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That is the way AFL works,
Loops are only required for certain circumstances
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
On 22/02/2008, James Quillian <jquillian@xxxxxxxxxxxxx> wrote:
> The code is used to do an exploration.
> In the AA window numner of days is set to N=1.
>
> Somehow without using a loop, I am getting results that are based on
> a bar by bar analysis of each symblol in a watchlist. This is good,
> but I would like to know why it is happening, so that I can do it
> again. With the window set for just one day, the code is counting
> the number of times the 14 day StochK is over 90 etc...over the
> comlete barcount.
> Does anyone know why this is working?
>
> Ticker Date/Time Barcount Number 5 day % chg 21
> day & chg 60 day % chg 120 day % chg ***** Number 5
> day % chg 21 day & chg
> AACC 2/21/2008 1018 78 -0.004 -0.0037 -0.0331 -
> 0.0848 ***** 74 0.0072 0.0193
> ADM 2/21/2008 6089 447 -0.0032 0.0079 0.0444
> 0.0574 ***** 268 0.0071 0.0116
>
> S1=IIf(StochK(14,3)>90,Ref(C,5)/C-1,0);
> S2=IIf(StochK(14,3)>90,Ref(C,21)/C-1,0);
> S3=IIf(StochK(14,3)>90,Ref(C,60)/C-1,0);
> S4=IIf(StochK(14,3)>90,Ref(C,120)/C-1,0);
>
> W1=IIf(StochK(14,3)<10,Ref(C,5)/C-1,0);
> W2=IIf(StochK(14,3)<10,Ref(C,21)/C-1,0);
> W3=IIf(StochK(14,3)<10,Ref(C,60)/C-1,0);
> W4=IIf(StochK(14,3)<10,Ref(C,120)/C-1,0);
>
> N1=IIf(StochK(14,3)>90,1,0);
> N2=IIf(StochK(14,3)<10,1,0);
>
> Filter= BarCount>999;
> AddColumn( BarCount, "Barcount", 1.0 );
> AddColumn( Cum(N1), "Number", 1.2 );
> AddColumn( Cum(S1)/Cum(N1), "5 day % chg", 1.4 );
> AddColumn( Cum(S2)/Cum(N1), "21 day & chg", 1.4 );
> AddColumn( Cum(S3)/Cum(N1), "60 day % chg", 1.4 );
> AddColumn( Cum(S4)/Cum(N1), "120 day % chg", 1.4 );
>
> AddTextColumn( "*****", "*****", 1.0 );
>
> AddColumn( Cum(N2), "Number", 1.4 );
> AddColumn( Cum(W1)/Cum(N2), "5 day % chg", 1.4 );
> AddColumn( Cum(W2)/Cum(N2), "21 day & chg", 1.4 );
> AddColumn( Cum(W3)/Cum(N2), "60 day % chg", 1.4 );
> AddColumn( Cum(W4)/Cum(N2), "120 day % chg", 1.4 );
>
>
> AEO 2/21/2008 3487 278 0.0114 0.0491 0.13
> 0.3034 ***** 206 0.0017 0.0388
> ANN 2/21/2008 4224 286 0.0002 0.0009 0.0334
> 0.0624 ***** 286 0.0089 0.0321
> APSG 2/21/2008 3753 185 0.0041 0.01 0.0263
> 0.1658 ***** 226 0.0084 0.0147
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