|
PureBytes Links
Trading Reference Links
|
Thanks Tomasz,
Your comments always provide clarity.
I am really enjoying Ami.
ATC and IIF are favourites already.
Nz is a nice little extra as well.
I am sure there are plenty more gems for me to find yet.
Cheers,
BrianB2.
P.S For the benefit of others I should have also mentioned in my
opening post that there are some interesting points to be found by
searching the PDF help file for null.
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
wrote:
>
> Hello,
>
> In AFL general rule is:
> Null if included in any part of _arithmetic_ expression produces
Null result.
>
> Null when placed in conditional expression is equivalent to False.
>
> Caveat:
> By default (for speed reasons) AmiBroker checks for nulls that
appear in the beginning of the array
> and in the end of the array and once non-null value is detected it
assumes no further holes (nulls) in the middle).
> If you want to perform Null calculations
> where Nulls are spread in random places throughout entire array
you need to use
>
> SetOption("EveryBarNullCheck", True);
>
> Note however that turning it on gives huge performance penalty
(arithmetic operations are performed even 4x slower when this option
> is ON, so don't use it unless you really have to).
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "brian.z123" <brian.z123@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Wednesday, October 04, 2006 4:37 AM
> Subject: [amibroker] Re: Treament of Null Value
>
>
> Hello David,
>
> This is a very good question that deserves a good answer.
> Truly this is a question for the alpha-techs but all you got was
me.
>
> At the moment I limit myself to no more than one topic a week and
> you are the lucky, or unlucky, chosen one.
> After this I may change to one a month.
>
> Here are my credentials so you can decide if it is worth your while
> to read on:
>
> I am a free man first and trading comes somewhere after that (along
> with husband, father, grandfather, cook, gardener, handyperson
etc).
> As a trader I only learn the math/programming/computer techs that I
> am obliged to.
> In my answers I aim to provide enough leads to enable the forum to
> prove me right or wrong, if they so choose.
> I don't provide answers; only directions towards them (you have to
> climb the mountain yourself).
> I seldom elaborate, except to correct my errors or clarify my
points.
> This may seem harsh but anyone who can't follow some simple
> guidelines is highly unlikely to make a good trader so it is in
> their best interests if they are knocked out of the game early.
> I like to assist people to succeed but I leave them to fail alone.
>
> There has been a lot of interesting dicussion on this or related
> subjects in this forum in the past.
> It is a topic best considered as part of group rather than as a
> standalone.
> I used the advanced search feature of this forum to search subject
> headings for NAN, NULL, EMPTY, IEEE, FINITE, TRUE.
> There are additional messages with these topics in the body but I
> found sufficient information even when limiting the search to
> subject only.
> There are some good links in the messages that go to advanced or
> tech level references if required.
> They also include posts by Tomasz that explain the AB philosophy,
so
> I will not repeat that information here.
>
> Over the years AB's handling of null has evolved so you have to
keep
> that in mind when reading back posts.
>
> As a result of reading the archives and using Explorer to test
> specific cases I believe I now have a reasonable laymans
> understanding of the subject as it applies to AB.
> In any case, I always triple check my projects for any exceptional
> behaviour, including null/zero effects.
> As a caution I would advise you to check my results for yourself
and
> be careful of null exceptions in your work.
> Obviously I have not checked all possible scenarios.
>
>
> For the benefit of my laybrothers and laysisters I provide the
> following definitions:
>
> http://www.webopedia.com/TERM/N/null_character.html
>
> A character that has all its bits set to 0. A null character,
> therefore, has a numeric value of 0, but it has a special meaning
> when interpreted as text. In some programming languages, notably C,
> a null character is used to mark the end of a character string. In
> database and spreadsheet applications, null characters are often
> used as padding and are displayed as spaces.
>
> http://en.wikipedia.org/wiki/Null_%28computer%29
>
> Null has several meanings in computer programming.
> In many disciplines, the concept of null allows a three-valued
> logic, with null indicating "unknown value". The SQL database query
> language uses Null in this way, as do Visual Basic
> (Termed "Nothing") and its derivatives. In this model, an
expression
> that depends on the value of a Null operand will evaluate to Null
> (VB) or "unknown" (SQL).
>
>
>
> For this discussion Null == Empty == Traders speak for no data
> == ; (?)
>
> Null is not a reserved variable.
> Neither is it a function.
> AB uses it without complaint however e.g.
>
> AddColumn(IIf( DayOfWeek() == 5, Null,1),"NullTest",1.5);//produces
> Null every Friday when used in explore.
>
> Using combinations of the following code I was able to test current
> null and zero behaviour in some typical AB applications:
>
> //allows Explorer testing of Null behaviour
>
> N = IIf( DayOfWeek() == 5, Null,1);
> P = 1 - N ;// formula P alternative is 1 - Null
> //P = N/0; // formula P alternative is Null/0
> AddColumn(IsNull(N),"IsNullFri",1.5);
> AddColumn(P,"IsNullMath",1.5);
>
> //allows Explorer testing of zero behaviour
>
> AddColumn(1/0,"Math",1.5);
>
> My findings are as follows (use at your own risk):
>
> Substituting the word Null for N in formula P produces Null as the
> result of all */+- combinations including o cases.
>
> For all cases of */+- using N:
>
> Null + 1 == Null
> Null - 1 == Null
> 1 - Null == 10,000,000,000 OR (+1 E10?)
> 1 + Null == Null
>
> 0/Null == 0
> Null/0 == -1.#INFO
> Null/1 == Null
> 1/Null == -0.0000
>
> 1 * Null == Null
> Null * 1 == Null
> 0 * Null == 0
> Null * 0 == 0
>
> N * N == 100,000,002,004,087,730,000
> N/N == 1
> N + N == -20,000,000,000
> N - N == 0
>
> The maths test 1/0 produces the result 1.#INFO
>
>
>
> That's all from me and it's all from him.
>
> BrianB2 ::-) (sunglasses on forehead)
>
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "David Weller" <wellerdr@>
> wrote:
> >
> > How does AmiBroker treat Null values?
> >
> >
> >
> > When there is no current position then following code does not
> execute as
> > the return value is a Null. But I think it should. When there
are
> open
> > positions the value is greater than 0 then this piece code
> executes fine.
> >
> >
> >
> >
> >
> > if (ibc.GetPositionInfo(Name(),"Avg. cost") <=
> > LastValue(C))
> >
> >
> >
> > I fixed this situation by first checking if( ibc.GetPositionSize
(
> Name() )
> > == 0 ) meaning no existing positions and routing only open
> positions > than
> > 0 to the above code.
> >
> >
> >
> > In Hex Null is 000 which is less than all other numbers. Just
not
> > understanding the situation. Working with the IB Interface and
> really like
> > this capability.
> >
> >
> >
> > Dave
> >
>
>
>
>
>
>
>
> 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
>
|