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Hi iceboundbug --
Here is some afl code that implements the first of the two expressions you asked about.
I'll leave the second to you.
/////////////////////////////////////////////////
// loopexample.afl
// From a question posted on Yahoo AmiBroker Forum
// July 2, 2008
// Howard Bandy
// This code is intended to be an example of writing
// a loop. It is definitely Not the most efficient code that
// could be written to solve this problem.
// The question asked how to create an array, x,
// with this property:
// x = Sum( MA(C-O,3) ,3) - Ref( Sum( MA(C-O,3) ,3), -1) >0;
// Here is what one of the terms being compared looks like in afl:
d = Sum(MA(C-O,3),3);
// x will be true when d > ref(d,-1), false otherwise
// d will be plotted later as a reference
// initialize the first elements of the x array
// to be certain known values have been stored
for (i=0; i<=3; i++)
{
x[i] = 0;
}
// compute a temporary variable u that contains
// the 3 bar moving average of the past three Close minus Open
for (i=2; i<BarCount; i++)
{
u[i] = ((C[i]-O[i]) + (C[i-1]-O[i-1]) + (C[i-2]-O[i-2]))/3;
}
// compute a temporary variable w that contains
// the 3 bar sum of u.
for (i=2; i<BarCount; i++)
{
w[i] = u[i] + u[i-1] + u[i-2];
}
// set the value of x to 1 (true)
// if w today minus w yesterday is greater than 0
for (i=4; i<BarCount; i++)
{
if ((w[i] - w[i-1]) > 0)
{
x[i] = 1;
}
else
{
x[i] = 0;
}
// Note -- I would probably use the follow construction using IIF,
// but you will be translating into C++, so the if-else above
// has the more straight-forward translation.
// x[i] = IIf((w[i] - w[i-1])>0,1,0);
}
Plot(C,"C",colorBlack,styleCandle);
Plot(x,"x",colorRed,styleLine|styleOwnScale);
Plot(d,"d",colorBlue,styleLine|styleOwnScale);
///////////////////////////////////////////////////////////////////
To create a dll, translate the afl looping code into C++, following the example on pages 326 to 338.
Thanks,
Howard
www.quantitativetradingsystems.com
On Wed, Jul 2, 2008 at 9:08 AM, Steve Dugas < sjdugas@xxxxxxxxxxx> wrote:
Hi - I wrote one DLL a few years ago and I am *definitely* very rusty but I
just took a quick look at my source code to confirm this....
If it will work for your purposes, you don't necessarily need to calculate
all that in the DLL, you can use the site interface to import your arrays
into the DLL - here are a couple of examples from my DLL..
AmiVar VsjdAutoOptInd(int NumArgs, AmiVar *ArgsTable)
{
// user-defined params
AmiVar TestBars = gSite.GetVariable("TestBars");
AmiVar StartDate = gSite.GetVariable("StartDate");
AmiVar EndDate = gSite.GetVariable("EndDate");
}
If that won't give you what you want, then you will need to to start with
the innermost arrays and work your way out, walking the arrays on a
bar-by-bar basis. Here is another example from the DLL showing how to do
it...
for (Bar = FirstTestBar; Bar <= LastTestBar; ++Bar)
{
ePosition.array[Bar] = eShares.array[Bar];
eAdjToCash.array[Bar] = 0 - eValOfShares.array[Bar] - eComm.array[Bar];
eRemainCash.array[Bar] = eCash.array[Bar] - eValOfShares.array[Bar] -
eComm.array[Bar];
eTheorCash.array[Bar] = eCash.array[Bar] - eValOfShares.array[Bar] -
eComm.array[Bar];
}
Good Luck - Man, this stuff *really* makes you appreciate what TJ has given
us with the AFL language!! 8 - )
Steve
Sent: Wednesday, July 02, 2008 3:31 AM
Subject: [amibroker] Re: Help to convert afl statement to a loop
>
> Hello Steve,
>
> The reason why I want a loop is to write a DLL - I got few books
> including Howards book to complete the DLL but I cannot get my head
> around with a loop. You said it is a quite a job but please tell me at
> least about how many lines of coading that would be? Thanks
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@xxx> wrote:
>>
>> That looks like it would be quite a job. None of my business of course
> but now that you got my curiousity up....why would you want to write it
> as a loop? Thanks!
>>
>> Steve
>> ----- Original Message -----
>> From: iceboundbug
>> To: amibroker@xxxxxxxxxxxxxxx
>> Sent: Tuesday, July 01, 2008 8:45 PM
>> Subject: [amibroker] Help to convert afl statement to a loop
>>
>>
>> Hello all,
>>
>> Could someone help me to write the following two afl statements using
> two separate loops please.
>>
>> Thanks in advance.
>>
>>
>>
>> x = Sum( MA(C-O,3) ,3) - Ref( Sum( MA(C-O,3) ,3) , -1) >0 ;
>>
>>
>>
>> y = MA(C-O, 5) > (-1)*MA(C-O, 7) ;
>>
>
>
>
>
> ------------------------------------
> Yahoo! Groups Links
>
>
>
>
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