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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: "Chris DePuy" <cdepuy@xxxxxxxxx>
  • Date: Tue, 29 Apr 2008 15:50:21 -0700

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Thanks Paul, this worked very well for me (and was similar to what Ed Hoopes suggested an hour later), though using this method requires that I do my own calculation of things like standard deviation and anything else that is more complex than summing up things that occur occassionally.  Ara and Ed, thank you!
 
Here is what i did (probably the long way, but I don't care about speed):
 
cond6={my condition}
NumBars=12;

hV = IIf(BarsSince(Cond6) == NumBars,HHV(H,BarsSince(Cond6))-ValueWhen(Cond6,C),Null);

Sumhv = Cum(IIf(BarsSince(Cond6) == NumBars,hV,0));

Counthv = Cum(IIf(BarsSince(Cond6) == NumBars,1,0));

Avghv = Sumhv/Counthv;

AddColumn(Avghv,"avghv",1.3);

//AddColumn(Sumhv,"sumhv",1.3);

//AddColumn(counthv,"counthv",1.3);

Sumsquareshv= Cum(IIf(BarsSince(Cond6) == NumBars,(hV - Avghv) ^ 2, 0));

Avgsumsquareshv = Sumsquareshv / Counthv;

stddeviationhv = sqrt(Avgsumsquareshv);

AddColumn(stddeviationhv,"stddev hv",1.3);

 

----- Original Message -----
From: Paul Ho
Sent: Monday, April 28, 2008 5:17 PM
Subject: RE: [amibroker] Re: calculating the mean of only some of the observations in an array ?

You can try the Cum function together with teh IIF function to sum the array that meet the conditions
mysum = cum(iif(signal > whatever, signal, 0))
mycount = cum(iif(signal > whatever, 1, 0))
myavg = lastvalue(mysum/mycount)


From: amibroker@xxxxxxxxxps.com [mailto:amibroker@yahoogroups.com] On Behalf Of cdepuy
Sent: Tuesday, 29 April 2008 8:22 AM
To: amibroker@xxxxxxxxxps.com
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@xxxxxxxxxps.com, "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@xxxxxxxxxps.com>
> 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.

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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