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Tomasz,
One idea I had that might make understanding array processing easier
would be to be able to (optionally) display the array data in a
spreadsheet-like row and column format in a separate window (in real-
time). It would also make it obvious which data is in arrays
versus simple variables. Although there are ways to accomplish the
same thing (using lots of print statements or title variables which I
usually do when I'm stuck on a problem), it would be nice to have
a "debugging pane/window" that displayed some or all this data.
The following won't be formatted right but is from the users guide.
If this appeared in a separate pane/window linked to a graph, I think
it could help a lot.
Bar 1 2 3 4 5 6 7 8 9 10
1 High 1,24 1,27 1,25 1,29 1,25 1,29 1,35 1,35 1,37 1,29
2 Low 1,20 1,21 1,19 1,20 1,21 1,24 1,30 1,28 1,31 1,27
3 High+Low 2,44 2,48 2,44 2,49 2,46 2,53 2,65 2,63 2,68 2,46
4 MyVariable 1,22 1,24 1,22 1,245 1,23 1,265 1,325 1,315 1,34 1,23
Fig 2. AFL steps when processing ( High + Low ) /2
An easy implementation of it would be to display all active array
data in a popup window as you move the cursor (selection bar) across
a chart.
If you like the idea (or some variation thereof), I'm sure you could
think of a user friendly way to present the data.
Dan
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Dan,
>
> You are right I am too close to this to see things the way others
do.
> Partially the problem is often caused by so many ways available
> to achieve particular goal that most users may find it difficult
> to find "optimum" one.
> Partially it is because of relatively small amount of examples
> found in the guide. I think that increasing number of examples
> will help.
> Therefore I have one request to the users:
> since I am too close to and may come up with too complex or
> too simplistic examples, I am keen to listen in which areas
> you are most blocked on and what systems/techniques are difficult
> to you. Once we complete the list of things being considered
> as problematic by majority of users I will be able to prepare
> example codes with explanations that will address your actual
problems.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "danielwardadams" <danielwardadams@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Saturday, November 13, 2004 3:05 AM
> Subject: [amibroker] Re: BarsSince(Buy)
>
>
> >
> >
> > I hate to jump in the middle of this but in Owen's defense I
think
> > there is something about Amibroker that is extremely hard to
grasp.
> > I have 35 years experience writing software, 15-20 years
experience
> > doing fairly complex spreadsheet applications, and I've read the
> > (well written) portion of the user's guide on array processing
> > several times. Yet I'm constantly finding problems in my results -
-
> > frequently due to BarSince problems.
> >
> > When I find the problems, in retrospect they almost always seems
> > obvious and I wonder how I could have been do dumb. So I fix them
and
> > then -- either right away or a few days later -- I find that I've
> > introduced one or more other problems (frequently also due to
> > BarSince).
> >
> > Then I look at something like Tomasz's BarSince looping code and
> > it seems so obvious I wonder how I could have been so dumb.
> >
> > I think Tomasz is much too close to it to realize AFL is hard to
get
> > your mind around. If you are intimately familiar with the
processing
> > underlying every type of statment, I'm sure everything seems easy
and
> > obvious.
> >
> > Maybe my problem was not biting the bullet and learning how to
use
> > loops in the first place. Yet I think I remember reading in the
> > user's guide that you could accomplish everything with or without
> > loops and for some reason I thought writing without them was the
> > newer/better/preferred way to work with AB.
> >
> > I also understand Tomasz's reluctance to insert things into the
> > language which he perceives as compromizing the elegant simplicty
and
> > power of AB.
> >
> > I don't know what the answer is. There are probably ways to ease
the
> > AB learning curve but I won't pretend to know what they are.
> >
> > Dan
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
<amibroker@xxxx>
> > wrote:
> >> Hello,
> >>
> >> What you wrote is COMPLETELY WRONG.
> >> You simply completely lack the understanding how BarsSince works,
> >> how MS works and how AB works.
> >>
> >> FYI: Metastock BarsSince works the same as AFLs.
> >> You simply are misguided by MS formulas using infamous "PREV"
> > statement
> >> that is basically the worst idea Equis programmers came up with.
> >>
> >> Please READ http://www.amibroker.com/guide/h_understandafl.html
> >>
> >> Read it twice, three times or four, five or ten times if
necessary.
> >>
> >> Your problem is that you want to use "PREVIOUS" bar value.
> >> There are many ways to achive this goal but most general
> >> is TO USE LOOPING.
> >> =============
> >>
> >> Simple and straightforward AND *FAST* (compared to horrible
> > MS "Prev")
> >>
> >> See sample code that demonstrates it (posted tens of times
already)
> >> and also available in
http://www.amibroker.com/guide/whatsnew.html
> >> document (at the very end):
> >>
> >> /* a sample low-level implementation of Profit-target stop in
AFL:
> > */
> >> Buy = Cross( MACD(), Signal() );
> >>
> >> priceatbuy=0;
> >>
> >> for( i = 0; i < BarCount; i++ )
> >> {
> >> if( priceatbuy == 0 && Buy[ i ] )
> >> priceatbuy = BuyPrice[ i ];
> >>
> >> if( priceatbuy > 0 && SellPrice[ i ] > 1.1 * priceatbuy )
> >> {
> >> Sell[ i ] = 1;
> >> SellPrice[ i ] = 1.1 * priceatbuy;
> >> priceatbuy = 0;
> >> }
> >> else
> >> Sell[ i ] = 0;
> >> }
> >>
> >>
> >> Best regards,
> >> Tomasz Janeczko
> >> amibroker.com
> >> ----- Original Message -----
> >> From: "Owen Davies" <owen5819@xxxx>
> >> To: <amibroker@xxxxxxxxxxxxxxx>
> >> Sent: Friday, November 12, 2004 2:50 PM
> >> Subject: Re: [amibroker] BarsSince(Buy)
> >>
> >>
> >> >
> >> > Tomasz Janeczko wrote:
> >> >
> >> >>You can use ExRemSpan instead: (etc.)
> >> >>
> >> >
> >> > I could again go over why this doesn't work?
> >> >
> >> > Please trace through the logic of what happens when ExRemSpan
> > lands you
> >> > on another day when the Buy conditions are true.
> >> >
> >> > For example--the example I used maybe two weeks ago--take the
> > classic
> >> > Larry Williams system with a volatility-breakout entrance and
his
> >> > "bailout" exit: Enter when today's High is higher than the
Open
> > plus
> >> > (some fraction of) yesterday's range. To get out, wait one
bar,
> > to give
> >> > the price time to move, and Sell on the first profitable
Open.
> > Use a
> >> > stop-loss to escape the losers. So:
> >> >
> >> > Buy=H > O + Ref(H - L,-1);
> >> > BuyPrice=Max(O, Ref(H - L,-1) + TickSize);
> >> >
> >> > Sell=BarsSince(Entry) > 1 AND O > Ref(C,-BarsSince(Entry));
> >> > SellPrice=O;
> >> >
> >> > //And the obvious equivalents for Short trades
> >> >
> >> > ApplyStop(0,2,PickANumber,1,False);
> >> >
> >> > Those of you who once used Metastock will remember BarsSince
> > (Entry),
> >> > probably with great fondness and regret. But you can't do
that
> > in AFL.
> >> > You can't even do separate BarsSince(Buy) and BarsSince(Short)
> >> > statements. In AFL, your Sell statement becomes Sell=O >
> >> > ValueWhen(Buy,BuyPrice,1); And when you try to use ExRemSpan,
> > there is
> >> > every chance that you will land on another day where the Buy
> > conditions
> >> > are true. At which point the ValueWhen function looks at that
> > day's
> >> > BuyPrice, and O is never higher.
> >> >
> >> > For a one-day delay, we can write two sell conditions, one for
> > use if
> >> > today is a Buy day and one for use if it is not, with
different
> > numbers
> >> > for the third parameter in the ValueWhen statement. But what
if
> > you'd
> >> > like to set the delay for more than one day? How many Sell
> > conditions
> >> > do you have to write to take care of all the possible
> > combinations of
> >> > Buy and non-Buy days since the entry?
> >> >
> >> > Two very talented programmers from our group were kind enough
to
> > attempt
> >> > solutions to this problem for me, one in AFL, the other in ...
I
> > guess
> >> > that was jScript. I am very grateful to them for trying.
> > However,
> >> > neither succeeded. In each case, trades that should have
ended
> > with a
> >> > profit after two or three days were not exited until much
later.
> > In a
> >> > test of the AFL version on continuous S&P data, the average
trade
> > length
> >> > was just over 46 bars, and one trade lasted more than 600 bars!
> >> >
> >> > This is a very simple system, one of the most famous in all of
> >> > traderporn. It can be "coded" unambiguously in English. With
> >> > BarsSince(Entry), it could be coded unambiguously in
Metastock;
> > but MS
> >> > would not give you valid entry and exit prices when I used it
> > last; that
> >> > was a major reason I was delighted when Tomasz made Amibroker
> >> > available. Unfortunately, one really useful thing from
Metastock
> > got
> >> > left behind. I understand that there are reasons for this.
But
> > those
> >> > reasons are keeping me from testing this and several other
ideas
> > that
> >> > might be of value. Or they might not. At this point, I have
no
> > way to
> >> > know.
> >> >
> >> > I am profoundly sorry to keep pushing this, as I believe
Tomasz
> > created
> >> > ExRemSpan in response to one of my early pleas for help in
coding
> > this
> >> > exit. And it could be that there is some way to use ExRem and
> > ExRemSpan
> >> > that actually solves the problem with the kind of generality
I'm
> > looking
> >> > for, a technique that Tomasz knows but neither I nor my
> > Samaritans were
> >> > able to recognize. But I'm betting against it.
> >> >
> >> > I have been trying to solve this problem for more than two
years
> > and am
> >> > quite convinced that it cannot be done. Tomasz, PLEASE HELP.
> >> >
> >> > Pretty please? I'll finally get around to renewing my license
if
> > you
> >> > do. 8-)
> >> >
> >> > Thanks to all for bearing with me on this.
> >> >
> >> > Owen Davies
> >> >
> >> >
> >> >
> >> > 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
> >
> >
> >
> >
> >
> >
> >
> >
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