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Totally agree with Herman. I'm not sure if the extra debuggin window
will be of much help to people who dont' understand the difference
between an array and variables.
--- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
<psytek@xxxx> wrote:
> Why don't you just PLOT the arrays, each line in your chart reveals
exactly
> the same information but in a much more intuitive and visual way.
When you
> are looking at a chart you ARE looking at ARRAYS of numbers, you
can read
> the value of the array in the right labels. You can also turn on
Price Data
> Tooltips and read the value for each line (ARRAY!) in the tooltip
window. Or
> you can display the values in the Title of the chart.
>
> Charting intermediate results (ARRAYS) is a powerful debugging tool
and also
> will help you understand how indicators work.
>
> herman
> -----Original Message-----
> From: danielwardadams [mailto:danielwardadams@x...]
> Sent: Sunday, November 14, 2004 11:54 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: BarsSince(Buy) -- One idea
>
>
>
> 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
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
>
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
>
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