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I took the (personal) challenge to rewrite the loop in your Digger
code using AFL arrays, since they tend to be much more condensed and
faster than explicit loops.
I think I did this translation correctly, but I get a very different
result, which makes me suspect there is something I am missing about
how explicit loops are implemented, or how array calculations are
implemented. I really need to understand this, so someone please
explain. Thanks.
Oh, there was one possibly inconsistent expression concerning how
the "Lower" condition is computed, but although it makes no
difference in the explicit loop, it makes a huge difference in the
array calcs.
Here it is:
Result1 = 0;
Result2 = 0;
Result3 = 0;
High1 = High;
High2 = Ref(High, -1);
Low1 = Low;
Low2 = Ref(Low, -1);
Higher = High1 > High2 AND Low1 >= Low2;
// The following seems more consistent with the Higher calculation.
//Lower = Low1 < Low2 AND High1 <= High2;
// The following seems consistent with the logic in the loop.
Lower = (Low1 < Low2[0] AND High1 < High2) OR
(Low1 < Low2 AND High1 == High2);
Result1 = Ref(Result1, -1) +
Iif( Higher, Iif( Close > Open, 1.5, 1),
Iif( Lower, Iif( Close < Open, -1.5, 1), 0));
Result2 = Ref(Result2, -1) +
Iif( Higher, 1,
Iif ( Lower, -1, 0 ));
Result3 = Result1 - Result2;
Plot( result1, "Digger 1", colorGreen, 1);
Plot( result2, "Digger 2", colorBlue, 1);
Plot( result3, "Digger 3", colorRed, 1);
--- In amibroker@xxxxxxxxxxxxxxx, Rush <rushingitagain@xxx> wrote:
>
> Digger was just an idea I had yesterday for an indicator that would
show
> OB/OS. I ended up with this:
>
>
>
> result1 = 0;
>
> result2 = 0;
>
> result3 = 0;
>
>
>
> for ( i = 1; i < BarCount; i++ ){
>
> High1 = High[i];
>
> High2 = High[i-1];
>
> Low1 = Low[i];
>
> Low2 = Low[i-1];
>
>
>
> if((High1 > High2 AND Low1 > Low2) OR (High1 > High2
AND Low1
> == Low2)){
>
> if(Close[i]>Open[i]){
>
> result1[ i ] = result1[i - 1] + 1.5;
>
> }else{
>
> result1[ i ] = result1[i - 1] + 1;
>
> }
>
> result2[ i ] = result2[i - 1] + 1;
>
> result3[ i ] = result1[ i ] - result2[ i ];
>
> }else if((Low1 < Low2[0] AND High1 < High2) OR (Low1
< Low2
> AND High1 == High2)){
>
> if(Close[i]<Open[i]){
>
> result1[ i ] = result1[i - 1] - 1.5;
>
> }else{
>
> result1[ i ] = result1[i - 1] - 1;
>
> }
>
> result2[ i ] = result2[i - 1] - 1;
>
> result3[ i ] = result1[ i ] - result2[ i ];
>
> }else{
>
> result1[ i ] = result1[ i - 1];
>
> result2[ i ] = result2[ i - 1];
>
> result3[ i ] = result1[ i ] - result2[ i ];
>
> }
>
> }
>
>
>
> Plot( result1, "Digger 1", colorGreen, 1);
>
> Plot( result2, "Digger 2", colorBlue, 1);
>
> Plot( result3, "Digger 3", colorRed, 1);
>
>
>
>
>
>
>
>
>
> _____
>
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of Joe Landry
> Sent: 05 April 2006 15:54
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] AFL drives me nuts
>
>
>
> Yup, i goes from 1 to 3593 on my system with the issue I had
selected.
>
> //////////////////////////////////////////////////
>
> result = 0; Null;
>
> for ( i = 1; i < BarCount; i++ )
>
> {
>
> _TRACE("count" + i);
>
> ////////////////////////////////////////////////////////////
>
> What's the significance of Digger? I can see
>
> it might measure thrust but it seems to track my price array of the
issue
> under test. Are there significant
>
> levels that are triggers?
>
> Best regards
>
> Joe
>
> ----- Original Message -----
>
> From: Joe Landry <mailto:jelandry@...>
>
> To: amibroker@xxxxxxxxxxxxxxx
>
> Sent: Wednesday, April 05, 2006 8:40 AM
>
> Subject: Re: [amibroker] AFL drives me nuts
>
>
>
> You'll need to down load a tool called Debugview and have it
running while
> you execute your AFL with
>
> _TRACE statement interlaced over your program at breakpoints, or
what ever.
>
>
>
> See the reference program Pivot Finder by Mark.... I've found I
have to be
> selective in what I print out.
>
> since if you put TRACE statement inside your "for loop" you'll get
a few
> thousand bars of out put where you can see if
>
> i goes from 1 to Barcount.
>
>
>
> Hope this helps'
>
> JOE
>
>
>
>
>
> _TRACE
> - print text to system debug viewer
>
> Miscellaneous functions
> (AFL 2.4)
>
>
>
>
> SYNTAX
>
> _TRACE(
>
>
> RETURNS
>
> NOTHING
>
>
> FUNCTION
>
> Write debug messages from AFL code to system debug viewer. (it calls
> internally OutputDebugString Win API function). To view debug
messages you
> have to run DebugView freeware program from
<http://www.sysinternals.com/>
> http://www.sysinternals.com
>
>
> EXAMPLE
>
> _TRACE("This is a test");
>
>
> SEE ALSO
>
>
>
>
> References:
>
>
> The _TRACE function is used in the following formulas in AFL on-line
> library:
>
> * Pivot Finder
> <http://www.amibroker.com/library/detail.php?id=359&hilite=_TRACE>
>
>
> More information:
>
>
> ----- Original Message -----
>
> From: Rush <mailto:rushingitagain@...>
>
> To: amibroker@xxxxxxxxxxxxxxx
>
> Sent: Wednesday, April 05, 2006 8:22 AM
>
> Subject: RE: [amibroker] AFL drives me nuts
>
>
>
> How do you do a trace?
>
>
>
>
> _____
>
>
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of Joe Landry
> Sent: 05 April 2006 15:03
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] AFL drives me nuts
>
>
>
> Yes, it does look logical to me and if you change your starting
result to
> zero ...result =0; it generates and array, Whether that is correct
or not,
> I have no way of knowing unless I debug/trace it.
>
>
> Hope this helps
>
> JOE
>
> ----- Original Message -----
>
> From: Rush <mailto:rushingitagain@...>
>
> To: amibroker@xxxxxxxxxxxxxxx
>
> Sent: Wednesday, April 05, 2006 7:09 AM
>
> Subject: [amibroker] AFL drives me nuts
>
>
>
> This looks correct and logical to me, but it doesn't work.
>
> result = Null;
>
> for ( i = 1; i < BarCount; i++ ){
>
> High1 = High[i];
>
> High2 = High[i-1];
>
> Low1 = Low[i];
>
> Low2 = Low[i-1];
>
> if((High1 > High2 AND Low1 > Low2) OR (High1 >
High2 AND
> Low1 == Low2)){
>
> result[ i ] = result[i - 1] + 1;
>
> }else if((Low1 < Low2 AND High1 < High2) OR (Low1 <
Low2 AND
> High1 == High2)){
>
> result[ i ] = result[i - 1] - 1;
>
> }else{
>
> result[ i ] = result[ i - 1];
>
> }
>
> }
>
> Plot( result, "Digger", ParamColor( "Color", colorBlack ),
> ParamStyle("Style"));
>
> Thanks
>
>
>
>
>
> 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
>
>
>
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>
> _____
>
Please note that this group is for discussion between users only.
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