Re: [amibroker] Simple Exploration Question, AmiBroker Email List Archive

On 20/04/2008, Brian Wild <wild21@xxxxxxxxxxxxxxx> wrote:

Thanks Graham for the response - but what you suggest is what I first tried. The only difference is that I used the variable "bought" where you used "InTrade". In trying to sort this out I have come across a really puzzling result. I used AddColumn to show results for Buy, Sell, and bought. Then, changing only the filter value gives the following:-

Case A. Setting Filter = Buy or Sell, gives output lines (correctly) only where there is a buy or sell signal.

Case B. Setting Filter = 1 gives an output for every data point, with Buy and Sell still showing up as 1 correctly where they should, and bought showing correctly as 1 following each buy and remaining there until resetting to zero at the next sell. (so far so good!).

Case C. Setting Filter = bought STILL gives output for every data point (incorrect!?). Buy and Sell still show 1 where they should, but bought now shows as 1 throughout.

I guess that with bought set to 1 throughout I should expect output for every data point - BUT how can this have happened in the circumstances. if anyone can explain I would be most grateful!

Brian W

----- Original Message -----

From: Graham

To: amibroker@xxxxxxxxxxxxxxx

Sent: Sunday, April 20, 2008 2:49 PM

Subject: Re: [amibroker] Simple Exploration Question

you could try a few things, but this is probably the easiest

inTrade = flip(buy,sell);

filter = inTrade;

--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com

On 20/04/2008, brianboofhead <wild21@xxxxxxxxxxxxxxx> wrote:
> Hi,
> Hope someone can help with this simple problem.
> I have a system which generates Buy and Sell signals, and have used
> Exrem to remove excess signals. I now want to run an exploration over
> all symbols in my database to select all those for which the last
> signal was a Buy. I realise I could use Explore over the last n days
> (n=50 say)to pick up buy signals but would prefer to run over all
> quotations and pick up the last Buy, regardless of how long ago that
> was.
> I tried adding:-
> bought = flip(buy, sell); which sets bought to 1 after the last buy if
> there is no subsequent sell.
> Also used Addcolumn to display bought.
> However, testing on a single stock with various attempts to filter on
> the LastValue of bought didn't work, as the Explore output gave every
> value in the chosen stock. My attempts to use ValueWhen(bi = Barcount)
> fared no better.
> The problem (to me at least) seems to be that when you would like to
> set a single variable to a value, AFL makes it a complete array. The
> reason for this long-winded question is that I think this problem of
> getting single values rather than arrays arises all the time - so a
> general explanation of ways around it would be most helpful.
> Thanks in anticipation
>
> Brian W
>
>
>
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