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OK, you're right. My ego overreacted and I got over it now. Let's
move on.
PS: As long as my ego does not get in the way of trading I should be
fine.
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
wrote:
>
> 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@xxx>
> 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@>
> > 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:
> > 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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