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Hi Mr. Valley --
I recognize this as Figure 22.5 in Quantitative Trading Systems. It
is not intended to be plotted. It is intended to define the
cumulative distribution function that will later be used to generate
pseudo-random variables.
What is it you want to accomplish?
Thanks,
Howard
On 12/3/07, Mr. Valley <valleymj@xxxxxxxxxxx> wrote:
> Hopefully gracious soul can help me.
> I am having a very difficult time trying to plot something so easy as a c
> style function I think and I just don't "get it".
> Sometimes I can get it to work and others not.
>
> What is the logic behind plotting a "function" used this way.
>
> Just thinking of plotting a distribution of the Close or even a random
> number just to get it working...
> ...the [index] brackets are throwing me off... with a syntax error...
>
> Thanks in advance...
>
> Mr Valley
>
> ////////////////////////////////////////////////////////////////////////////
> ///////////
>
> // InitializeNormalCDF.afl
> //
> function InitializeNormalCDF()
>
> // array for the Normalized Cum Dist function.
> {
> NormCDF[0] = -3.090;
> NormCDF[1] = -2.326;
> NormCDF[2] = -2.053;
> NormCDF[3] = -1.881;
> NormCDF[4] = -1.751;
> NormCDF[5] = -1.645;
> NormCDF[6] = -1.555;
> NormCDF[7] = -1.476;
> NormCDF[8] = -1.405;
> NormCDF[9] = -1.341;
> NormCDF[10] = -1.282;
> NormCDF[11] = -1.227;
> NormCDF[12] = -1.175;
> NormCDF[13] = -1.126;
> NormCDF[14] = -1.080;
> NormCDF[15] = -1.036;
> NormCDF[16] = -0.994;
> NormCDF[17] = -0.954;
> NormCDF[18] = -0.915;
> NormCDF[19] = -0.878;
> NormCDF[20] = -0.842;
> NormCDF[21] = -0.806;
> NormCDF[22] = -0.772;
> NormCDF[23] = -0.739;
> NormCDF[24] = -0.706;
> NormCDF[25] = -0.674;
> NormCDF[26] = -0.643;
> NormCDF[27] = -0.613;
> NormCDF[28] = -0.583;
> NormCDF[29] = -0.553;
> NormCDF[30] = -0.524;
> NormCDF[31] = -0.496;
> NormCDF[32] = -0.468;
> NormCDF[33] = -0.440;
> NormCDF[34] = -0.412;
> NormCDF[35] = -0.385;
> NormCDF[36] = -0.358;
> NormCDF[37] = -0.332;
> NormCDF[38] = -0.305;
> NormCDF[39] = -0.279;
> NormCDF[40] = -0.253;
> NormCDF[41] = -0.228;
> NormCDF[42] = -0.202;
> NormCDF[43] = -0.176;
> NormCDF[44] = -0.151;
> NormCDF[45] = -0.126;
> NormCDF[46] = -0.100;
> NormCDF[47] = -0.075;
> NormCDF[48] = -0.050;
> NormCDF[49] = -0.025;
> NormCDF[50] = 0.000;
> NormCDF[51] = 0.025;
> NormCDF[52] = 0.050;
> NormCDF[53] = 0.075;
> NormCDF[54] = 0.100;
> NormCDF[55] = 0.126;
> NormCDF[56] = 0.151;
> NormCDF[57] = 0.176;
> NormCDF[58] = 0.202;
> NormCDF[59] = 0.228;
> NormCDF[60] = 0.253;
> NormCDF[61] = 0.279;
> NormCDF[62] = 0.305;
> NormCDF[63] = 0.332;
> NormCDF[64] = 0.358;
> NormCDF[65] = 0.385;
> NormCDF[66] = 0.412;
> NormCDF[67] = 0.440;
> NormCDF[68] = 0.468;
> NormCDF[69] = 0.496;
> NormCDF[70] = 0.524;
> NormCDF[71] = 0.553;
> NormCDF[72] = 0.583;
> NormCDF[73] = 0.613;
> NormCDF[74] = 0.643;
> NormCDF[75] = 0.674;
> NormCDF[76] = 0.706;
> NormCDF[77] = 0.739;
> NormCDF[78] = 0.772;
> NormCDF[79] = 0.806;
> NormCDF[80] = 0.842;
> NormCDF[81] = 0.878;
> NormCDF[82] = 0.915;
> NormCDF[83] = 0.954;
> NormCDF[84] = 0.994;
> NormCDF[85] = 1.036;
> NormCDF[86] = 1.080;
> NormCDF[87] = 1.126;
> NormCDF[88] = 1.175;
> NormCDF[89] = 1.227;
> NormCDF[90] = 1.281;
> NormCDF[91] = 1.341;
> NormCDF[92] = 1.405;
> NormCDF[93] = 1.476;
> NormCDF[94] = 1.555;
> NormCDF[95] = 1.645;
> NormCDF[96] = 1.751;
> NormCDF[97] = 1.881;
> NormCDF[98] = 2.054;
> NormCDF[99] = 2.326;
> NormCDF[100] = 3.090;
> return(Null);
> }
>
>
> // plot goes here ... I think
>
>
>
> // NormalRandomizedNumber.afl
> //
> function NormalRandomNumber()
> {
> Index = int(100* rand()) + 1;
> return(NormCDF[index]);
> }
>
> // plot goes here ... I think
>
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