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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: "Gordon Sutherland" <gosuth@xxxxxxxxxx>
  • Date: Tue, 29 Apr 2008 11:15:37 +1200

PureBytes Links

Trading Reference Links

Another approach that does not use loops would be to use the AddToComposite
Function (ATC) as this will sum the specific event bar values and then you
can divide by a separate ATC that gives you the total number of such events.
I just love ATC!

Cheers,

Gordon Sutherland

-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of cdepuy
Sent: Tuesday, 29 April 2008 10:22 a.m.
To: amibroker@xxxxxxxxxxxxxxx
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
> >
> >
> >
>



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Please note that this group is for discussion between users only.

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SUPPORT {at} amibroker.com

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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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
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