RE: [amibroker] Re: calculating the mean of only some of the observations in an array ?, AmiBroker Email List Archive

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

To: amibroker@xxxxxxxxxps.com

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).
> >
> >
> >
> > ------------------------------------
> >
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