PureBytes Links
Trading Reference Links
|
Can anyone please spot the problem in my code here? I
am running an Explore, "n last days", "n = 1",
"all symbols".
Seems to me that the resulting TRatio column should always contain the
precisely same value, from the top of the column to the bottom, because
I'm passing only one value to as an argument to TrendRatio() through
every single iteration of Explore. And that one value should be
identical every time Explore loops, since the closing prices I'm using
are from a call to Foreign(), and I'm not using any info at all from the
current symbol.
I've run this with the entire FT database, and while most iterations
report identical TRatio values (as I'd expect), there are occasional
values that differ and occasional values that are blank. I was
easily able to replicate the behavior with a stock database, passing the
symbol "T" to Foreign(), for example.
Thanks for any help.
-Paul
///////////////////////////////
_SECTION_BEGIN(
"test
2");
Buy = Sell = False;
/////////////////////////////////////////////////////////////////////
//HELPER FUNCTIONS
/////////////////////////////////////////////////////////////////////
function TrendRatio(
PriceArray_ )
{
aROC_short =
ROC
( PriceArray_,
1
);
aROC_med =
ROC
( PriceArray_,
63
);
return
EMA
( aROC_med,
252
) /
EMA
( aROC_short,
252
);
}
///////////////////////////////////////////////////////////////////
//BEGINNING OF SCRIPT
///////////////////////////////////////////////////////////////////
Filter =
1
;
TR_ = TrendRatio(
Foreign(
"RUT-I",
"C") );
AddColumn(TR_,
"TRatio",
1.2
);
_SECTION_END();
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Sponsor |
ADVERTISEMENT
| |
|
Yahoo! Groups Links
|