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Re: [amibroker] Re: calculating the mean of only some of the observations in an array ?


  • To: <amibroker@xxxxxxxxxxxxxxx>
  • Subject: Re: [amibroker] Re: calculating the mean of only some of the observations in an array ?
  • From: "Ara Kaloustian" <ara1@xxxxxxxxxx>
  • Date: Mon, 28 Apr 2008 16:07:55 -0700

PureBytes Links

Trading Reference Links

I.m not sure what array element you want to include in your calculation or 
when the values shown occur with respect to some known event - such as your 
signal.

Once you have a eference point, such as your signal, you can make 
calculations on any number of bars you choose before or after your signal by 
using ref() function.
Example:
Calculate the moving average of 10 bars starting x bars after signal
Ref(MA(array,10),x);  // where x is the number of bars after the event (-x, 
would be for bars prior to event).

If you need to exclude certain array elements based on their values, then 
you have to use loops and filter out the unwanted bars.

I will not be able to respond again as I am leaving shortly. Hope this 
helps.


----- Original Message ----- 
From: "cdepuy" <cdepuy@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, April 28, 2008 3:21 PM
Subject: [amibroker] Re: calculating the mean of only some of the 
observations in an array ?


> Ara, thanks for responding.  Actually what I'm trying to do is a
> little different.  Here is what the array might look like
>
> signal hhv@xxxxxx avgofmyobsv
> 0 --
> 1 --
> 0 --
> 0 --
> 0 --
> 0 --
> 0 --
> 0 --
> 0 --
> 0 --
> 0 --
> 0 --
> 0 --
> 0 .05 .050
> 0 --
> 0 --
> 1 --
> 0 --
> 0 --
> 0 --
> 0 --
> 0 --
> 0 --
> 0 --
> 0 --
> 0 --
> 0 --
> 0 --
> 0 .06 .055
> 0 --
> 0 --
> 1 --
> 0 --
> 0 --
> 0 --
> 0 --
> 0 --
> 0 --
> 0 --
> 0 --
> 0 --
> 0 --
> 0 --
> 0 .07 .060
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@xxx> wrote:
>>
>> if you are using loops and you know when your signal was generated,
> use that
>> bar number as the starting poing point for your loop. Pick an end
> point as
>> you edesire.
>>
>> a = SignalBarNumber;
>> b = Bars required in your calculation;
>>
>> for (i=a; i< a+b; i++)
>> ...
>>
>> ----- Original Message ----- 
>> From: "cdepuy" <cdepuy@xxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Monday, April 28, 2008 2:40 PM
>> Subject: [amibroker] calculating the mean of only some of the
> observations
>> in an array ?
>>
>>
>> > Without requiring loops that work through the whole barcount, can
>> > someone point out to me how to exclude certain values in an array
>> > when calculating a statistic across an array?
>> >
>> > I must be missing something.  I am trying to calculate the mean of
>> > some values that occur only occassionally (after my signal) using
>> > Amibroker.  But,what happens is all the values between my signals
> get
>> > included in the calculation.  I know the solution is easy, but I
>> > cannot figure it out.
>> >
>> > //figure highest value that occurs between my signals and the
>> > next "x" following the signal
>> > Cond6 = {some condition that i am investigating, like v > 5*ma
> (v,50)
>> > NumBars = 12;
>> > hV = IIf(BarsSince(Cond6) == NumBars,HHV(H,BarsSince(Cond6))-
> ValueWhen
>> > (Cond6,C),Null);
>> >
>> > //now calculate the mean of all the hv 's that occur
>> > mean = ma(hv,NumBars*50);  //this line I am having trouble with
>> > filter=1;
>> > addcolumn(mean,"mean",1.2);
>> > //then perform more statistics...(etc).
>> >
>> >
>> >
>> > ------------------------------------
>> >
>> > 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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