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Hi Herman
The Algorithm is reasonably straight forward, it may however be tricky in some part to implement it
Here it goes
1. Convert datenum to a linear continuous time scale. The most popular one is Rata Die time Format. I'll attach the code at the end of this post.
2. move back one day
3. if its either weekend or holiday move back two or one day respectively
4. repeat step 3 until all holidays/weekend
5. convert it back to datenum
Now holidays can sometimes be a little tricky, some fall on weekends and especially easter. Fortunately, there are plenty of codes out on the internet for calculating easter. one of them is http://archive.ely.anglican.org/etc/easter2.c which can be readily converted into a dll. this site should give you the holidays you need http://www.timeanddate.com/calendar/
here is the code for RatDie Date Format conversion, iRataDie only converts to yy mm dd at the moment, but can be convert to datenum quickly.
Let me know how you get on.
function
RataDie(dnum)
// converts date to the Rata Die format
// yyyy - the year
// mm - the month
// dd - the day of the month
// http://www.decimaltime.hynes.net/dates.html#rd
{
num = dnum /
10000; //year and month
yyyy =
int(num) + 1900;
num =
frac(num) * 100; // month and day
mm =
int(num);
dd =
frac(num)*100;
yyyy = yyyy +
int((mm-14)/12);
mm =
IIf(mm < 3, mm+12, mm);
rd = dd +
int((153*mm-457)/5) + 365*yyyy + int(yyyy/4) - int(yyyy/100) + int(yyyy/400) - 306;
return (rd);
}
global
dd, mm, yr;
function
iRataDie(rd)
{
z = rd +
306;
g = z -
0.25;
a =
int(G/36524.25);
b = a -
int(A/4);
yr =
int((b + g)/365.25);
Cc = b + z -
int(365.25 * yr);
mm =
int((5 * Cc + 456)/153);
dd = Cc -
int((153*mm-457)/5);
yr =
IIf(mm > 12, yr + 1, yr);
mm =
IIf(mm > 12, mm - 12, mm);
return yr;
}
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Herman
Sent: Monday, 7 May 2007 7:52 AM
To: AmiBroker
Subject: [amibroker] AFL Challenging: find yesterday's system data
since there has been some talk about solving riddles using AFL one of you gurus might be in the mood to look at my problem: In my AT system I need to know the datenum for the previous trading day (Mon-Fri OK) using my system datetime as reference, i.e i should get that datenum even if I have no data for that day.
TIA,herman.
I got this far:
// Leap year:
// 1. Every Year divisible by 4 is a leap Year.
// 2. But every Year divisible by 100 is NOT a leap Year
// 3. Unless the Year is also divisible by 400, then it is still a leap Year.
SysDateNum = Now(3);
SysYear = int(SysDateNum/10000)+1900;
LeapYear = ( SysYear%4 == 0 AND SysYear%100 != 0 ) OR SysYear%400 == 0;
SysMonth = int(SysDateNum/100)%100;
if( LeapYear ) DaysInMonth = "31,29,31,30,31,30,31,31,30,31,30,31";
else DaysInMonth = "31,28,31,30,31,30,31,31,30,31,30,31";
Title = "\n"+WriteIf(LeapYear,"LeapYear","NOT a LeapYear")+
", "+ NumToStr(SysYear,1.0,False)+"\n"+
"#Days in Month: "+DaysInMonth+"\n"+
" Month Number: "+NumToStr(SysMonth,1.0,False);
Monday, May 7, 2007, 1:33:24 AM, you wrote:
> Joseph's answer is correct.
> Gosh ! I thought that I would just illustrate the utility and
> flexibility of .afl - all without revealing my super secret and
> extremely profitable trading system. :>)
> A more complete set of rules:
> 1. E, L, F, O are integers in the range 0 to 9.
> 2. E != L != F != O
> 3. The O is a letter, not the number zero.
> 4. Yahoo! does compress out all of the white spaces, making the
> columns mis-align. It is supposed to be the sum of 2 - 3 digit
> numbers equaling a 4 digit number.
> At the risk of turning this into a monster of off topic discussion -
> here's another
> EGG + EGG = PAGE
> I won't post the code for this, although the code from the first
> posting can be easily modified to get the answer - showing the
> operation of array indexes, nested loops and the operation of the if
> statement.
> ReefBreak
>
> --- In amibroker@xxxxxxxxxps.com, "J. Biran" <jbiran@xxx> wrote:
>> I think the answer is much simpler:
>> F in the result has to be 1 (carry), the rest is automatic
>>
>> ELF 721
>> + ELF 721
>> ________ _______
>> FOOL 1442
>> Joseph Biran
>> ____________________________________________
>> -----Original Message-----
>> From: amibroker@xxxxxxxxxps.com [mailto:amibroker@xxxxxxxxxxxxxxx] On
>> Behalf Of Dennis Brown
>> Sent: Friday, May 04, 2007 8:33 PM
>> To: amibroker@xxxxxxxxxps.com
>> Subject: Re: [amibroker] Re: AmiBroker 4.94.0 BETA released
>> LOL,
>> The brute force solution in AFL. I have solved many problems this
>> way with BASIC, APL, etc.
>> However, looking at this problem, it looks more like a logic problem
>> than a math problem.
>> You get a big hint because:
>> F+0 = L therefore L= F
>> E +0 +carry = F therefore E = F - 1
>> substituting you get:
>> c c
>> F-1 F F
>> F-1 F F
>> ---------------------
>> F 2F 2F F
>> to make a carry: 2F > 10 therefore F>4 and O = 2F-10
>> L&F = 5, E = 4, O = 0
>> L&F = 6, E = 5, O = 2
>> L&F = 7, E = 6, O = 4
>> L&F = 8, E = 7, O = 6
>> L&F = 9, E = 8, O = 8
>> Fun one,
>> Dennis
>> On May 4, 2007, at 10:15 PM, Ed Hoopes wrote:
>> > AFL a powerful and flexible language - YES !
>> >
>> > A math teacher friend of mine gave me the following problem:
>> >
>> > ELF
>> > + ELF
>> > ________
>> >
>> > FOOL
>> >
>> > Each letter is an integer variable over the range 0 - 9.
>> > Find the values of E, L, F, O.
>> >
>> > After contemplating solving 4 equations in 4 unknowns, I decided to
>> > solve it by brute force with AFL. Coded as follows:
>> >
>> > // elf
>> > // + elf
>> > //_______
>> > // fool
>> >
>> > for (eee = 0; eee < 10; eee++)
>> > {
>> > for ( lll = 0; lll < 10; lll = lll + 2 )
>> > {
>> > for( fff = 0; fff < 10; fff++ )
>> > {
>> > elf = 100 * eee + 10 * lll + fff ;
>> > for (ooo = 0; ooo < 10; ooo++ )
>> > {
>> > fool = 1000*fff + 100*ooo + 10*ooo + lll;
>> > if(2*elf[fff] == fool[ooo])
>> > printf("eee= " + eee + " lll= " + lll + " fff= " + fff + "
>> ooo= " +
>> > ooo + "\n" ) ;
>> > else
>> > xxx=0 ;
>> > }
>> > }
>> > }
>> > }
>> >
>> > Excuse the wrapping.
>> >
>> > AFL is GREAT !
>> >
>> > ReefBreak
>> >
>> > --- In amibroker@xxxxxxxxxps.com, "brian_z321" <brian_z321@>
>> wrote:
>> >>
>> >> --- In amibroker@xxxxxxxxxps.com, "jim_trades_stocks" <jnk1997@>
>> >> wrote:
>> >>>
>> >>> Forget about trading, making money...Baaah!, no time for that!
>> >>>
>> >>> Your mission is to keep up with the advanced functions,
>> >> capabilities
>> >>> and coding of Amibroker for a lifetime adventure of backtesting
>> and
>> >>> viewing theoretical equity curves.
>> >>>
>> >>> I Guess the new evolutionary "AFL Wizard" didn't make it within 2
>> >>> months as was promised.
>> >>
>> >> Jim,
>> >>
>> >> No one knows how to push peoples buttons more than a sales
>> executive.
>> >>
>> >> So you want your Formula Wizard and you want it now and you mounted
>> a
>> >> public campagn to bustle Tomasz into doing it?
>> >>
>> >> I am a goer myself so I have a sneaking regard for others who have
>> >> balls
>> >>
>> >> Perhaps you, and others, should consider the affect that this
>> public
>> >> and constant tearing away at Tomasz's persona has on him.
>> >>
>> >> He is a brilliant person but he is also human, just like us.
>> >>
>> >> On top of that you divert Tomasz's attention away from productive
>> >> tasks and the same applies to group members who have to come in and
>> >> post to provide some balance.
>> >>
>> >> Also, I think you will find there are better ways to get what you
>> >> want without the need for public blustering.
>> >>
>> >> I am an aggressive person but I have learnt that controlled
>> >> aggression, proactively directed, is the way to use that energy
>> >> constructively; sport is the arena where this is most apparent to
>> any
>> >> observer.
>> >>
>> >> As I said in another post, I have found Tomasz very approachable,
>> yes
>> >> even susceptible, to a well presented private petition.
>> >>
>> >>
>> >> FTR
>> >>
>> >> I have been a persistent and strong campaigner on user easy
>> features
>> >> since I joined the Ami forum but a Formula Wizard does not get my
>> >> vote.
>> >> I have used them in other programs and they just don't do anything
>> >> for me.
>> >> However if Tomasz wants to do it there will be no complaints from
>> me.
>> >>
>> >> The reason?
>> >>
>> >> I trust Tomasz's ability to steer the ship, and, aside from
>> offering
>> >> no strings attached suggestions here and there I leave him to get
>> on
>> >> with his job and I get on with mine.
>> >>
>> >> 55 years old has nothing to do with it.
>> >> Neither does *I am not trained in programming or computers*
>> >> *I have a full time job and a family to care for* has a lot to do
>> >> with it.
>> >>
>> >> I empathise with the fact that you are a road warrior; a tough
>> career
>> >> choice.
>> >>
>> >> All the best for your career and your trading,
>> >>
>> >> Brian.
>> >>
>> >
>> >
>> >
>> >
>> > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
>> > http://www.amibroker.com/devlog/
>> >
>> > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
>> http://www.amibroker.com/devlog/
>> 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
> For other support material please check also:
> http://www.amibroker.com/support.html
>
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