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Some, but not all, tensors are representable as matrices.
No, Reinassance Technologies [sp] uses a black box.
----- Original Message -----
From: "loveyourenemynow" <loveyourenemynow@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, January 10, 2008 11:01 AM
Subject: [amibroker] Re: extra info for each symbol for each bar,
addcomposite on different timeframe
> 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
>> >
>> >
>> >
>>
>
>
>
>
> 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.
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