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Thanks, Graham. I Appreciate your assiatance. I'm just interested to
find a way to know the currently processed BarNumber during a
backtest. Thomasz et al, would you please be so kind to help? I'm
sure I am missing a simple function...
Thanks,
Short.
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
> You are looking for interim results during execution of a scan?
> Sorry that is beyond me.
>
>
> On Sun, 27 Feb 2005 10:10:48 -0000, the_short_fox
<theshortfox@xxxx> wrote:
> >
> >
> > Graham,
> >
> > Thanks you for your will to help. I guess I haven't clarified
myself
> > properly.
> >
> > With your permission, I'll try to explain: In AmiBroker (as far
as I
> > know it - I might be wrong), there's no way to access "current"
bar.
> > For example, if you write "High", the program itself iterate
> > internally through all "High" field prices (from Bar=0 to
Barcount-
> > 1), and retrieves the value for the "current" bar. When I
> > write "current", I refer to the Bar "currently" being iterated.
> >
> > Now, I wrote a function that gets a Bar reference as a parameter
and
> > returns a value (different for each bar). I'm interest to call
this
> > function (while backtesting), in order to
> > compare its "delivered" value with the Low/High/Close.
> > My question is, do I have to create an array with function values
> > prior to writing the Buy and Sell rules, or is there any way to
send
> > to the function the "current" Bar being iterated so it can
deliver a
> > value back?
> >
> > Here's an example:
> >
> > function Calculate(Bar) {
> > // Just a simple example
> > Result=(High[Bar]+Low[Bar])/2;
> > return Result;
> > }
> >
> > Now I'd like to write something like this:
> >
> > Buy=Calculate(Bar)>Close;
> >
> > Yes, I know that in this case, I can write it in AFL without the
> > function (just using arrays). But suppose I'm interested to
write it
> > in the way described. How can I send the "currently iterated"
bar to
> > the function? (that will replace 'Bar' in the example above).
> >
> > Thank you,
> >
> > Short.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx>
wrote:
> > > Glad I could help.
> > >
> > > Sorry I don't understand what you are trying to do with current
> > bar?
> > >
> > >
> > > On Sun, 27 Feb 2005 08:50:32 -0000, the_short_fox
> > <theshortfox@xxxx> wrote:
> > > >
> > > >
> > > > Graham, that's brilliant. Thanks!
> > > > BTW, is there any way to access the (current) Bar? I have a
> > function
> > > > I wrote that gets a Bar as a parameter and returns a value.
It
> > is of
> > > > interest to call this function each bar during backtest, in
> > order to
> > > > allow it to "deliver" its value. Is there any way to send
> > > > the "current" bar, or one must create an array with function
> > values
> > > > prior to actually backtesting?
> > > >
> > > > Thanks.
> > > >
> > > > Short.
> > > >
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx>
> > wrote:
> > > > > Short, something like this may work
> > > > >
> > > > > Buy = H>ref(hhv(h,10),-1) and ref(hhv(h,10),-1)<ref(hhv
(h,20),-
> > 1);
> > > > >
> > > > >
> > > > >
> > > > >
> > > > > On Sat, 26 Feb 2005 23:18:15 -0000, the_short_fox
> > > > <theshortfox@xxxx> wrote:
> > > > > >
> > > > > >
> > > > > > Hi All,
> > > > > >
> > > > > > Suppose I'd like to code something like: Buy if,
> > > > > >
> > > > > > (1) Today's high is higher than the highest price of the
> > last 10
> > > > > > bars. and,
> > > > > > (2) None of the last 10 bars represent (themselves) a 20
day
> > > > high.
> > > > > >
> > > > > > I know how to code (1), but as I'm only studying the
syntax
> > of
> > > > AFL,
> > > > > > I experience difficulties with (2). Would someone please
> > give a
> > > > > > hand? Thank you in advance.
> > > > > >
> > > > > > Short.
> > > > > >
> > > > > >
> > > > > > 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
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > >
> > > > >
> > > > > --
> > > > > Cheers
> > > > > Graham
> > > > > http://e-wire.net.au/~eb_kavan/
> > > >
> > > >
> > > > 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
> > > >
> > > >
> > > >
> > > >
> > > >
> > >
> > >
> > > --
> > > Cheers
> > > Graham
> > > http://e-wire.net.au/~eb_kavan/
> >
> >
> > 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
> >
> >
> >
> >
> >
>
>
> --
> Cheers
> Graham
> http://e-wire.net.au/~eb_kavan/
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