor
> >
> > ADVERTISEMENT
> >
>
<http://us.ard.yahoo.com/SIG=129jnevc3/M=315388.5500238.6578046.30011
> 76/D=g
> >
>
roups/S=1705632198:HM/EXP=1098416071/A=2372354/R=0/SIG=12id813k2/*htt
> ps://ww
> > w.orchardbank.com/hcs/hcsapplication?
> pf=PLApply&media=EMYHNL40F21004SS>
> >
> >
> > Yahoo! Groups Links
> > * To visit your group on the web, go to:
> > * http://groups.yahoo.com/group/amibroker/
> > *
> > * To unsubscribe from this group, send an email to:
> > * amibroker-unsubscribe@xxxxxxxxxxxxxxx
> > <mailto:amibroker-unsubscribe@xxxxxxxxxxxxxxx?
subject=Unsubscribe>
> > *
> > * Your use of Yahoo! Groups is subject to the Yahoo! Terms of
> Service
> > <http://docs.yahoo.com/info/terms/> .
>
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
>
> Yahoo! Groups Sponsor
>
> ADVERTISEMENT
>
<http://us.ard.yahoo.com/SIG=1293vk4r0/M=294855.5468653.6549235.30011
76/D=g
>
roups/S=1705632198:HM/EXP=1098419387/A=2376776/R=0/SIG=11ldm1jvc/*htt
p://pro
> motions.yahoo.com/ydomains2004/index.html>
>
>
> Yahoo! Groups Links
> * To visit your group on the web, go to:
> * http://groups.yahoo.com/group/amibroker/
> *
> * To unsubscribe from this group, send an email to:
> * amibroker-unsubscribe@xxxxxxxxxxxxxxx
> <mailto:amibroker-unsubscribe@xxxxxxxxxxxxxxx?subject=Unsubscribe>
> *
> * Your use of Yahoo! Groups is subject to the Yahoo! Terms of
Service
> <http://docs.yahoo.com/info/terms/> .
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Sponsor
ADVERTISEMENT
<http://us.ard.yahoo.com/SIG=1296en40b/M=294855.5468653.6549235.3001176/D=g
roups/S=1705632198:HM/EXP=1098481406/A=2376776/R=0/SIG=11ldm1jvc/*http://pro
motions.yahoo.com/ydomains2004/index.html>
Yahoo! Groups Links
* To visit your group on the web, go to:
* http://groups.yahoo.com/group/amibroker/
*
* To unsubscribe from this group, send an email to:
* amibroker-unsubscribe@xxxxxxxxxxxxxxx
<mailto:amibroker-unsubscribe@xxxxxxxxxxxxxxx?subject=Unsubscribe>
*
* Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service
<http://docs.yahoo.com/info/terms/> .
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
------------------------ Yahoo! Groups Sponsor --------------------~-->
$9.95 domain names from Yahoo!. Register anything.
http://us.click.yahoo.com/J8kdrA/y20IAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|