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[amibroker] Re: Odd behavior in Explore / Add Column



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Anthony, Paul,

I just ran it exactly as Anthony did, and here are the first several
rows, demonstrating Paul's observation. I don't know why this happens.

Bill

Ticker,Date/Time,TRatio,
BBH,11/28/2003,62.79
BDH,11/28/2003,62.76
BHH,11/28/2003,62.84
DGT,11/28/2003,62.67
DIA,11/28/2003,62.84
DSG,11/28/2003,62.67
DSV,11/28/2003,62.67
EFA,11/28/2003,64.69
EKH,11/28/2003,62.90
ELG,11/28/2003,62.67
ELV,11/28/2003,62.67
EPP,11/28/2003,69.21

===================================================================


--- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@xxxx>
wrote:
> Paul,
> 
> I changed you foreign call to "^RUT",( yahoo data )  and ran the
explore over my database, the result returned was the same in every
row...
> 
> Anthony
>   ----- Original Message ----- 
>   From: Paul A. 
>   To: amibroker@xxxxxxxxxxxxxxx 
>   Sent: Sunday, March 20, 2005 2:26 PM
>   Subject: [amibroker] Odd behavior in Explore / Add Column
> 
> 
>   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();
> 
> 
> 
> 
> 
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> 
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