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tensors are represented by multidimensional arrays from a data
structure point of view, even if mathematically their properties are
more about the way they transform
can u make me an ex of a tensor which is not representable by an array?
about RT, I meant that they do stuff which use multidimensional arrays
as I eat brad everyday.. and they seem quite profitable, don't u think?
if you want to do any portfolio level analysis they are fundamentals
in any case we have dynamic variable in AFL, which with some easy
trick can represent any multidimensional array,unless there is some
limit about the number of dynamic variable we can create
the only issue could be speed, so I use external objects to deal with
it now
Thanks
Ly
--- In amibroker@xxxxxxxxxxxxxxx, <bjagow@xxx> wrote:
>
> Some, but not all, tensors are representable as matrices.
>
> No, Reinassance Technologies [sp] uses a black box.
>
>
>
> ----- Original Message -----
> From: "loveyourenemynow" <loveyourenemynow@xxx>
> 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@> 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@>
> >> 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
> >
> >
> >
>
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