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Terry
Thank you for the explanation. Your example was very clear, and has
cleared up quite a mystery for me as to how code actually is run.
Obviously I thought the all the code was run on bar 1 then all code
run next on bar 2 and so on. From your explanation I see that this
is wrong. So thanks.
I can find many loop examples on the site, and I used to do quite a
bit of coding in Visual Basic - but that was some time ago. Time to
refresh my memory I guess.
Graham also mentioned I might have to use loops so I am indebted to
you both.
Thanks again
Rick
--- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxxx> wrote:
>
> Rick,
>
> RE: Array processing.
>
> Your questions show that I have not explained well enough. This is
the
> "hard part" of array processing, especially for programmers used to
> looping code (which is most all kinds of programming).
>
> What I mean by "Basically the Buy = line is executed ONCE for all
bars
> and it never looks back" is the entire array from bar 0 to bar 5000
(or
> however much data you have) is processed "all at once". Then the
next
> line of code is executed "all at once for all bars of data". Arrays
do
> not go back and forth between different lines of code as you are
> expecting.
>
> So, your Buy array may look like this when it's processed:
> //Where each digit represent a bar of data
> In_trade = 000000000000000000000
> Buy = 000110001010001000011
> Sell = 000000100100010100001
> ExRem(Buy,Sell) = 000100001010001000010 //Eliminates double Buys
> In_Trade = 000111001010001000010 //= 1 when on Buy
>
> So, while you see the value of in_trade in the interpretation window
> your code has finished executing and the value of in_trade, as shown
> above is what you see, BUT at the time the Buy = was executed the
value
> of in_trade was ALL ZERO so your Buy signal does NOT see any of the
> in_trade status.
>
> This problem can be fixed by using looping code so instead of
computing
> all bars of data once (and never "looking back") you can compute
the Buy
> for the first bar of data, store the value of in_trade, compute the
Buy
> for the 2nd bar of data and refer to in_trade[i-1] to see if you are
> currently on a buy or not. (If you need some sample code I can do
that.)
>
> I hope I am clear this time. This is the major point everyone
(including
> myself) gets stuck on when trying to get their minds wrapped around
> array processing.
> --
> Terry
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On
> Behalf Of ricko8294_98
> Sent: Thursday, December 08, 2005 18:12
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: how to get rid of multiple signals from the
> same stock?
>
> Thanks for your reply.
> I do have money - but it is tht next trade I DON'T want to take so
it
> is no that - it is something in the code.
> I appreciate your comments about array processing - something I
> haven't quite sorted out in my mind yet.
>
> In the interest of my learning something here, you said the Buy =
> line is executed once for all bars - yet there are often many buys
> looking back into history - so buys happen more than once.
>
> I can also see the value of in_trade in the Interpretation window
> (using Writeval() )and watch it change from 0 to 1 when the first
> trade of the day occurs. Yet the second buy in the same day occurs
> with in_trade = 1 even though one of the criteria for the Buy is
that
> in_trade be equal to zero. I may be trying to make things more
> simple than they are - but I still do not understand.
>
> I do thank you for your input
> Rick
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxxx> wrote:
> >
> > Something to check...do you have money available to take the
> additional
> > trade?
> >
> > Also I don't believe your code below will work due to ARRAY
> processing.
> > In order to track in_trade, you will need to build a loop and
> generate
> > Buy / Sell signals on a day by day basis. Basically the Buy =
line
> is
> > executed ONCE for all bars and it never looks back so your
in_trade
> > Array = 0 for all bars at the time the Buy statement is executed.
> You
> > can't see this in a plot or Explore because that happens after
> in_trade
> > is computed.
> >
> > in_trade = 0; // to control one trade per day
> > nuday = Day() != Ref(Day(),-1); // to indicate a new day
> >
> > Then my Buy code is
> > Buy = in_trade == 0 AND LongCond1 AND {the rest of my buy
> conditions}
> >
> > then comes my Sell code
> >
> > followed by
> > Buy = exrem(buy,sell);
> >
> > and
> >
> > in_trade = Flip( Buy, nuday); / to reset in_trade for
> > the next day
> >
> > --
> > Terry
> >
> > -----Original Message-----
> > From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx]
> On
> > Behalf Of ricko8294_98
> > Sent: Thursday, December 08, 2005 15:35
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Re: how to get rid of multiple signals from
the
> > same stock?
> >
> > Interesting chat about Yahoo delays, but I still don't have a
> > satisfactory answer to my original question as to why AB ignores
> some
> > variable values in a subsequent BUY signal on the same stock in
the
> > same day
> > Rick
> > --- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@xxxx>
> wrote:
> > >
> > > Hi - I was experiencing long delays (and still am sometimes )
> > between the time I posted a message and the time it appeared
here -
> > often hours, even *days* a couple of times. A while back I
decided
> to
> > start tracing my posts and discovered that the delay was usually
> not
> > Yahoo's fault, it was occurring between 2 of Comcasts servers.
> Seems
> > that service should be better for $50/month... Just thought I
> would
> > pass it along...
> > >
> > > Steve
> > > ----- Original Message -----
> > > From: Joe Landry
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Sent: Thursday, December 08, 2005 8:46 AM
> > > Subject: Re: [amibroker] Re: how to get rid of multiple
signals
> > from the same stock?
> > >
> > >
> > > Intermilan04
> > >
> > > Should be less than 10 hours unless you're waiting for the
> daily
> > digest!
> > > The response times that I experience between posting a note
and
> > seeing it on the forum is
> > > minutes.
> > > Just ran a test just for you and it was less than 2 minutes
out
> > at 7:42 on the
> > > Yahoo group forum at 7:44.
> > >
> > > I'll agree the search is frustrating.
> > >
> > > Best regards
> > > Joe
> > >
> > > ----- Original Message -----
> > > From: intermilan04
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Sent: Thursday, December 08, 2005 12:26 AM
> > > Subject: [amibroker] Re: how to get rid of multiple signals
> > from the same stock?
> > >
> > >
> > > You have a valid point. I might add that this board takes
> ten
> > hours
> > > before your message gets posted, too.
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "siu_john"
<siu_john@xxxx>
> > wrote:
> > > >
> > > > Well, I for one always want to search thru all messages
> first
> > before
> > > > posting since I like instant answers (but I am extremely
> > impressed
> > > > with the amibroker staff's response time, which is pretty
> > close to
> > > > instant :). However, in this group, it is almost
> impossible
> > since
> > > > Yahoo groups don't provide that functionality. They
> require
> > you to
> > > > click a million times in order to search thru all
> messages.
> > Each
> > > > search only searches 1% or so of the messages, even when
no
> > results
> > > > are found within that percentage! -- I have no idea why
> Yahoo
> > groups
> > > > is so behind.. Google groups or almost any other msg
> boards
> > search
> > > > thru all messages instantly. I believe much of the
staff's
> > time can
> > > > be saved from answering repeat questions if this forum is
> > moved to a
> > > > better one.
> > > > -john
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, Graham
> <kavemanperth@xxxx>
> > wrote:
> > > > >
> > > > > I think you will find you need to put this into a for
> loop,
> > or add
> > > > > more variables
> > > > >
> > > > > Have you tried doing a search on the group archives as
> this
> > sae
> > > > > question has been discussed a number of times
> > > > >
> > > > > --
> > > > > Cheers
> > > > > Graham
> > > > > AB-Write >< Professional AFL Writing Service
> > > > > Yes, I write AFL code to your requirements
> > > > > http://e-wire.net.au/~eb_kavan/ab_write.htm
> > > > >
> > > > >
> > > > >
> > > > >
> > > > > On 12/8/05, ricko8294_98 <ricko@xxxx> wrote:
> > > > > > I am having a similar problem with eliminating a
second
> > (or more)
> > > > > > trades on the same stock during the same day. I have
> > included exrem
> > > > > > to eliminate multiple buys before a sell signal is
> given
> > and I don't
> > > > > > want to use a time restriction.
> > > > > >
> > > > > > What my 3 minute bar system has (in part) is the
> > following:
> > > > > >
> > > > > > in_trade = 0; // to control one trade per day
> > > > > > nuday = Day() != Ref(Day(),-1); // to indicate a new
> day
> > > > > >
> > > > > > Then my Buy code is
> > > > > > Buy = in_trade == 0 AND LongCond1 AND {the rest of
my
> buy
> > > conditions}
> > > > > >
> > > > > > then comes my Sell code
> > > > > >
> > > > > > followed by
> > > > > > Buy = exrem(buy,sell);
> > > > > >
> > > > > > and
> > > > > >
> > > > > > in_trade = Flip( Buy, nuday); / to reset in_trade
for
> > the next day
> > > > > > but retain the value (which becomes "1" on the bar
> where
> > the first
> > > > > > buy is executed).
> > > > > >
> > > > > > The system will occasionally issue a second buy
signal
> on
> > the SAME
> > > > > > stock on the SAME day (I can tell because I plot the
> buy
> > arrows)
> > > EVEN
> > > > > > THOUGH the Interpretation window tells me the value
of
> > in_trade at
> > > > > > that point is 1 (not 0 as required by the Buy code).
> > > > > >
> > > > > > So - 2 questions
> > > > > > 1 how can I eliminate the second trade on the same
> stock
> > on the same
> > > > > > day (my primary objective)?
> > > > > >
> > > > > > 2. why does the Buy code ignore the in_trade ==0 part
> of
> > the code?
> > > > > >
> > > > > > TIA
> > > > > > Rick
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > > --- In amibroker@xxxxxxxxxxxxxxx, Graham
> > <kavemanperth@xxxx> wrote:
> > > > > > >
> > > > > > > you can use exrem to remove additional signals
> > > > > > > you can use code to only include the first signal
of
> > the day, or
> > > > > > even
> > > > > > > withi certain time paramters, and exclude others
> > > > > > > It is just matter of adding the right conditions to
> the
> > buy/sell
> > > > > > statements
> > > > > > >
> > > > > > > Buy = ???;
> > > > > > > Sell = ???;
> > > > > > > Buy = exrem(buy,sell);
> > > > > > >
> > > > > > > eg if you only want to buy beofre 10am in the
morning
> > > > > > > Buy = YourBuyConditions and timenum()<100000;
> > > > > > >
> > > > > > > There are a few other ways but could need tailoring
> to
> > your system
> > > > > > > --
> > > > > > > Cheers
> > > > > > > Graham
> > > > > > > AB-Write >< Professional AFL Writing Service
> > > > > > > Yes, I write AFL code to your requirements
> > > > > > > http://e-wire.net.au/~eb_kavan/ab_write.htm
> > > > > > >
> > > > > > >
> > > > > > > On 12/7/05, siu_john <siu_john@xxxx> wrote:
> > > > > > > > Hi Tomasz or anyone,
> > > > > > > > I am doing AA scans/explores on a group or all
of
> my
> > stocks and
> > > > > > in
> > > > > > > > too many times, the signal happens multiple times
> > thru out the
> > > > > > day for
> > > > > > > > the same stock. Thus my results are flooded with
> too
> > many
> > > siganls
> > > > > > > > instead of the only few stocks that are actually
> > returned.
> > > > > > > > I am wondering how do I return either:
> > > > > > > > - the latest signal only per stock (for latest
> > signal purpose)
> > > > > > > > and/or
> > > > > > > > - the first signal and skip to analyse next
stocks
> > in question
> > > > > > (for
> > > > > > > > execution speed purpose)
> > > > > > > >
> > > > > > > > Also, is there a _REAL_ reason to seperate the
> > functionality of
> > > > > > Scans
> > > > > > > > and Explorations? I find it that I like
reporting
> > power of
> > > > > > > > explorations (Scans don't execute Filters,
AddColumn
> ()
> > s, etc.)
> > > > > > and the
> > > > > > > > automation of scans (checkbox of "Scan every x-
> > minutes" don't
> > > > > > apply to
> > > > > > > > explorations). But seems like I can't have both
> > because of the
> > > > > > > > artifically created distinctions.. It would be
so
> > great if
> > > we can
> > > > > > > > have both! (unless there's a much better reason
for
> > the
> > > > > > seperation).
> > > > > > > >
> > > > > > > > thank you so much,
> > > > > > > > -john
> > > > > > > >
> > > > > > > >
> > > > > > > >
> > > > > > > >
> > > > > > > >
> > > > > > > >
> > > > > > > >
> > > > > > > >
> > > > > > > >
> > > > > > > > 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
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> > >
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> > >
> > >
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> > >
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> > >
> > >
> > >
> > >
> > >
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