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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 -----
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)
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
> >
> >
>
>
>
__._,_.___
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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