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Hello,
No offence intended. When I see the thread in which "AB locks up" is repeated tens of times I
have to come up with solution and explanation what was wrong with original code.
Each of my own releases and contributions, no matter how good it is,
faces tons of criticism, every hour, every day, 365 days a year and somehow I live with that.
Fortunatelly I receive also some good feedback. And you did get some positive ones too.
> (with explanation of how NOT to use it),
As you may have noticed almost no-one is reading the docs.
Therefore it is better idea to implement limit inside code.
So instead of:
for( i = 0; (Ticker2 = StrExtract ( WLSymbols, i))!="" ; i++ )
it would be better to limit directly in the code instead of asking users to remember
not to run on watch list that have more than 50 symbols.
for ( x = 0 ; (Ticker = StrExtract ( WLSymbols, x ))!="" AND x < 50 ; x++ )
for( i = 0; (Ticker2 = StrExtract ( WLSymbols, i))!="" AND i < 50; i++ )
AA code I provided does not have two nested loops and user can press "Cancel"
during exploration so it is not the subject of above problem.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "vlanschot" <vlanschot@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, June 06, 2007 9:54 AM
Subject: [amibroker] Re: Corr Matrix via Gfx functions
> 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="";
>> > >
>> >
>>
>
>
>
>
> 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:
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>
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>
>
>
>
>
Please note that this group is for discussion between users only.
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SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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For other support material please check also:
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