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PS, don't be deterred! Not all of us are speed-freaks :-)
I (and from what i have seen on this list: many others) loved your excellent Gfx demo and I am sure to use some of your techniques in my future work. It has versatility that you do not have in the AA. Beside having this extra AA window open all the time bothers me; I prefer everything neat in one layout.
Please keep on contributing it is refreshing to see some untraditional application. Traditional TA is like pulling bones out of a coffin.... stuffy and boring!!!!
best regards,
herman
Wednesday, June 6, 2007, 3:54:06 PM, you wrote:
> Ouch, if that is not a slap in the face for contributing code (with
> explanation of how NOT to use it), I don't know what is.
> Guess it was my last one.
> PS
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
> wrote:
>> Frankly speaking running correlation matrix inside INDICATOR window
>> is a VERY VERY BAD idea. Gfx functions ARE NOT intended to be used
>> in areas where better and less time-consuming methods exists for
> years.
>> It makes no sense to put this into indicator code because
>> it will be re-computed with every refresh (mouse click on chart).
>> A rule for indicator code is that IT MUST be written so it executes
> BELOW 1 second.
>> Any formula that takes longer than 1 second to execute should NOT
> be used
>> as indicator.
>> Correlation matrices like that are WAY better to be done inside AA
> window.
>> Here is the formula (EXPLORATION):
>> symlist = CategoryGetSymbols( categoryWatchlist, 0 );
>> Filter = Status("lastbarinrange");
>> for( i = 0; ( sym = StrExtract( symlist, i ) ) != ""; i++ )
>> {
>> Corr = Correlation( C, Foreign( sym, "C" ), 252 );
>> Clr = 32 + SelectedValue( Corr ) * 32;
>> AddColumn( Corr, sym, 1.2, ColorHSB( 128+Clr, 255, 255 ) ,
> ColorHSB( Clr, 255, 255 ) );
>> }
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>> ----- Original Message -----
>> From: David Fitch
>> To: amibroker@xxxxxxxxxxxxxxx
>> Sent: Tuesday, June 05, 2007 6:31 PM
>> Subject: Re: [amibroker] Re: Corr Matrix via Gfx functions
>> AB still locks up when I try this code. I cannot place it in a
> pane. AB just stops. I'm wondering if it has anything to do with the
> use of "CategoryGetSymbols" function. According to help, it is
> looking for watchlists 0 to 63. I have deleted the original 0 - 63
> watchlists and replaced them with new ones that are 0-75. Could not
> using the original watchlists cause this problem?
>> Thanks
>> Dave
>> ----- Original Message -----
>> From: vlanschot
>> To: amibroker@xxxxxxxxxxxxxxx
>> Sent: Tuesday, June 05, 2007 1:31 AM
>> Subject: [amibroker] Re: Corr Matrix via Gfx functions
>> Make sure you choose a watchlist (via
>> Parameters) that has at least 2 but does not have too many
> securities
>> in it, say less than 50 if you use 1 pane.
>> Also, as is generally the case in AB, cross-sectional analysis
> (i.e.
>> matrix calculations across stocks) is very computer intensive.
>> PS
>> --- In amibroker@xxxxxxxxxxxxxxx, "jayhart_1972"
> <jayhart_1972@>
>> wrote:
>> >
>> > PS - thanks for sharing, looks interesting. BTW, has anyone
> got
>> this
>> > to work? When I applied the indicator I get nothing but a
> blue
>> screen
>> >
>> > J
>> >
>> > --- In amibroker@xxxxxxxxxxxxxxx, "vlanschot" <vlanschot@>
> wrote:
>> > >
>> > > Thought I'd share the following code.
>> > >
>> > > PS
>> > >
>> > > //Simple application of the new Gfx functions, basically
>> calculating
>> > > //the correlation matrix of any WL of choice. You can
> easily
>> adjust
>> > > //this code to move to Var-Covar matrix, etc.
>> > > // PS 28/05/07
>> > >
>> > >
>> > > GfxSetOverlayMode(2); // Show Only Matrix
>> > >
>> > > function NrSecs(ListType,ListNr)
>> > > {
>> > > global NrPosPrices;
>> > >
>> > > if(ListType==1) ExtrList = CategoryGetSymbols
>> > > (categoryGroup,ListNr);
>> > > else if(ListType==2)ExtrList = CategoryGetSymbols
>> > > (categoryWatchlist,ListNr);
>> > > else if(ListType==3)ExtrList = CategoryGetSymbols
>> > > (categoryIndustry,ListNr);
>> > >
>> > > NrSecurs=0;
>> > > NrPosPrices=0;
>> > >
>> > > for( n=0; (Ticker=StrExtract( ExtrList, n))!= ""; n++)
>> > > {
>> > > NrSecurs=NrSecurs+1;
>> > > SetForeign(Ticker);
>> > > Prijs=C;
>> > > RestorePriceArrays();
>> > > NrPosPrices=NrPosPrices+IIf(Prijs!=Null AND
>> > > Prijs>0,1,0);
>> > > }
>> > > return NrSecurs;
>> > > }
>> > >
>> > > function PrintTxtInCell( Str, row, Col, CellWidth,
> CellHeight,
>> > > HorzAdj, VertAdj, Formaat )
>> > > {
>> > > GfxDrawText( Str, Col * CellWidth + HorzAdj, row *
> CellHeight +
>> > > VertAdj, (Col + 1 ) * CellWidth, (row + 1 ) * CellHeight,
>> Formaat);
>> > > }
>> > >
>> > > function PrintInCell( val, row, Col, CellWidth, CellHeight,
>> > HorzAdj,
>> > > VertAdj )
>> > > {
>> > > GfxDrawText( NumToStr(val), Col * CellWidth + HorzAdj, row
> *
>> > > CellHeight + VertAdj, (Col + 1 ) * CellWidth, (row + 1 ) *
>> > > CellHeight, 1|32|4);
>> > > }
>> > >
>> > >
>> > > //CH = Param("CellH",20,10,100,5);
>> > > //CW = Param("CellW",100,10,300,5);
>> > > HA=0;
>> > > VA=0;
>> > >
>> > > String = "" ;
>> > > for ( x = 0 ; x < 200 ; x++ )
>> > > {
>> > > WList = CategoryGetName( categoryWatchlist, x );
>> > > if (WList != "" )
>> > > {
>> > > String = String + WList +"," ;
>> > > // Creates a list of WatchLists, NOT symbols !!!
>> > > }
>> > > }
>> > > WatchList = ParamList ( "Watch List", String );
>> > >
>> > > WLnr=CategoryFind(WatchList,categoryWatchlist);
>> > > WLSymbols = CategoryGetSymbols(categoryWatchlist,WLnr);
>> > >
>> > > NrSymbs = NrSecs(2,WLNr);
>> > >
>> > > CW= Status("pxwidth")/(NrSymbs+1);// In order to allow
> Rowheadings
>> > > CH = Status("pxheight")/(NrSymbs+1);//Colheadings
>> > >
>> > > //GfxSetTextAlign(6 | 24);
>> > >
>> > > RetLB = Param("RetLB",1,1,100);
>> > > CorrLB = Param("CorrLB",30,5,256);
>> > >
>> > > Start = BarCount-RetLB;
>> > >
>> > > ActBar = Min(BarCount-1,LastValue(SelectedValue(BarIndex
> ())));
>> > > ActD = LastValue(SelectedValue(DateTime()));
>> > >
>> > > GfxSelectFont( "MS Serif", CH/4,800);
>> > > PrintTxtInCell( "CorrM @:\n"+NumToStr(ActD,formatDateTime),
> 0,
>> > 0,CW,
>> > > CH, HA, VA, 1);
>> > >
>> > > for ( x = 0 ; (Ticker = StrExtract ( WLSymbols, x ))!="" ;
> x++ )
>> > > {
>> > > SetForeign(Ticker);
>> > > RetTick = ROC(C,RetLB);
>> > > FN = FullName();
>> > > RestorePriceArrays();
>> > >
>> > > GfxSelectFont( "MS Serif", CH/4,800);
>> > > PrintTxtInCell( Ticker, 0, x+1 ,CW, CH, HA, VA,1|32|4 );
>> > >
>> > > GfxSelectPen( colorBlue );
>> > >
>> > > for( i = 0; (Ticker2 = StrExtract ( WLSymbols, i))!="" ;
> i++ )
>> > > {
>> > > SetForeign(Ticker2);
>> > > RetTick2 = ROC(C,RetLB);
>> > > FN2 = FullName();
>> > > RestorePriceArrays();
>> > >
>> > > if (Ticker2 == Ticker) Corr=1;
>> > > else Corr = Correlation(RetTick, RetTick2, CorrLB);
>> > >
>> > > GfxSelectFont( "MS Serif", CH/4,800);
>> > > PrintTxtInCell( Ticker2, i+1, 0, CW, CH, HA,
>> > > VA,1|32|4);
>> > > GfxSelectFont( "MS Serif", CH/4);
>> > > Kleur = IIf(Corr[ActBar]>=0, colorGreen,colorRed);
>> > > GfxSetTextColor(Kleur);
>> > > PrintInCell( Corr[ ActBar ], i+1, x+1, CW, CH, HA,
>> > > VA);
>> > > //PrintInCell( Corr[ ActBar ] , i+1, x+1);
>> > > GfxSetTextColor(colorBlack);
>> > >
>> > > GfxMoveTo( 0, (i+1) * CH);
>> > > GfxLineTo( (x+2) * CW, (i+1) * CH );// Columns
>> > > }
>> > >
>> > > GfxMoveTo( 0, (x+1)*CH); // Move to end of last column
>> > > //GfxLineTo( 6 * CW, i * CH );
>> > > }
>> > >
>> > > for( Col = 1; Col < NrSymbs+2; Col++ )
>> > > {
>> > > GfxMoveTo( Col * CW, 0);
>> > > GfxLineTo( Col * CW, (NrSymbs+1) * CH );
>> > > }
>> > >
>> > >
>> > > Title="";
>> > >
>> >
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