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[amibroker] Re: Summation within exploration



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PS

Thanks for your input. I need to study this thoroughly to understand 
your solution.

regards,

Frans


--- In amibroker@xxxxxxxxxxxxxxx, "vlanschot" <vlanschot@xxx> wrote:
>
> Frans,
> 
> If it is only the sum of a condition over a fixed period, linked to 
> your AA-settings, you could use Sum:
> 
> Startbar = lastvalue(valuewhen(Status("firstbarinrange")==1,Barindex
> ()));
> Lastbar = lastvalue(valuewhen(Status("lastbarinrange")==1,Barindex
> ()));
> 
> Cond = C>0;
> Lookback = Lastbar - Startbar;
> 
> Tot = sum (Cond, Lookback);
> 
> Tot is now an array, so if you need to know the exact value of it 
on 
> the final bar of your test, use:
> 
> FinalTot = Tot[LastBar];
> 
> PS
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "mpmafma" <mpmafma@> wrote:
> >
> > Bill,
> > 
> > Thank you for your insigth and explanation. I tried this and it 
> sure 
> > can help. This discussion als provided me with an alternative 
> > solution. Just put the datenum() condition in the filter and in 
the 
> > condition at the same time. I'me gonna try these options and work 
> my 
> > way trough a few examples.
> > Within 24 hours from 1 problem to 2 solutions! 
> > Thanks again for your help.
> > 
> > 
> > kind regards,
> > 
> > Frans.
> > 
> > 
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <fimdot@> wrote:
> > >
> > > cum() counts from the beginning of the data, as described in 
the 
> > function's description, but the display reflects the AA setting 
> > (e.g., last 20 bars).  I gather that this is a problem and you 
only 
> > want true/false values for the last xxx bars.  One way is to 
modify 
> > the code as follows: 
> > > 
> > > lookback = param("lookback", 10, 1, 1000, 1);
> > > barsincum = barcount - 1 - lookback;
> > > trueresult = c > o and barindex() > barsincum;
> > > falseresult = c <= o and barindex() > barsincum;
> > > 
> > > AA's parameter box provides control of param().  The number of 
AA 
> > rows displayed is controlled by AA's range setting.  However, 
only 
> > trueresult and falseresult are evaluated when the bars are in the 
> > barsincum range and will be displayed in the last "barsincum" 
> rows.  
> > The rows between barsincum and the range setting will all be 0.
> > > 
> > > Bill
> > > 
> > > 
> > > 
> > > 
> > > ----- Original Message ----- 
> > > From: "mpmafma" <mpmafma@>
> > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > Sent: Thursday, June 14, 2007 7:38 PM
> > > Subject: [amibroker] Re: Summation within exploration
> > > 
> > > 
> > > > Bill, 
> > > > 
> > > > Thanks for your reply. I tried this and it works when in AA 
the 
> > date 
> > > > range 
> > > > is "all quotations".
> > > > But something is still puzzling me. When I choose another 
> range, 
> > lets 
> > > > say last 20 days or a date range within AA, the cum() 
statement 
> > still 
> > > > counts alle quotations.
> > > > This list is from your code 
> > > > Ticker Date/Time trueresult falseresul
> > > > tottrue totfalse 
> > > > AEX 14-6-2006 18:02:00 0.00 1.00 387.00
> > > > 389.00 
> > > > AEX 15-6-2006 18:01:00 1.00 0.00 388.00
> > > > 389.00 
> > > > AEX 16-6-2006 18:02:00 0.00 1.00 388.00
> > > > 390.00 
> > > > AEX 19-6-2006 18:02:00 1.00 0.00 389.00
> > > > 390.00 
> > > > AEX 20-6-2006 18:02:00 1.00 0.00 390.00
> > > > 390.00 
> > > > AEX 21-6-2006 18:02:00 0.00 1.00 390.00
> > > > 391.00
> > > > 
> > > > As you can see the tottrue and totfalse start counting from 
387 
> > and 
> > > > 389
> > > > 
> > > > I changed the code to:
> > > > Filterdate = 1060101;
> > > > Filter =1;
> > > > trueresult = C > O AND DateNum() > filterdate; 
> > > > falseresult = C <= O AND DateNum() > Filterdate;
> > > > tottrue = Cum(trueresult);
> > > > totfalse = Cum(falseresult);
> > > > AddColumn(trueresult, "trueresult");
> > > > AddColumn(falseresult, "falseresult");
> > > > AddColumn(tottrue, "tottrue");
> > > > AddColumn(totfalse, "totfalse");
> > > > 
> > > > The correct values are now displayed but also it shows, of 
> > course, 
> > > > all quotations. Then I changed the code to:
> > > > Filterdate = 1060101;
> > > > Filter =1 AND DateNum() > Filterdate;
> > > > trueresult = C > O; 
> > > > falseresult = C <= O;
> > > > tottrue = Cum(trueresult);
> > > > totfalse = Cum(falseresult);
> > > > AddColumn(trueresult, "trueresult");
> > > > AddColumn(falseresult, "falseresult");
> > > > AddColumn(tottrue, "tottrue");
> > > > AddColumn(totfalse, "totfalse");
> > > > 
> > > > Now AA shows the correct daterange but also the wrong tottrue 
> and 
> > > > totfalse values.
> > > > It seems that this is not logical or am I missing something?
> > > > 
> > > > regards,
> > > > 
> > > > Frans
> > > > 
> > > > 
> > > > 
> > > > 
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <fimdot@> 
> wrote:
> > > >>
> > > >> This is going in circles.  The following gives you true, 
> false, 
> > and 
> > > > totals.  If you want something else then tell us in simple 
> terms 
> > what 
> > > > that is.
> > > >> 
> > > >> filter = 1;
> > > >> trueresult = c > o;
> > > >> falseresult = c <= o;
> > > >> tottrue = cum(trueresult);
> > > >> totfalse = cum(falseresult);
> > > >> addcolumn(trueresult, "trueresult");
> > > >> addcolumn(falseresult, "falseresult");
> > > >> addcolumn(tottrue, "tottrue");
> > > >> addcolumn(totfalse, "totfalse");
> > > >> 
> > > >> Bill
> > > >> 
> > > >> 
> > > >> ----- Original Message ----- 
> > > >> From: "mpmafma" <mpmafma@>
> > > >> To: <amibroker@xxxxxxxxxxxxxxx>
> > > >> Sent: Thursday, June 14, 2007 3:20 PM
> > > >> Subject: [amibroker] Re: Summation within exploration
> > > >> 
> > > >> 
> > > >> > Bill,
> > > >> > 
> > > >> > My programmings skills are very limited.
> > > >> > I tried defining trueresult and falseresult. But when you 
> > define 
> > > > this 
> > > >> > value to zero it starts counting from zero.
> > > >> > This is the code I use.
> > > >> > 
> > > >> > Filter = DayOfWeek()==1;
> > > >> > Rise = IIf( Close > Open,1,0); //this gives results of 0 
or 1
> > > >> > TotalRise = Cum(Rise);
> > > >> > AddColumn( Close-Open, "Close", 
1.2,colorYellow,colorBlue );
> > > >> > AddColumn(Rise,"Rise",1,1);
> > > >> > AddColumn(TotalRise,"# Rise",1.0);
> > > >> > 
> > > >> > The totalrise value counts all records in stead of the 
> > > > conditionals.
> > > >> > 
> > > >> > regards,
> > > >> > 
> > > >> > Frans.
> > > >> > 
> > > >> > --- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <fimdot@> 
> > wrote:
> > > >> >>
> > > >> >> As far as the error goes, did you look it up in the Users 
> > Guide 
> > > >> > where it is explained?
> > > >> >> 
> > > >> >> To count true and false results, one way to go is to 
define 
> > > >> > trueresult and falseresult and put them into individual 
> > columns, 
> > > >> > e.g., 
> > > >> >> 
> > > >> >> filter = 1;
> > > >> >> trueresult = ...
> > > >> >> falseresult = ...
> > > >> >> addcolumn(trueresult, ...
> > > >> >> addcolumn(falseresult, ...
> > > >> >> 
> > > >> >> You can also incorporate cum(), sum(), lastvalue() with 
> > > > trueresult 
> > > >> > and falseresult to produce what you want.
> > > >> >> 
> > > >> >> Bill
> > > >> >> 
> > > >> >> ----- Original Message ----- 
> > > >> >> From: "mpmafma" <mpmafma@>
> > > >> >> To: <amibroker@xxxxxxxxxxxxxxx>
> > > >> >> Sent: Thursday, June 14, 2007 1:33 PM
> > > >> >> Subject: [amibroker] Re: Summation within exploration
> > > >> >> 
> > > >> >> 
> > > >> >> > Hi Bill,
> > > >> >> > 
> > > >> >> > Thansk for the reply.
> > > >> >> > It works fine within a chart formula. What I try to do 
is 
> > > > count 
> > > >> > the 
> > > >> >> > number a condition is true within an exploration. When 
I 
> > use 
> > > >> > the "cum
> > > >> >> > ()" function all records are counted.
> > > >> >> > When I try:
> > > >> >> > 
> > > >> >> > Filter=1;
> > > >> >> > result = IIf(Close > Open,1,0);
> > > >> >> > totalresults = totalresults+result;
> > > >> >> > AddColumn(totalresults,"tot",1,1);
> > > >> >> > 
> > > >> >> > AB gives an error, totalresults is not defined.
> > > >> >> > So how do I create a counter in an exploration counting 
> the 
> > > >> > number of 
> > > >> >> > true of false conditions?
> > > >> >> > 
> > > >> >> > kind regards,
> > > >> >> > 
> > > >> >> > Frans.
> > > >> >> > 
> > > >> >> > --- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" 
> <fimdot@> 
> > > > wrote:
> > > >> >> >>
> > > >> >> >> Why do you say not working?  Works for me.  How are 
you 
> > > > viewing 
> > > >> >> > results?  Try 
> > > >> >> >> 
> > > >> >> >> result = ....
> > > >> >> >> totalresults = ....
> > > >> >> >> plot(totalresults, "totalresults", colorred);
> > > >> >> >> 
> > > >> >> >> Click on any point and totalresults info is displayed 
in 
> > > > title.
> > > >> >> >> 
> > > >> >> >> Bill
> > > >> >> >> 
> > > >> >> >> 
> > > >> >> >> ----- Original Message ----- 
> > > >> >> >> From: "mpmafma" <mpmafma@>
> > > >> >> >> To: <amibroker@xxxxxxxxxxxxxxx>
> > > >> >> >> Sent: Thursday, June 14, 2007 9:04 AM
> > > >> >> >> Subject: [amibroker] Summation within exploration
> > > >> >> >> 
> > > >> >> >> 
> > > >> >> >> > OK, I tried to do this myself but after extensive 
> > searching 
> > > >> > this 
> > > >> >> > forum 
> > > >> >> >> > and the AFL database my last hope is to put my 
> question 
> > on 
> > > >> > this 
> > > >> >> > forum.
> > > >> >> >> > 
> > > >> >> >> > What I try to do is to count the number of 
> occurrences. 
> > For 
> > > >> >> > instance 
> > > >> >> >> > Result = Open > ref(high,-1);
> > > >> >> >> > 
> > > >> >> >> > TotalResults = cum(Result);
> > > >> >> >> > is not working.
> > > >> >> >> > 
> > > >> >> >> > There must be a way, anyone?
> > > >> >> >> > 
> > > >> >> >> > kind regards,
> > > >> >> >> > 
> > > >> >> >> > Frans.
> > > >> >> >> > 
> > > >> >> >> > 
> > > >> >> >> > 
> > > >> >> >> > 
> > > >> >> >> > 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
> > > >> >> >> > 
> > > >> >> >> > 
> > > >> >> >> > 
> > > >> >> >> > 
> > > >> >> >> > 
> > > >> >> >> > -- 
> > > >> >> >> > No virus found in this incoming message.
> > > >> >> >> > Checked by AVG Free Edition. 
> > > >> >> >> > Version: 7.5.472 / Virus Database: 269.8.15/848 - 
> > Release 
> > > >> > Date: 
> > > >> >> > 6/13/2007 12:50 PM
> > > >> >> >> > 
> > > >> >> >> >
> > > >> >> >>
> > > >> >> > 
> > > >> >> > 
> > > >> >> > 
> > > >> >> > 
> > > >> >> > 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
> > > >> >> > 
> > > >> >> > 
> > > >> >> > 
> > > >> >> > 
> > > >> >> > 
> > > >> >> > -- 
> > > >> >> > No virus found in this incoming message.
> > > >> >> > Checked by AVG Free Edition. 
> > > >> >> > Version: 7.5.472 / Virus Database: 269.8.15/848 - 
Release 
> > > > Date: 
> > > >> > 6/13/2007 12:50 PM
> > > >> >> > 
> > > >> >> >
> > > >> >>
> > > >> > 
> > > >> > 
> > > >> > 
> > > >> > 
> > > >> > 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
> > > >> > 
> > > >> > 
> > > >> > 
> > > >> > 
> > > >> > 
> > > >> > -- 
> > > >> > No virus found in this incoming message.
> > > >> > Checked by AVG Free Edition. 
> > > >> > Version: 7.5.472 / Virus Database: 269.8.15/848 - Release 
> > Date: 
> > > > 6/13/2007 12:50 PM
> > > >> > 
> > > >> >
> > > >>
> > > > 
> > > > 
> > > > 
> > > > 
> > > > 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
> > > > 
> > > > 
> > > > 
> > > > 
> > > > 
> > > > -- 
> > > > No virus found in this incoming message.
> > > > Checked by AVG Free Edition. 
> > > > Version: 7.5.472 / Virus Database: 269.8.16/849 - Release 
Date: 
> > 6/14/2007 12:44 PM
> > > > 
> > > >
> > >
> >
>




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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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