|
PureBytes Links
Trading Reference Links
|
Oh I see ... and statements like ... WRONG ... aren't rude ?! ... so
tell us how we access via tablename one element of our table ...
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> From: "Fred"
> > LOL ... Ok, if you want to deem that to be a multidimensional
array,
> > fine ...
> >
>
> I don't find it funny. Rude ? Yes.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Fred" <ftonetti@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, August 29, 2005 6:44 PM
> Subject: [amibroker] Re: some looping help needed .......
>
>
> > LOL ... Ok, if you want to deem that to be a multidimensional
array,
> > fine ...
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
<amibroker@xxxx>
> > wrote:
> >> Hello,
> >>
> >> > Wrong ... You can not have the equivalent of doubly
dimensioned
> >> > arrays i.e. tables in AFL
> >>
> >> Actually.... you can. Via VarGet/VarSet
> >> http://www.amibroker.com/f?varset
> >> http://www.amibroker.com/f?varget
> >>
> >> you can create equivalent of arrays of any dimension simply
using
> > dynamic variables.
> >>
> >>
> >> Best regards,
> >> Tomasz Janeczko
> >> amibroker.com
> >> ----- Original Message -----
> >> From: "Fred" <ftonetti@xxxx>
> >> To: <amibroker@xxxxxxxxxxxxxxx>
> >> Sent: Monday, August 29, 2005 5:11 AM
> >> Subject: [amibroker] Re: some looping help needed .......
> >>
> >>
> >> > Wrong ... You can not have the equivalent of doubly
dimensioned
> >> > arrays i.e. tables in AFL ... one dimension is all you get ...
> > or at
> >> > least not without using something external i.e. Osaka or
ABTool
> >> > plugins ...
> >> >
> >> > If you can get your "oscillator" into an array "X" then the
AFL
> > I
> >> > wrote will give you the standard deviation at each bar using
all
> > the
> >> > prior elements of X ( your osciallator ) ... That is what you
> > were
> >> > looking for, wasn't it ?
> >> >
> >> > Is there something about your osciallator that doesn't allow
it
> > to
> >> > fit into a single dimension array ?!
> >> >
> >> > --- In amibroker@xxxxxxxxxxxxxxx, "treliff" <treliff@xxxx>
wrote:
> >> >> More food for thought... I have to chew on all that but one
> > thing
> >> >> right away:
> >> >>
> >> >> "X(i) is an ELEMENT of the array X."
> >> >>
> >> >> NO: each X(i) is a separate array (otherwise it would be X[i]
> >> > right?
> >> >> Or wrong?)
> >> >>
> >> >> In my code:
> >> >>
> >> >> Cycle is an array
> >> >> bar i has Cycle[i]
> >> >> Cycleconstant(i) = Cum(0)+Cycle[i] is an array (a "constant"
> > array)
> >> >> X(i) = Oscillator(Cycleconstant(i))is an **ARRAY** for each i.
> >> >>
> >> >>
> >> >> --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxxx>
wrote:
> >> >> > It appears you don't understand the array .vs. element of
an
> >> > array
> >> >> > concept ...
> >> >> >
> >> >> > Is the equation
> >> >> >
> >> >> > X(i) = BarIndex() + i
> >> >> >
> >> >> > even meaningful ? X(i) is an ELEMENT of the array X.
> > BarIndex()
> >> >> is
> >> >> > an ARRAY. How does one equate an ELEMENT of an array i.e. X
> > (i)
> >> > to
> >> >> > the entire contents of another array i.e. BarIndex() + a
> > modifier
> >> >> i ?
> >> >> >
> >> >> > Not doable, is it ?. Further more why do you think you
need
> > or
> >> >> want
> >> >> > to do this ? With regards to ...
> >> >> >
> >> >> > "Note however that in real life the X(i)'s are
independent.
> >> > There
> >> >> is
> >> >> > no way to express X(i) in terms of X(i-1)"
> >> >> >
> >> >> > Nor is there a need to ...
> >> >> >
> >> >> > "Can the StDvX definition create the FinalArray without a
> > loop ?"
> >> >> >
> >> >> > Did you play with the code ? Look at the results ? ...
> > Doesn't it
> >> >> do
> >> >> > precisely that ? It matters not what is in the array of X
in
> >> > terms
> >> >> > of being able to calc the StDev of it's elements from the
> > first
> >> > one
> >> >> > to each bar along the way. In fact that code with minor
mods
> >> > could
> >> >> > be used to calc a variable length StDev based on a changing
> > value
> >> >> of
> >> >> > n where n was an array of elements based on whatever calc
one
> >> >> wanted.
> >> >> >
> >> >> > --- In amibroker@xxxxxxxxxxxxxxx, "treliff" <treliff@xxxx>
> > wrote:
> >> >> > > So far so good, but now suppose that the array in
question,
> > the
> >> >> one
> >> >> > > we need to calculate the standard deviation over, changes
> > with
> >> >> each
> >> >> > > bar. In other words, there is not one array
> >> >> > >
> >> >> > > X = BarIndex() + 100;
> >> >> > >
> >> >> > > but there are different arrays like for example
> >> >> > >
> >> >> > > X(i) = BarIndex() + i;
> >> >> > >
> >> >> > > (In my code this would be Oscillator(Cycleconstant(i))
but
> > that
> >> >> is
> >> >> > > not of the essence. >
> >> >> > > In my opinion this now is the remaining problem and the
> > real
> >> > time-
> >> >> > > consumer:
> >> >> > >
> >> >> > > for (i = 0 ; i < BarCount ; i++ )
> >> >> > > { y = StDvX( X( i ) ) ) ;
> >> >> > > FinalArray[ i ] = y[ i ] ; }
> >> >> > >
> >> >> > > >
> >> >> > >
> >> >> > > --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxxx>
> > wrote:
> >> >> > > > The question simplifies to ... how do I calculate
> > standard
> >> >> > > deviation
> >> >> > > > at the current bar for all past values of some array
> > without
> >> >> > using
> >> >> > > a
> >> >> > > > loop, thereby eliminating the innermost loop and
leaving
> > only
> >> >> the
> >> >> > > > outer one.
> >> >> > > >
> >> >> > > > When looking at most problems like this where the
> > solution
> >> > may
> >> >> > not
> >> >> > > be
> >> >> > > > immediately obvious, the simplest way is to break the
> > problem
> >> >> > down
> >> >> > > > into its individual components and use EXPLORE to see
> > that
> >> > each
> >> >> > > > calculation is doing what it's supposed to and from the
> >> >> > perspective
> >> >> > > > of speed it won't be any slower to do it this way, in
> > some
> >> >> cases
> >> >> > it
> >> >> > > > may actually be faster i.e. here's the way most people
> > write
> >> > a
> >> >> > > > stochastic calc ...
> >> >> > > >
> >> >> > > > Sto = (C - LLV(C, Length)) / (HHV(C, Length) - LLV(C,
> >> > Length));
> >> >> > > >
> >> >> > > > The problem of course is that one has done the calc LLV
> > (C,
> >> >> > Length)
> >> >> > > > twice ... Simpler and of course faster is ...
> >> >> > > >
> >> >> > > > LLVX = LLV(C, Length)
> >> >> > > > Sto = (C - LLVX) / (HHV(C, Length) - LLVX);
> >> >> > > >
> >> >> > > > Back to your problem ...
> >> >> > > >
> >> >> > > > StDevX = Sqrt(Cum ((X - Average(X)) ^ 2) / n)
> >> >> > > >
> >> >> > > > Let's assume we want to see how to get the calculations
> >> > correct
> >> >> > at
> >> >> > > > BarIndex() == 10 ( The 11th Bar ) without using a loop
> > and
> >> > for
> >> >> > the
> >> >> > > > moment we won't care if the calc is correct at BI() = 9
> > or 11
> >> >> > > because
> >> >> > > > we know we can always write a loop to go around all of
> > this
> >> > if
> >> >> we
> >> >> > > > need to ...
> >> >> > > >
> >> >> > > > // Let's generate some simple dummy data "X" to
> >> >> > > > // use where we can easily eyeball the results
> >> >> > > > // "X" can always be replaced by something real
> >> >> > > >
> >> >> > > > X = BarIndex() + 100;
> >> >> > > >
> >> >> > > > // The components
> >> >> > > >
> >> >> > > > n = BarIndex() + 1;
> >> >> > > > CumX = Cum(X);
> >> >> > > > MeanX = CumX / n;
> >> >> > > > XMean = X - MeanX;
> >> >> > > > Mean2 = XMean ^ 2;
> >> >> > > > CumM2 = Cum(Mean2);
> >> >> > > > nCumM = CumM2 / n;
> >> >> > > > StDvX = sqrt(nCumM);
> >> >> > > >
> >> >> > > > Filter = BarIndex() <= 10;
> >> >> > > >
> >> >> > > > AddColumn(X, "X", 1.0);
> >> >> > > > AddColumn(n, "n", 1.0);
> >> >> > > > AddColumn(CumX, "CumX", 1.0);
> >> >> > > > AddColumn(MeanX, "MeanX", 1.2);
> >> >> > > > AddColumn(XMean, "X-MeanX", 1.2);
> >> >> > > > AddColumn(Mean2, "Mean2", 1.2);
> >> >> > > > AddColumn(CumM2, "CumM2", 1.2);
> >> >> > > > AddColumn(nCumM, "nCumX", 1.2);
> >> >> > > > AddColumn(StDvX, "StDevX", 1.2);
> >> >> > > >
> >> >> > > > Try taking what's above and running it as an
EXPLORE ...
> > see
> >> >> the
> >> >> > > > columns (below "hopefully") it shows i.e. one for each
> >> >> component
> >> >> > > > including the data "X" ... It would appear that StDevX
is
> >> >> correct
> >> >> > > not
> >> >> > > > only for BI() == 10 but for ALL the other bars as well
> >> > without
> >> >> > ANY
> >> >> > > > loops.
> >> >> > > >
> >> >> > > > X n CumX MeanX X-MeanX Mean2 CumM2 nCumX
> >> > StDevX
> >> >> > > > 100 1 100 100.00 0.00 0.00 0.00 0.00
> >> >> 0.00
> >> >> > > > 101 2 201 100.50 0.50 0.25 0.25 0.13
> >> >> 0.35
> >> >> > > > 102 3 303 101.00 1.00 1.00 1.25 0.42
> >> >> 0.65
> >> >> > > > 103 4 406 101.50 1.50 2.25 3.50 0.88
> >> >> 0.94
> >> >> > > > 104 5 510 102.00 2.00 4.00 7.50 1.50
> >> >> 1.22
> >> >> > > > 105 6 615 102.50 2.50 6.25 13.75 2.29
> >> >> 1.51
> >> >> > > > 106 7 721 103.00 3.00 9.00 22.75 3.25
> >> >> 1.80
> >> >> > > > 107 8 828 103.50 3.50 12.25 35.00 4.38
> >> >> 2.09
> >> >> > > > 108 9 936 104.00 4.00 16.00 51.00 5.67
> >> >> 2.38
> >> >> > > > 109 10 1045 104.50 4.50 20.25 71.25 7.13
> >> >> 2.67
> >> >> > > > 110 11 1155 105.00 5.00 25.00 96.25 8.75
> >> >> 2.96
> >> >> > > >
> >> >> > > > Since the rest of your AFL doesn't require any loops,
one
> >> > would
> >> >> > > > conclude that your AFL really needs NO loops at all.
> >> >
> >> >
> >> >
> >> >
> >> >
> >> > 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
> >> >
> >> >
> >> >
> >> >
> >> >
> >> >
> >> >
> >
> >
> >
> >
> >
> >
> > 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
> >
> >
> >
> >
> >
> >
> >
> >
------------------------ Yahoo! Groups Sponsor --------------------~-->
Get fast access to your favorite Yahoo! Groups. Make Yahoo! your home page
http://us.click.yahoo.com/dpRU5A/wUILAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|