Re: [amibroker] Re: Something is different. But what ?, AmiBroker Email List Archive

On 29/03/2008, wavemechanic <timesarrow@xxxxxxxxxxxxx> wrote:

Mike:

I don't think I'm off the mark but perhaps you did not follow what I said. Of course Buy (and Sell) is an array (who said it wasn't) and it is generated by something such as a function that returns an array or by specifying conditions (e.g., stateA and stateB).  In the absence of the code that generated Buy (and Sell) I assumed that it was generated by a function that returned an array.

Ton stated "I want to get 1000 in inLongPos after Buy and before Sell". In other words he wants the inLongPos array to be filled with 1000 between the Buy bar and the bar before the Sell bar and the other bars are 0.  IIF() correctly puts 1000 in the inLongPos at the Buy bar and 0 at the Sell bar.  However, Ref() does not fill inLongPos with 1000 before the Sell. The inLongPos array cannot be changed but a new array can be created (which I think is what you are saying with your Temp array).  Hence, as I said before to understand what is going on in answer to Ton's "Why not" it is necessary to read up on arrays and to do what Ton wants with IIF() additional code is needed to generate an array that is 1000 between Buy and the bar before Sell and 0 elsewhere.

I think we are on the same wavelength but would agree that things can get muddled in these types of messages where stuff is quickly knocked out (at least in my case). I suppose all messages in this type of forum should have the standard congressional caveat about reserving the right to revise and extend remarks - including this message. ;-)

Bill

----- Original Message -----
From: "Mike" <sfclimbers@xxxxxxxxx>

To: <amibroker@xxxxxxxxxxxxxxx>

Sent: Friday, March 28, 2008 5:16 PM

Subject: [amibroker] Re: Something is different. But what ?

> Bill,
>
> You're comments appear to be off the mark. You already know that:
>
> 1. Buy is a special array declared by AmiBroker. So it is always an
> array.
> 2. Tomasz advises "If you're having trouble coding AFL I
> suggest you generate the arrays in the example in Excel for
> yourself." http://www.amibroker.com/guide/h_understandafl.html
>
> Following Ton's thread, I believe that he is saying that given:
>
> Buy = 0,1,0,0,...
> Sell= 0,0,0,1,...
>
> In accordance with the User's Guide, he expects his IIF statement to
> perform the following logic for his InLongPos array:
>
> InLongPos[0] is null due to Ref(InLongPos, -1) being undefined.
> InLongPos[1] is 1000 due to Buy[1] being 1.
> InLongPos[2] is 1000 due to Ref(InLongPos, -1) being 1000 as just
> calculated above.
> InLongPos[3] is 0 due to Sell being 1.
> ...
>
> Ton, is this what you are trying to express?
>
> Perhaps the reason you are not seeing the expected results is because
> the new values for InLongPos are being calculated in a temporary
> array, then reassigned to the old InLongPos variable as follows (this
> is just speculation, I haven't tried it):
>
> InLongPos = 0,0,0,0 // After your first initialization to zero.
>
> Temp[0] is null due to Ref(InLongPos, -1) being undefined.
> Temp[1] is 1000 due to Buy[1] being 1.
> Temp[2] is 0 due to Ref(InLongPos, -1) being 0.
> Temp[3] is 0 due to Sell being 1.
>
> InLongPos = Temp;
>
> Would that explain what you are seeing?
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <timesarrow@xxx>
> wrote:
>>
>> So what if that's what you did with Excel. I don't know how
> Excel "thinks" but it makes no difference because all that you have
> to worry about is AFL. I assume that Buy (and consequently
> inLongPos) is an array that was generated by a function that returns
> an array (e.g., Cross(), MA(), etc.) in which case no matter what you
> do you will have to deal with that fact. If it is not an array why
> did you use Ref() which operates on arrays? Forget about what you
> did in Excel and ask yourself if you did or did not generate Buy with
> a function that returns an array? If you conclude that Buy is an
> array then deal with it as such because nothing else will work,
> including
>>
>> Bill
>>   ----- Original Message -----
>>   From: Ton Sieverding
>>   To: amibroker@xxxxxxxxxxxxxxx
>>   Sent: Friday, March 28, 2008 11:45 AM
>>   Subject: Re: [amibroker] Re: Something is different. But what ?
>>
>>
>>   Bill that's what I have done in Excel. And Ref(-1) show me the
> previous cell. So if the
>>   previous cell shows 1.000 then the actual cell should also be
> 1.000 if there is no Sell. Please look what the statement says :
>>
>>   1. If Buy let the actual cell be 1.000
>>   2. If Sell let the actual cell be 0.
>>   3. Otherwise Cell(-1) = Cell(0) ...
>>
>>   Regards, Ton.
>>
>>     ----- Original Message -----
>>     From: wavemechanic
>>     To: amibroker@xxxxxxxxxxxxxxx
>>     Sent: Friday, March 28, 2008 2:57 PM
>>     Subject: Re: [amibroker] Re: Something is different. But what ?
>>
>>
>>
>>     To understand "why not" take a look at the array discussion in
> the Users Guide and think about what the inlongpos array looks like
> at each bar and what ref(..., -1) is looking at.
>>
>>     Bill
>>       ----- Original Message -----
>>       From: Ton Sieverding
>>       To: amibroker@xxxxxxxxxxxxxxx
>>       Sent: Friday, March 28, 2008 5:52 AM
>>       Subject: Re: [amibroker] Re: Something is different. But
> what ?
>>
>>
>>       Mike/Bill thanks for the answers. Mike I am already using
> Flip for LongPos and ShortPos. This works fine for me ( LongPos = Flip
> (Buy,Sell) and ShortPos=Flip(Short,Cover) ). So that's not my
> problem. My problem is that I still do not see the difference between
> the two statements I have given and would like to know why there is a
> difference. Bill in the first statement your should get same result
> as with the For Loop. So LongPos will become '1000' as soon as we
> have a Buy and will switch to '0' again with a 'Sell'. Assume T-1 had
> a Buy then LongPos(T-1) = 1000. Therefore LongPos(T) will be set
> to '1000' also. But you're right. This is not what is happening. And
> I still do not understand why not ...
>>
>>       Regards, Ton.
>>
>>         ----- Original Message -----
>>         From: Mike
>>         To: amibroker@xxxxxxxxxxxxxxx
>>         Sent: Friday, March 28, 2008 12:33 AM
>>         Subject: [amibroker] Re: Something is different. But what ?
>>
>>
>>         Sorry,
>>
>>         That should probably read Flip(ExRem(Buy, Sell), Sell) *
> 1000;
>>         And maybe not much easier after all ;)
>>
>>         Mike
>>
>>         --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@>
> wrote:
>>         >
>>         > You could probably leverage the Flip function to make
> this easier
>>         on
>>         > yourself.
>>         >
>>         > e.g.
>>         >
>>         > Buy = ...
>>         > Sell = ...
>>         > InLongPos = Flip(ExRem(Buy, Sell)) * 1000;
>>         >
>>         > Mike
>>         >
>>         > --- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic"
> <timesarrow@>
>>         > wrote:
>>         > >
>>         > > The iif() does not give the same result because ref
> (inlongpos, -
>>         1)
>>         > == 0 except when the previous bar is a buy. You can see
> exactly
>>         what
>>         > is happening graphically with
>>         > >
>>         > > buy =
>>         > > sell =
>>         > > inlongpos = iif(...
>>         > > plot(c, "", iif(buy, colorred, iif(sell, coloryellow,
>>         > colorpalegreen)), stylebar);
>>         > > title = "inlongpos = " + inlongpos + " ref
> (inlongpos..." + ref
>>         > (inlongpos...) + " buy = " + buy + " sell =" + sell
>>         > >
>>         > > If you want the iif() approach to hold either a buy or
> sell value
>>         > for each bar additional code is needed to create this
> condition.
>>         > >
>>         > > Bill
>>         > >
>>         > >
>>         > > ----- Original Message -----
>>         > > From: Ton Sieverding
>>         > > To: amibroker@xxxxxxxxxxxxxxx
>>         > > Sent: Thursday, March 27, 2008 8:10 AM
>>         > > Subject: Re: [amibroker] Something is different. But
> what ?
>>         > >
>>         > >
>>         > > Sure. This of course if part of an AFL with Buy and
> Sell
>>         defined.
>>         > Also an init for InLongPos
>>         > > being set to zero as a starter. Again the ForLoop works
> fine. I
>>         > checked that with following statement : AddColumn
>>         > (InLongPos,"Long",1);
>>         > > My problem is that I do not understand why the first
> statement
>>         > does not give me the correct answer where the second
> does ...
>>         > >
>>         > > Regards, Ton.
>>         > >
>>         > > ----- Original Message -----
>>         > > From: wavemechanic
>>         > > To: amibroker@xxxxxxxxxxxxxxx
>>         > > Sent: Thursday, March 27, 2008 12:55 PM
>>         > > Subject: Re: [amibroker] Something is different. But
> what ?
>>         > >
>>         > >
>>         > >
>>         > > Is there more to the code? Are you getting a
>>         > syntax/initialization error? How are you handling the
> case when i
>>         ==
>>         > 1?
>>         > >
>>         > > Bill
>>         > >
>>         > > ----- Original Message -----
>>         > > From: "amsiev" <ton.sieverding@>
>>         > > To: <amibroker@xxxxxxxxxxxxxxx>
>>         > > Sent: Thursday, March 27, 2008 7:01 AM
>>         > > Subject: [amibroker] Something is different. But what ?
>>         > >
>>         > >
>>         > > > Why is following AFL statement :
>>         > > >
>>         > > > InLongPos = IIf(Buy==1,1000,IIf(Sell==1,0,Ref
> (InLongPos,-
>>         1)));
>>         > > >
>>         > > > giving me a different result as following ForLoop :
>>         > > >
>>         > > > for ( i=1; i<BarCount; i++ )
>>         > > > {
>>         > > > if (Buy[i]==1)
>>         > > > InLongPos[i] = 1000;
>>         > > > else
>>         > > > {
>>         > > > if (Sell[i]==1)
>>         > > > InLongPos[i] = 0;
>>         > > > else
>>         > > > InLongPos[i] = InLongPos[i-1];
>>         > > > }
>>         > > > }
>>         > > >
>>         > > > The result I am getting from the ForLoop is correct.
> The
>>         first
>>         > > > statement gives me a wrong answer. I want to get 1000
> in
>>         > InLongPos
>>         > > > after Buy and before Sell ... When testing the
> statement in
>>         > Excel
>>         > > > it works fine with : =IF(A6=1;1000;IF(B6=1;0;C5)) ...
>>         > > >
>>         > > > What's wrong ?
>>         > > >