PureBytes Links
Trading Reference Links
|
Cum adds the new value to the last cum value
if you did Cum(V) then each bar would add the current bar volume to
the cumulative summation. But all for the one symbol
That is where i said you would have to use addtocomposite if you
wanted to group together signals from different symbols. You cannot
pass data between symbols in an exploration.
--
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 12/29/05, Barry Scarborough <razzbarry@xxxxxxxxxxxx> wrote:
> Thanks Graham,
>
> I didn't give you enough info on what I am trying to do. Your code
> gives the same results as what I had coded. The problem is that
> cums seems to look at all the bars of a stock and sums them all.
> What I want is the number of buys and sells for each stock on a
> specific date.
>
> What I am trying to do is find out how many buys, sells and holds
> there are on a specific day. I set the analyzer to use all symbols
> but set the date range to and from = 12/28/05, just one day.
>
> To test it out I wrote a simple function to see what the results
> would be.
>
> myCCI = CCI(14);
> Buy = IIf(myCCI > 50, 1, 0);
> Sell = IIf(myCCI < -50, 1, 0);
> myHold = IIf(myCCI >= -50 AND myCCI <= 50, 1, 0);
> Filter = Buy OR Sell OR myHold ;
> AddColumn(Cum(Buy),"#Buys",1);
> AddColumn(Cum(Sell),"#Sells",1);
> AddColumn(Cum(myHold ),"#Holds",1);
>
> I ran explore and this is part of what I got.
>
> Ticker Date/Time #Buys #Sells #Holds
> A 12/28/2005 578 559 385
> AA 12/28/2005 4197 3834 3029
> AAA 12/28/2005 339 294 261
> AABC 12/28/2005 730 568 721
> AACC 12/28/2005 195 128 129
>
> What I want is a running total of the buys, sells and holds. So this
> is what I wanted to see for 12/28/05.
>
> Ticker Date/Time #Buys #Sells #Holds
> A 12/28/2005 1 0 0 // a buy
> AA 12/28/2005 2 0 0 // a buy
> AAA 12/28/2005 2 1 0 // a sell
> AABC 12/28/2005 2 1 1 // a hold
> AACC 12/28/2005 3 1 1 // a buy
>
> When I complete the Explore I will see the total number of buys,
> sells and holds at the bottom. How do you tell cum to only look at
> the last bar? Or is there another way to total each condition?
>
> Thanks,
> Barry
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
> >
> > I assume you mean the number for each symbol individually
> > Cum(buy) will add the signals and give the progressive answer in
> an exploration
> >
> > filter = buy or sell;
> > addcolumn(cum(buy),"buys",1);
> > addcolumn(cum(sell),"sells",1);
> >
> > If you explore over all quotations you will see the numbers
> >
> > If you were wanting to count them for all of a group of stocks
> > combined then you need to use addtocomposite
> >
> > AddToComposite( Buy, "~Signals", "O");
> > AddToComposite( Sell>0, "~Signals", "C");
> >
> > I use the sell>0 in case you have applystop exits, also you will
> need
> > to add equity(1) before the lines to give the stops a sell number
> >
> >
> > --
> > 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 12/29/05, Barry Scarborough <razzbarry@xxxx> wrote:
> > > I am scanning with a specific criteria and I want to find how
> many
> > > stocks give a buy signal and how many a sell signal. I have
> tried to
> > > use sum and cum but the results seem to be wrong. As explore
> > > progresses through the database I see the buys and sells but I
> added a
> > > column in explore and tried to watch the number of events
> accumulate
> > > but the number never changes. I know there must be an easy way
> to do
> > > this but it alludes me. How would I count the events and then
> put it
> > > in the output column so I can see the number rise with each
> signal?
> > >
> > > Thanks,
> > > Barry
> > >
> > >
> > >
> > >
> > >
> > >
> > > 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 --------------------~-->
Try Online Currency Trading with GFT. Free 50K Demo. Trade
24 Hours. Commission-Free.
http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/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/
|