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Re: [amibroker] Re: AFL drives me nuts



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You will not get a cumulative effext by referencing the variable
within itself like this
Result1 = Ref(Result1, -1) +
       Iif( Higher, Iif( Close > Open, 1.5, 1),
        Iif( Lower, Iif( Close < Open, -1.5, 1),  0));

If you do not want to use loops which is far better you could try
this. From what I can see your results will be different because you
ahve added a different value for result1 with the added conditions and
values

Result1 = cum(
       Iif( Higher, Iif( Close > Open, 1.5, 1),
        Iif( Lower, Iif( Close < Open, -1.5, 1),  0)) );

you could also write this
Lower = (Low1 < Low2[0] AND High1 < High2) OR
       (Low1 < Low2    AND High1 == High2);

as this (also removing the [0] as this will only ever use the value of
the first bar of the array)

Lower = (Low1 < Low2 AND High1 <= High2) ;
--
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 4/6/06, liberte721 <liberte@xxxxxxxxxxxxx> wrote:
> 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
> >
> >
> >
> >
> >
> >
> >
> >   _____
> >
> >
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> >
> >
> >
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> >
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> >
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> >
> >
> >
> >
> >   _____
> >
>
>
>
>
>
>
>
> 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:
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>
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