You cannot define the value of an array by referencing its own
previous values, ie this formula is wrong InLongPos =
IIf(Buy==1,1000,IIf(Sell==1,0,Ref(InLongPos,-1)));
You
need to do this within a loop or by totally different method
here
is loop for it:
InLongPos[0] = 0;
for ( i=1; i<BarCount;
i++ )
{
if (Buy[i]) InLongPos[i] = 1000;
else if
(Sell[i]) InLongPos[i] = 0;
else InLongPos[i] =
InLongPos[i-1];
}
OR an alternative loop if you do not
like using tons of else statements and
xxx[i]=xxx[i-1]
InLongPos = inLong = 0;
for ( i=1;
i<BarCount; i++ )
{
if (Buy[i]) InLong =
1000;
if (Sell[i]) InLong = 0;
InLongPos[i] =
InLong;
}
Alternatively for possibly the simplest
solution:
InLongPos = flip(buy,sell) * 1000;
There are of
course many other ways tog et same result, these above are just a
couple
--
Cheers
Graham Kav
AFL Writing
Service
http://www.aflwriting.com
On 29/03/2008, wavemechanic <timesarrow@xxxxxxxxh.net>
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 -----
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@xxxxxxxxxps.com, "wavemechanic" <timesarrow@x..>
>
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@xxxxxxxxxps.com
>> 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@xxxxxxxxxps.com
>> 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@xxxxxxxxxps.com
>> 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@xxxxxxxxxps.com
>>
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@xxxxxxxxxps.com, "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@xxxxxxxxxps.com, "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@xxxxxxxxxps.com
>>
> > 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@xxxxxxxxxps.com
>>
> > 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@xxxxxxxxxps.com>
>>
> > 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
?
>> >
> >