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[amibroker] Re: extra info for each symbol for each bar, addcomposite on different timeframe



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Trading Reference Links

tensors are basically matrices
have you ever heard about Reinassance Technologies? Do u think they
use TA... ?


Thanks
Ly
--- In amibroker@xxxxxxxxxxxxxxx, <bjagow@xxx> wrote:
>
> Right on.
> Plus, of course, dynamic tensors.
> I'm sure it's more interesting, if less profitable, than trading.
> 
> ----- Original Message ----- 
> From: "loveyourenemynow" <loveyourenemynow@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, January 10, 2008 12:54 AM
> Subject: [amibroker] Re: extra info for each symbol for each bar, 
> addcomposite on different timeframe
> 
> 
> > Hi Mike,
> > thank you for your link.
> > I will try to look at it more carefully later, but just as a general
> > solution of the problem a function could be created to simulate
> > matrices of dimension 6(OHLCVI) X BarNumber (is new symbols can be
> > created from OLE)
> > By naming appropriately the new symbol, it can be related to the old
> > one via naming convention, and in principle also multidimensional
> > array could be handled by dynamically naming the symbols corresponding
> > to the dimensions (which is a way to implement matrices in AFL as
> > Tomasz pointed out somewhere)
> > Or may be the function could just work in terms of dynamically
> > variables for ex:
> > a[2,2] -? a_2_2
> > so tha for example
> >
> > set(x,i,j,value){        varset(x+"_"+i+"_"+j,value);}
> > get(x,i,j){ return       varget(x+"_"+i+"_"+j);}
> > (this is a just an ex, the syntax could be woring, but the idea is
there)
> >
> > so a[2,2]=5 would be set(a,2,2,5);
> > and a[2,2] get(a,2,2)
> >
> > using the symbol for a u immediately get the required extrad field per
> > symbol provided you loop through all the bars and set(sym,i)
> >
> > setA would be for vectors, setM for matrices
> > setM3 for tridimensional ararys and so ..
> >
> > i would be nice to also write some other functions like vectorial or
> > matrices opeerations
> >
> > I am sure somebody has already done that ...
> >
> > functions to get rows and columns could also be easly coded.
> > if operators could be overloaded it would be nice to code a[2,2]
> > directly ..
> >
> >
> > I will look into your code and thank you again
> >
> > Ly
> >
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@> wrote:
> >>
> >> Ly,
> >>
> >> In case this is still regarding your post in message #118399 (how to
> >> trade only top percentile items under multiple criteria), I've gone
> >> and added a possible solution to that one for you.
> >>
> >> No, it's not a generic solution to extra data per symbol. But, maybe
> >> it will help for your percentile quest :)
> >>
> >> Mike
> >>
> >> --- In amibroker@xxxxxxxxxxxxxxx, "loveyourenemynow"
> >> <loveyourenemynow@> wrote:
> >> >
> >> > For convenience I would like to store some extra info for each
> >> symbol,
> >> > and I would like it to be a vector, having a value for each bar,
> >> which
> >> > could be accessed at any time via foreign functions.
> >> > At the moment this is possible only for OHLCV ,and I think those
> >> > variable are protected).
> >> > I could create an  extra ticker for each symbol,in which to
store up
> >> > to 5 info(using OCHLV), but I was thinking if there is a better
way.
> >> >
> >> > Basically it is equivalent to set up a table, so it can be achieved
> >> by
> >> > using an external plugin or object, but even in that case I would
> >> need
> >> > to store at least one info(a handle) to link to the correct
> >> row/column
> >> > in the external table, so at least one extra info is necessary any
> >> > way(unless the symbol is used but that you need a system to manage
> >> not
> >> > numerical indices for arrays, like a string list of this type
> >> > sym1,1,sym2,2 to scan through to get the right index)
> >> >
> >> > All this is rather cumbersome but conceptually is simply the use of
> >> > matrices.
> >> >
> >> > This is a very general problem,  which if solved allows to do
> >> > basically to do anything we want with vectors and matrices, and it
> >> is
> >> > also a major limitation.
> >> > Also a related question: when addcomposite is used on different
time
> >> > frames does it have to be "scanned" each time in advance.
> >> > I thought time compression would automatically take care of it if
> >> > calculated just once at the lowest time resolution but I doens't
> >> seem so.
> >> >
> >> > Thanks
> >> > Ly
> >> >
> >>
> >
> >
> >
> >
> > 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
> >
> >
> >
>




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