|
PureBytes Links
Trading Reference Links
|
If you'd like to continue this please email me offline ... my addy
can be found in the doc in the IO.zip file in the files section.
Don't email the Yahoo address as I won't see it.
--- In amibroker@xxxxxxxxxxxxxxx, "treliff" <treliff@xxxx> wrote:
> > You removed the random part from the code I wrote ... but not
from
> > your code ...
>
> Sorry about that. Below it is removed completely. Still different
> plots though...
>
> > PS ... I don't know why you keep ripping out the EXPLORE code as
> > it's the only definitive way of telling what's going on
internally
> > in anything ... You really should get in the habit of using this
> > great tool that's part of AB/AFL ...
>
> Well, in this case (I think) I actually know what is happening
> without using EXPLORE: your code uses the Cycle array ITSELF for
the
> MA's, and then calculates StDvX. My code fills a complete array
with
> ONE Cycle array element value for the MA's, and then calculates
StDvX
> (and does that for each consecutive bar separately).
>
> Wrong ?-)
>
> // code start
>
> Cycle = int( 30 + 20 * sin( C ) ) ;
> Plot(Cycle,"Cycle",colorLightGrey,styleStaircase|styleOwnScale);
>
> //Fred's code
>
> //LV = 10;
> //HV = 50;
> //Length = int(Random() * (HV - LV) + LV);
>
> Length = Cycle ;
>
> X = MA(C, Length);
>
> n = BarIndex() + 1;
> CumX = Cum(X);
> MeanX = CumX / n;
> XMean = X - MeanX;
> Mean2 = XMean ^ 2;
> CumM2 = Cum(Mean2);
> nCumM = CumM2 / n;
> StDvX = sqrt(nCumM);
>
> Plot(StDvX, "StDvX_Fred", colorRed);
>
> // my code
>
> function StDvX2(X)
> { return sqrt(Cum ((X - Cum(X)/n) ^ 2) / n) ; }
>
> function Cycleconstant(number)
> { return Cum(0) + Cycle[ number ] ; }
>
> function X2(i)
> { return MA(C,Cycleconstant(i)) ; }
>
> for (i = 0 ; i < BarCount ; i++ )
> {
> y = StDvX2( X2( i ) ) ;
> FinalArray[ i ] = y[ i ] ;
> }
>
> Plot(FinalArray,"StDvX_treliff",colorBlue);
> GraphZOrder = 1;
>
> // code end
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxxx> wrote:
> > PS ... I don't know why you keep ripping out the EXPLORE code as
> > it's the only definitive way of telling what's going on
internally
> > in anything ... You really should get in the habit of using this
> > great tool that's part of AB/AFL ...
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "treliff" <treliff@xxxx> wrote:
> > > Both codes in one plot, Fred's in red, mine in blue. To make
sure
> > > Random() doesn't interfere I replaced it with a sturdy Cycle-
> array
> > > based on a sine.
> > >
> > > Can somebody at least acknowledge the difference? Fred? Tomasz?
> > > vlanschot? cpescho?
> > >
> > > // code start
> > >
> > > Cycle = int( 30 + 20 * sin( C ) ) ;
> > > Plot(Cycle,"Cycle",colorLightGrey,styleStaircase|styleOwnScale);
> > >
> > > //Fred's code
> > >
> > > //LV = 10;
> > > //HV = 50;
> > > //Length = int(Random() * (HV - LV) + LV);
> > >
> > > Length = Cycle ;
> > >
> > > X = MA(C, Length);
> > >
> > > n = BarIndex() + 1;
> > > CumX = Cum(X);
> > > MeanX = CumX / n;
> > > XMean = X - MeanX;
> > > Mean2 = XMean ^ 2;
> > > CumM2 = Cum(Mean2);
> > > nCumM = CumM2 / n;
> > > StDvX = sqrt(nCumM);
> > >
> > > Plot(StDvX, "StDvX_Fred", colorRed);
> > >
> > > // my code
> > >
> > > function Randomize(a,b)
> > > { return Random(1)*(b-a)+a ; }
> > >
> > > Cycle = int( Randomize(10,50) ) ;
> > >
> > > n = BarIndex() + 1 ;
> > >
> > > function StDvX2(X)
> > > { return sqrt(Cum ((X - Cum(X)/n) ^ 2) / n) ; }
> > >
> > > function Cycleconstant(number)
> > > { return Cum(0) + Cycle[ number ] ; }
> > >
> > > function X2(i)
> > > { return MA(C,Cycleconstant(i)) ; }
> > >
> > > for (i = 0 ; i < BarCount ; i++ )
> > > {
> > > y = StDvX2( X2( i ) ) ;
> > > FinalArray[ i ] = y[ i ] ;
> > > }
> > >
> > > Plot(FinalArray,"StDvX_treliff",colorBlue);
> > > GraphZOrder = 1;
> > >
> > > // code end
> > >
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxxx> wrote:
> > > > To use your example oscillator "X" of an MA with a randomly
> > > generated
> > > > Length between 10 and 50 ...
> > > >
> > > > LV = 10;
> > > > HV = 50;
> > > >
> > > > Length = int(Random() * (HV - LV) + LV);
> > > >
> > > > X = MA(C, Length);
> > > >
> > > > n = BarIndex() + 1;
> > > > CumX = Cum(X);
> > > > MeanX = CumX / n;
> > > > XMean = X - MeanX;
> > > > Mean2 = XMean ^ 2;
> > > > CumM2 = Cum(Mean2);
> > > > nCumM = CumM2 / n;
> > > > StDvX = sqrt(nCumM);
> > > >
> > > > Plot(StDvX, "StDvX", colorWhite);
> > > >
> > > > Filter = 1;
> > > >
> > > > AddColumn(C, "Close", 1.5);
> > > > AddColumn(Length, "Length", 1.0);
> > > > AddColumn(X, "X", 1.5);
> > > >
> > > > AddColumn(n, "n", 1.0);
> > > > AddColumn(CumX, "CumX", 1.5);
> > > > AddColumn(MeanX, "MeanX", 1.5);
> > > > AddColumn(XMean, "XMeanX", 1.5);
> > > > AddColumn(Mean2, "Mean2", 1.5);
> > > > AddColumn(CumM2, "CumM2", 1.5);
> > > > AddColumn(nCumM, "nCumX", 1.5);
> > > > AddColumn(StDvX, "StDevX", 1.5);
> > > >
> > > >
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxxx>
wrote:
> > > > > What you need to do for starters so that you understand is
> > > > ELIMANATE
> > > > > ALL THE FUNCTIONS ...
> > > > >
> > > > > There's really no need for them ... This is straightline
code.
> > > > >
> > > > > You may think you are simplifying things but instead you
are
> > > > instead
> > > > > needlessly doing calculations FOR EVERY BAR that only need
be
> > > done
> > > > > once ...
> > > > >
> > > > > PS ... I'm on EDT as well
> > > > >
> > > > > --- In amibroker@xxxxxxxxxxxxxxx, "treliff" <treliff@xxxx>
> > wrote:
> > > > > > Fred, I don't doubt your expertise nor my own
inexperience
> > and
> > > > this
> > > > > > line
> > > > > >
> > > > > > "your oscillator regardless of what it is comprised of is
> no
> > > > > > different."
> > > > > >
> > > > > > sure makes sense. I just have to put this aside now and
> > check
> > > > back
> > > > > > tomorrow (I'm ET).
> > > > > >
> > > > > > Meanwhile I simplified the code, replaced the mysterious
> > > > Oscillator
> > > > > > (nothing secret, it will just clutter the code further)
> with
> > a
> > > > > simple
> > > > > > MA and used your StDvX definition (but turned it into a
> > > function
> > > > to
> > > > > > save space).
> > > > > >
> > > > > > Now a lot may be wrong (could be improved) in this code,
it
> > may
> > > > > > actually be total and complete Nonsense..... but one
thing
> > > makes
> > > > it
> > > > > > unique (so far): it gives the correct result.
> > > > > >
> > > > > > I enjoy chewing on your pointers but the bottom line of
> > course
> > > is
> > > > > to
> > > > > > find a code without loop (or at least much faster) that
> > gives
> > > me
> > > > > > exactly the same result (plot) as this one.
> > > > > >
> > > > > > No need (yet) to post the end result, but are you sure
you
> > can
> > > do
> > > > > > it?
> > > > > >
> > > > > > Sure do appreciate your time & patience so far!!
> > > > > >
> > > > > > // code start
> > > > > >
> > > > > > function Randomize(a,b)
> > > > > > { return Random(1)*(b-a)+a ; }
> > > > > >
> > > > > > Cycle = int( Randomize(10,50) ) ;
> > > > > >
> > > > > > n = BarIndex() + 1 ;
> > > > > >
> > > > > > function StDvX(X)
> > > > > > { return sqrt(Cum ((X - Cum(X)/n) ^ 2) / n) ; }
> > > > > >
> > > > > > function Cycleconstant(number)
> > > > > > { return Cum(0) + Cycle[ number ] ; }
> > > > > >
> > > > > > function X(i)
> > > > > > { return MA(C,Cycleconstant(i)) ; }
> > > > > >
> > > > > > for (i = 0 ; i < BarCount ; i++ )
> > > > > > {
> > > > > > y = StDvX( X( i ) ) ;
> > > > > > FinalArray[ i ] = y[ i ] ;
> > > > > > }
> > > > > >
> > > > > > Plot(FinalArray,"FinalArray",colorBlack);
> > > > > >
> > > > > > // code end
> > > > > >
> > > > > >
> > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxxx>
> > wrote:
> > > > > > > For example one of the things that StDev is a function
of
> > is
> > > > how
> > > > > > many
> > > > > > > bars i.e. "n" ... right ?
> > > > > > >
> > > > > > > But in our example "n" is constantly changing ... on
bar
> 1
> > > it's
> > > > > > 1 ...
> > > > > > > on bar 100 it's 100 ...
> > > > > > >
> > > > > > > Which is why I wrote ...
> > > > > > >
> > > > > > > n = BarIndex() + 1;
> > > > > > >
> > > > > > > n is used several ways ...
> > > > > > >
> > > > > > > It is used to get our Mean at each bar ...
> > > > > > >
> > > > > > > Mean = Cum(X) / n ...
> > > > > > >
> > > > > > > In the above calculation Cum(X) is an array ... so is
> > > Mean ...
> > > > > AND
> > > > > > SO
> > > > > > > IS "n" ...
> > > > > > >
> > > > > > > I don't think you are seeing this ... your oscillator
> > > > regardless
> > > > > of
> > > > > > > what it is comprised of is no different.
> > > > > > >
> > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Fred"
<ftonetti@xxxx>
> > > wrote:
> > > > > > > > Nonsense ... you still don't get it
> > > > > > > >
> > > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "treliff"
> > <treliff@xxxx>
> > > > > wrote:
> > > > > > > > > Oscillator fits into a single dimension array, but
it
> > is
> > > a
> > > > > > > FUNCTION
> > > > > > > > > of, among others, the bar number i, or better, it
is
> a
> > > > > function
> > > > > > > of
> > > > > > > > > Cycle[i].
> > > > > > > > >
> > > > > > > > > Because Cycle varies from 10 to 50 we in fact have
41
> > > > > different
> > > > > > > > > Oscillator arrays:
> > > > > > > > >
> > > > > > > > > Oscillator(10)
> > > > > > > > > Oscillator(11)
> > > > > > > > > .
> > > > > > > > > .
> > > > > > > > > Oscillator(50)
> > > > > > > > >
> > > > > > > > > Could just as well be:
> > > > > > > > >
> > > > > > > > > MA(C,10)
> > > > > > > > > .
> > > > > > > > > .
> > > > > > > > > .
> > > > > > > > > MA(C,50)
> > > > > > > > >
> > > > > > > > > (well, MA doesn't really oscillate around zero but
> > that
> > > > > doesn't
> > > > > > > > > matter)
> > > > > > > > >
> > > > > > > > > Now we arrive at bar 300 with Cycle[300] is, say,
27.
> > > > > > > > > Then I want FinalArray[300] to contain
> > > > > > > > >
> > > > > > > > > StDvX( MA(C,27) ) [300]
> > > > > > > > >
> > > > > > > > > (this is not good code but just indicates: the
300th
> > > array
> > > > > > > element
> > > > > > > > of
> > > > > > > > > StDvX( MA(C,27) )
> > > > > > > > >
> > > > > > > > > Next bar 301 has Cycle[301] which is 49.
> > > > > > > > > So FinalArray[301] should contain
> > > > > > > > >
> > > > > > > > > StDvX( MA(C,49) ) [301]
> > > > > > > > >
> > > > > > > > > etc.
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Fred"
> > <ftonetti@xxxx>
> > > > > wrote:
> > > > > > > > > > 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.
------------------------ 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/
|