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RE: [amibroker] Selective Import to the IO field - A Real Hoot



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Ranking all bars at one time is not possible with your ranking code, but is possible with a different type of algorithm
for example
mOwnRoc = Roc(C, 14);
mRoc = 0;
list = categorygetsymbol(categorywathlist, 0);
for(i = 0; (sym = strextract(list, i)) != ""; i++)
{
    setforeign(sym);
    mRoc = Roc(c, 14);
    restorepricearrays();
    n = !isnull(mRoc);
    roccount += n;
    rocrank = iif(nz(mRoc) > mOwnRoc, Rocrank + n; rocrank);
}
that would rank all bars with all symbol on list, now if you only want to do it monthly, then do a timeframeset(inMonthly) to reduce the no of bars and it will run faster.
 


From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Ken Close
Sent: Saturday, 5 July 2008 11:05 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Selective Import to the IO field - A Real Hoot

Paul:
 
Thanks for the first suggestion (determine i and just put it in the two commands instead of looping).  Obvious once pointed out.
 
Ranking my system for all bars at one time is impossible because the ranking code uses a large number of StaticSetVar commands looped through all the members of a Watchlist, then extracts the variables before summing them. I have tried all sorts of experiments and recodings and it only works on last bar (ranks are the same for all other earlier bars in a run).
 
Thanks for the first idea, though.
 
Ken


From: amibroker@xxxxxxxxxps.com [mailto:amibroker@yahoogroups.com] On Behalf Of Paul Ho
Sent: Saturday, July 05, 2008 5:46 AM
To: amibroker@xxxxxxxxxps.com
Subject: RE: [amibroker] Selective Import to the IO field - A Real Hoot

Ken since you're only doing one bar per run. wouldnt it be easier if you just find out what the value of i is and
do
  qt = qts.Item(i);

      qt.OpenInt = Ranking[i];

directly

because i = lastvalue(datenum == DateEnd);

A better still alternative would be to rank your system for all bars and stores all values once.



From: amibroker@xxxxxxxxxps.com [mailto:amibroker@yahoogroups.com] On Behalf Of Ken Close
Sent: Saturday, 5 July 2008 2:01 PM
To: amibroker@xxxxxxxxxps.com
Subject: [amibroker] Selective Import to the IO field - A Real Hoot

Hi Paul:
 
My next challenge with the COM code is to put a value into a single OI field for a specific date or bar.
 
I stuck your code snippit (see below) onto the end of a complex code that FTonetti gave me the idea for which is to assign ordinal ranks to indicators, a number of which are used to create a ranked and summed ordinal value.  Actually, not a bad ranking methodology depending on your choice of indicators on which to do the ordinal ranking.
 
Being ordinal numbers, the final sum for a symbol is the same for all bars, so my concept is to try and run the code, then modify the main FOR loop in your code snippit to stick the value of the Ranking variable into one and only one position (one single Bar/Date), then cycle through my main code again with a different enddate, then stick that new Ranking value into another corresponding bar position.
 
Almost laughable (my attempt--not the concept), given my sparse experience with looping, COM objects, and the like, but I am struggling along. I actually got a value stuck into a single OI position by setting things manually, now I have to figure our how to manipulate the RangeToDate command in the Analysis object so that the code can be cycled by some grand encompassing loop.  
 
I just know experts like yourself could throw something together to meet this objective in a few minutes, but it is (I guess) a great learning opportunity for me.
 
Thanks for your responses and help.
 
Ken
 
PS--If you have a moment, glance at this code.  The commented out RangeFromDate and RangeToDate never worked, perhaps because the DateStart and DateEnd were not formatted correctly, so I played manually with the n value and actually put the "Tot_Rank" value where I wanted it to go (obviously ranked end of month). 
 
What is the trick to making the RangeFromDate command work?  Anyone can comment--I am looking for advice from anyone who is willing to help me.
 
Previous code will calculate sum of ordinal ranks and into Tot_Rank variable

DateStart      =  ParamDate("DateStart","06/30/2008");

DateEnd     =  ParamDate("DateEnd","06/30/2008");

Mnth        =  Month();

Nmnth       =  Mnth != Ref(Mnth,-1);

Nmnth1      =  Ref(Nmnth,1);

MnthStart   =  IIf(Nmnth,1,0);

MnthEnd     =  IIf(Nmnth1,1,0);

Ranking     = IIf(Nmnth1,Tot_Rank,0);

ab          = CreateObject("broker.Application");

target      = ab.Stocks(Name());

qts         = target.Quotations;

aa          =  ab.analysis;

aa.applyto  =  2;

//aa.RangeFromDate =  DateStart;// - defines "From" Date

//aa.RangeToDate =  DateEnd;//- defines "To" Date

n     =  LastValue(BarCount - ValueWhen(Nmnth1,BarIndex(),1));//< < < Set manually for single pass, should stick the Rank value

                                                          // into the OI field on the proper end of month bar

m     =  n ;

//Ranking         =  0;

for(i = BarCount - n  ; i < BarCount - n + 1; i++)

   {

      qt = qts.Item(i);

      qt.OpenInt = Ranking[i];

   }

target.IsDirty = True; /// MUST SET



From: amibroker@xxxxxxxxxps.com [mailto:amibroker@yahoogroups.com] On Behalf Of Paul Ho
Sent: Friday, July 04, 2008 9:50 PM
To: amibroker@xxxxxxxxxps.com
Subject: RE: Ah Tomasz: RE: [amibroker] Ping Paul Ho---Re: Import Data into OI field? Using a Watchlist

Hello Ken
It seems that everything was sorted while I was hibernating down the deep south.
The isDirty flag just tells AB to data has changed so when the user press save, that area of the database is saved.
On another note, I finally found out why I was getting COM error 18. It was because I checked the pad and align box, When AB tries to assign a value to a bar that isnt there. it complains.
While I'm on this topic, and if Tomasz is reading it. - Is there a way to trap the COM error in afl?


From: amibroker@xxxxxxxxxps.com [mailto:amibroker@yahoogroups.com] On Behalf Of Ken Close
Sent: Saturday, 5 July 2008 5:44 AM
To: amibroker@xxxxxxxxxps.com
Subject: RE: Ah Tomasz: RE: [amibroker] Ping Paul Ho---Re: Import Data into OI field? Using a Watchlist

Thanks Tomasz: critical piece of information.  I assume you wanted to warn people (to remind themselves) when they are using a data series with a value in one of the fields that is not truly representative of what the field is supposed to hold.  One wonders how the IsDirty flag shows up.  Did you set it up to show a warning if anyone uses the OI field in some other calculation or indicator? (I have been listing it with AddColumn to no effect).  Or was it just to remind the person at the time it was set up that they had done something outside the "normal" use of the field contents?
 
Anyway, thanks for sharing that information.
 
Ken


From: amibroker@xxxxxxxxxps.com [mailto:amibroker@yahoogroups.com] On Behalf Of Tomasz Janeczko
Sent: Friday, July 04, 2008 2:40 PM
To: amibroker@xxxxxxxxxps.com
Subject: Re: Ah Tomasz: RE: [amibroker] Ping Paul Ho---Re: Import Data into OI field? Using a Watchlist

Hello,
 
Of course the field WILL contain any value you put into it...
BUT your changes will NOT be saved until you set dirty flag.
 
ab = createobject("broker.Application");
target = ab.Stocks(name());
qts = target.Quotations;
AA = AB.Analysis;
AA.ApplyTo = 2;
for(i = 0; i < Barcount; i++)
 {
     qt = qts.Item(i);
     qt.OpenInt = Ranking[i];
 }
target.IsDirty = True; /// MUST SET
buy = sell = 0;

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: Ken Close
Sent: Friday, July 04, 2008 8:13 PM
Subject: RE: Ah Tomasz: RE: [amibroker] Ping Paul Ho---Re: Import Data into OI field? Using a Watchlist

Tomasz:
 
Figured out the (now) simple looking commands to use the Watchlist.
 
 
Ranking = C; // replace this with something you want to store
ab = createobject("broker.Application");
target = ab.Stocks(name());
qts = target.Quotations;
AA = AB.Analysis;
AA.ApplyTo = 2;
for(i = 0; i < Barcount; i++)
 {
     qt = qts.Item(i);
     qt.OpenInt = Ranking[i];
 }
buy = sell = 0;
I would still be interested to know what happens to Amibroker operation if the IsDirty Flag is NOT set, if the OI field now contains a value put there by this OLE code.
Secondly, I can "clear" the value by changing the Ranking value to 0 in the first line above.  This inserts a zero.  Does this mean the symbol is still "Dirty"?
 
Ken


From: amibroker@xxxxxxxxxps.com [mailto:amibroker@yahoogroups.com] On Behalf Of Ken Close
Sent: Friday, July 04, 2008 12:10 PM
To: amibroker@xxxxxxxxxps.com
Subject: Ah Tomasz: RE: [amibroker] Ping Paul Ho---Re: Import Data into OI field? Using a Watchlist

Ah, Tomasz:
 
Couldn't you have also tossed in the few statements I need to make it work with a Watchlist. And where do you put the target.IsDirty = True statement.  And what do you do when you remove the value from the OI field? And what happens if you forgot (or never knew) to set the IsDirty Flag to True?  What happens to program operation when that symbol is used by some other code?
 
Thanks for adding some more information.
 
Ken
 
Ranking = C; // replace this with something you want to store
ab = createobject("broker.Application");
target = ab.Stocks(name());
qts = target.Quotations;
for(i = 0; i < Barcount; i++)
 {
     qt = qts.Item(i);
     qt.OpenInt = Ranking[i];
 }
buy = sell = 0;


From: amibroker@xxxxxxxxxps.com [mailto:amibroker@yahoogroups.com] On Behalf Of Tomasz Janeczko
Sent: Friday, July 04, 2008 11:54 AM
To: amibroker@xxxxxxxxxps.com
Subject: Re: [amibroker] Ping Paul Ho---Re: Import Data into OI field? Using a Watchlist

Hello,
 
You need to know that AB caches data.
If you are writing directly to quote array thru OLE you need to
set "IsDirty" flag, after you are done with writing to given symbol.
 
target.IsDirty = True;
 

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: Ken Close
Sent: Friday, July 04, 2008 5:47 PM
Subject: [amibroker] Ping Paul Ho---Re: Import Data into OI field? Using a Watchlist

Paul:
 
Sorry to bother you again.
 
I have proven that your small COM object code stuck at the end of a very complex AFL will successfully stuff the one parameter I want to save into the OI field.  Yea!
 
But, is a scan supposed to work on all symbols within a Watchlist?  I tried to run the code (scan) against a three symbol watchlist but it did not work (only updated the current symbol).
 
I see there is an Analysis object Analysis.ApplyTo and there is something called a SCAN Method, but by trial and error, I can not come up with a statement(s) that works.
 
Would you be so kind to show me the statement(s) that need to be added so that I can run through the symbols in a watchlist, and stick the "Ranking" variable into the OI field of each one of them?
 
It would get me so very close to a major milestone in my quest.
 
Thank you so much.
 
Ken


From: amibroker@xxxxxxxxxps.com [mailto:amibroker@yahoogroups.com] On Behalf Of Paul Ho
Sent: Thursday, July 03, 2008 9:10 PM
To: amibroker@xxxxxxxxxps.com
Subject: RE: [amibroker] Ping Paul Ho---Re: Import Data into OI field?

Ken
I presume you are using the latest version of AB.
I have just tried it myself and I have come back with a COM object error
run it in previous version and is working fine.
Can you try it on an old version of AB, if you have the same result. It is time to call on Tomasz to fix it.
 


From: amibroker@xxxxxxxxxps.com [mailto:amibroker@yahoogroups.com] On Behalf Of Ken Close
Sent: Friday, 4 July 2008 2:17 AM
To: amibroker@xxxxxxxxxps.com
Subject: [amibroker] Ping Paul Ho---Re: Import Data into OI field?

Paul:

I tried the code you shared below to see if I could stick the
"Ranking=C" value into the OI filed of a single symbol, and I got
nothing. I ran Scan over a short date range, clicked "Refresh All",
and then looked in the Quote Editor for the change, but none was there.

What needs to be done to make this work?
Can the COM OBJECT application be put onto the end of an AFL file
(which generates the Ranking value), and still be expected to work?

Need help. Thanks for any suggestions.
Ken

--- In amibroker@xxxxxxxxxps.com, "Paul Ho" <paultsho@xx.> wrote:
>
> Bob
> You can't do it in Amiquote or fget, but you can do it with COM objects.
> The following example gives you a means
> Ranking = C; // replace this with something you want to store
> ab = createobject("broker.Application");
> target = ab.Stocks(name());
> qts = target.Quotations;
> for(i = 0; i < Barcount; i++)
> {
> qt = qts.Item(i);
> qt.OpenInt = Ranking[i];
> }
> buy = sell = 0;
>
> Run scan over tickers that you want. and Remember to refresh all to
see the
> changes
> It is very important to know that AB does not detect the OI field for
> changes, so if there is no other changes in your database, pressing save
> doesnt save your changes in OI (at least that was the case in the
past), To
> force save, choose save database as, or make some sure there are
some other
> changes in your database and press save. Otherwise, the OI fields
would be
> blank next time you open it.
> Good luck.
>
>
>
> _____
>
> From: amibroker@xxxxxxxxxps.com [mailto:amibroker@xxxxxxxxxps.com]
On Behalf
> Of bjagow@xxx
> Sent: Friday, 21 March 2008 10:38 AM
> To: amibroker@xxxxxxxxxps.com
> Subject: [amibroker] Import Data into OI field?
>
>
>
>
>
> Although I understand that additional AB data arrays [and means of
> populating them] are planned for the future, I'd like to store a weekly
> value into the OI field.of existing tickers.
>
> Any way to do this with AmiQuote?
> If not, how about with fget, etc?
>
> TIA,
> Bob
>

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