PureBytes Links
Trading Reference Links
|
Hello Bret,
you can transform your data sets by the well-known transformation
xNew = (xOld - xAverage) / sigma
where xOld is the old (or former) array to be transformed, xAverage the mean (or average) value of the old array over a period of interest, and sigma denotes the standard deviation of the old data set.
In this way the AFL-library function
Plot(xnew, "xnew", colorBrightGreen, styleThick);
displays the transformed data set that you can compare with other transformed sets and also plot those sets, too.
Best regards,
Udo
Quad Rate Serial Abby <quad_pumped_abby@xxxxxxxxx> wrote:
I have the following code. I am trying to normalize the price and plot the line of the slope of the average price over the last 15 days. This way I can turn it into an explore and use it to see which stocks are out performing relatively. I don't really need to plot the slope and I could take it out, but I would like to know why it doesn't work, because I suspect it may cause an error in the calculation of the array itself. If I take out the normalization division there is no problem. The error in the "Plot LineArray" is:
Argument #4 has incorrect type (the function expects different argument type here)
The code is:
StartP = 15; EndP = 1; Price_Array = MA (( H + L ) / 2, 1 ); LP1 = LastValue ( Cum ( 1 )); XP0 = LP1 - StartP; XP1 = LP1 - EndP; Base_Normalization = Ref ((( H + L ) / 2), -StartP
); YP0 = Price_Array [ XP0 ] / Base_Normalization; YP1 = Price_Array [ XP1 ] / Base_Normalization; Plot ( Price_Array, "", 1, 1 ); Plot ( LineArray ( XP0, YP0, XP1, YP1 ), "", 4, 1 );
Thanks in advance for anybodys help,
Bret
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
__________________________________________________ Do You Yahoo!? Tired of spam? Yahoo! Mail has the best spam protection around http://mail.yahoo.com
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 Links
|