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Hi Ed and AmiBrokerites,
I'm still a little green around the edges when it comes to programming
in AFL, so I would like to ask the Ed and the other experienced coders a
question or two in order that I have a better understanding of the
symantecs and syntax of the AFL language. I'll use the code that Ed
posted to the list a little while ago as a basis for my questions:
On Mon, 1 Jan 2007, Edward Pottasch wrote:
> ... Someone mentioned Dimitris Tsokakis who often posted very
> interesting code. Here is some of his ingenious code that triggered
> an idea for a system I currently use,
>
> rgds, Ed
>
> // Generalised Sequential buy/sell signals
> SetChartOptions(0, chartShowDates);
> GraphXSpace = 5;
> Plot(C,"C",colorWhite,64);Title=Name()+",";
I understand what the above does. It's what's in the loops that I find
a little confusing, with regard to arrays and scalars.
Here's how Nick (the AFL greenhorn) parses the code within the for loop:
> for(x=5;x<25;x++)
> {
> b2=Sum(C<Ref(C,-3),x)==x;
1) 'x' is a scalar variable, (the iterator variable of the for loop).
2) 'C' is an array variable of all the closing prices
3) 'Ref(C,-3)' is an array with the closing prices shifted forward
by 3 bars (ie. for each position in C, it evaluates to the value in
the C array from 3 bars ago).
4) 'C<Ref(C,-3)' evaluates to an array which has TRUE (represented by
a numeric constant 1) elements whenever a closing price bar of the
array C has a value that is less than the closing price from 3
bars ago.
Question: When you are comparing C with Ref(C,-3), what are
the first 3 values in the Ref(C,-3) array? Are they
undefined or do they have some default value in them?
It seems to me that the comparison of C and Ref(C,-3)
is only valid from the 4th element of C and onward.
Am I correct in my thinking here?
5) 'Sum(C<Ref(C,-3),x)' This statement appears to depend on the value
of TRUE, which in AFL I am assuming is always equal to numeric
constant 1. So, it evaluates to an array in which each element is
the sum of the previous x elements, ie. a count of how many times
in the past x elements, the closing price was less than the closing
price 3 bars ago.
6) 'Sum(C<Ref(C,-3),x)==x' evaluates to an array or TRUE (1) or
False (0) elements, where a TRUE element represents a bar that
is the x'th bar of a consecutive series of x closes, each of which
having a closing price less than the closing price 3 bars before it.
Question: In this expression, there is a mix of array variables
and expressions and a scalar variable 'x'. Am I
correct in assuming that scalar 'x' is temporarily
promoted to an array in which every element is equal
to the scalar value held in 'x'?
7) 'b2' is an array which contains values of True (1) or False (0).
Wherever there is a TRUE element, there has been a run of x bars,
each having a closing price less than the close 3 bars prior.
Question: What are the first x elements of b2? Are they
undefined or can I expect them to have some default
value in them?
> Buy=b2==0 AND Ref(b2,-1);
8) Here the Buy array is assigned valued of TRUE (1) or FALSE (0).
An element of BUY is true if the the current element of b2 is 0
(FALSE) and if follows an element which is 1 (TRUE) - which
I interpret this as follows: Buy when there the previous bar
concludes a run of x closes, each of which had a closing price
less than the close 3 bars ago AND where the current bar has
broken that pattern and the price hasn't dropped as much or is
starting to rise.
Question: How am I doing so far?
I'll stop asking questions here because it's probably enough for now and
also because I'm confused as to why the Buy array assignment statement
and the following three statements are within a for() loop.
Thanks in advance to those that take the time to help a greenhorn!
Nick
> PlotShapes((shapeHollowSmallCircle)*b2,x);
> PlotShapes(shapeUpArrow*Buy,colorWhite,0,C,0 );
> Title=Title+WriteIf(b2,"b["+WriteVal(x,1.0)+"]","");
> }
>
> for(x=5;x<25;x++)
> {
> S2=Sum(C>Ref(C,-3),x)==x;
> Sell=s2==0 AND Ref(s2,-1);
> PlotShapes((shapeHollowSmallCircle+shapePositionAbove)*s2,x);
> PlotShapes(shapeDownArrow*Sell,colorYellow,0,C,0 );
> Title=Title+WriteIf(s2,"s["+WriteVal(x,1.0)+"]","");
> }
>
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