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Hello all,
Thank you so much for the replies. This is absolutely wonderful and I
cannot speak any more highly of this. In particular, thank you so much
for the detailed response for Howard. Your descriptive comments are
very educationl as well. I call this forum to consider both TJ and
Howard as treasure .... I can only hope no big sharks will take them
over.
Thanks again
--- In amibroker@xxxxxxxxxxxxxxx, "Howard B" <howardbandy@xxx> wrote:
>
> 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@xxx 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
> >
> >
> > ----- Original Message -----
> > From: "iceboundbug" iceboundbug@xxx <iceboundbug%40yahoo.com.au>
> > >
> > To: amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoogroups.com>>
> > 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 <amibroker%40yahoogroups.com>,
"Steve
> > Dugas" sjdugas@ 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 <amibroker%40yahoogroups.com>
> > >> 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) ;
> > >>
> > >
> > >
> > >
> > >
> > > ------------------------------------
> > >
> > > 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.
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