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Re: [amibroker] Re: Recursive Boolean Expressions... Possible?



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Graham,

I am endlessly surprised when people say they could not found
the description when it sits under F1 key.
Type AMA in the AFL editor and press F1 key.
==================================
You don't need to search at all. Just press F1.

So AMA *IS* described to the level of every single bit in (of course) the User's Guide
AFL function reference, available from F1 key in the AFL editor.
http://www.amibroker.com/guide/afl/afl_view.php?ama

(see comment that provides actual looping EQUIVALENT for AMA).

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "Graham" <kavemanperth@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, September 19, 2008 10:14 AM
Subject: Re: [amibroker] Re: Recursive Boolean Expressions... Possible?


> Generally speaking, if your variable requires a previous value of that
> variable to determine current value then you need to use a loop
> Other areas that can require looping is items such as trail stops,
> where a subsequent Buy true condition can reset the trail price levels
> to that newer bar
> 
> 
> Of course there are built in functions that can do this within the
> limits of their capabilities, eg AMA
> 
> In the case of this thread it was not entirely clear just having the
> line of code as to what the intent was
> var = condition AND NOT ref(var,-6); could be interpreted differently as either
> var = condition and not ref(condition,-6) or in its raw state
> in the raw state as shown it does require looping.
> AMA function was mentioned somewhere in the thread, not even sure if
> to say that it can be used for this. I am not at all clear on using
> AMA as I have not yet found a description of exactly what the
> algorithm is, I have only ever found examples of putting values into
> it.
> 
> 
> -- 
> Cheers
> Graham Kav
> AFL Writing Service
> http://www.aflwriting.com
> 
> 
> 
> 2008/9/19 sidhartha70 <sidhartha70@xxxxxxxxx>:
>> In answer to your question Brian, I ended up using a loop.
>> Seeing the power of AFL, I often find myself resisting the use of
>> loops, but then wrestling with the neccessary code to achieve my goals
>> without using a loop.
>> This seems to be a problem I hit quite consistently... which is a
>> general uncertainty about whether I can achieve what I want without a
>> loop or not. As it goes I usually waste time in that minor feedback
>> loop for a while!!!
>>
>>
>> --- In amibroker@xxxxxxxxxxxxxxx, "brianw468" <wild21@xxx> wrote:
>>>
>>> Thanks "GP", but I think your latest contribution muddies the waters
>>> a bit. My understanding of the original question is that varx would
>>> always be boolean - ie 1 or 0 (True or False)whereas your example
>>> treats it as an integer variable.
>>> The issue revolves around the real question - ie is the questioner
>>> asking if a single line statement can contain a recursive element
>>> (answer is probably NO) - or is the aim to solve a particular coding
>>> problem without using a loop, where the answer could well be that
>>> there are work-arounds. The guy who started this thread should
>>> clarify what he is trying to do. Otherwise, further discussion is a
>>> bit pointless.
>>>
>>> Brian
>>>
>>> --- In amibroker@xxxxxxxxxxxxxxx, "gp_sydney" <gp.investment@>
>>> wrote:
>>> >
>>> > Brian,
>>> >
>>> > As you say, it depends on what the original intention was. There are
>>> > two ways to interpret a statement like:
>>> >
>>> > varx = Ref(varx,-1) + 1;
>>> >
>>> > The first is the way it actually works now, where each element in
>>> the
>>> > new varx is the previous element in the old varx incremented by one.
>>> > So if the original varx array has:
>>> >
>>> > varx[10] = 1
>>> > varx[11] = 27
>>> > varx[12] = 39
>>> > varx[13] = 102
>>> >
>>> > The new varx array will have:
>>> >
>>> > varx[11] = 2
>>> > varx[12] = 28
>>> > varx[13] = 40
>>> > varx[14] = 103
>>> >
>>> > The other way, which is what I was talking about (as I thought it
>>> was
>>> > what was being asked about), is where the value at each bar is
>>> updated
>>> > iteratively bar by bar as it would be in a loop. So if we assume
>>> that
>>> > varx[10] is still one (but it would depend on what came before),
>>> then
>>> > we would end up with:
>>> >
>>> > varx[11] = 2 (1+1)
>>> > varx[12] = 3 (2+1)
>>> > varx[13] = 4 (3+1)
>>> > varx[14] = 5 (4+1)
>>> >
>>> > This is equivalent to the loop code:
>>> >
>>> > varx[i] = varx[i-1] + 1;
>>> >
>>> > Regards,
>>> > GP
>>> >
>>> >
>>> > --- In amibroker@xxxxxxxxxxxxxxx, "brianw468" <wild21@> wrote:
>>> > >
>>> > > Hi,
>>> > > Can you not solve the problem by (effectively) re-defining varx
>>> > > within the expression i.e.
>>> > >
>>> > > varx = C<Ref(L,-6) AND vary <6 AND NOT(C<Ref(L,-12) AND vary <6);
>>> > >
>>> > > Haven't tried this and the presentation could possibly be tidied
>>> a
>>> > > bit. (Depending on what, exactly, you are trying to achieve, the
>>> very
>>> > > last term might need to be "Ref(vary,-6)<6" or some such.
>>> > >
>>> > > Brian
>>> > >
>>> > >
>>> > > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@>
>>> > > wrote:
>>> > > >
>>> > > > It depends. The loop is general-purpose solution and works
>>> always.
>>> > > >
>>> > > > In some cases loops can be eliminated using Cum(), ValueWhen(),
>>> > > > AMA, AMA2.
>>> > > >
>>> > > > Best regards,
>>> > > > Tomasz Janeczko
>>> > > > amibroker.com
>>> > > > ----- Original Message -----
>>> > > > From: "sidhartha70" <sidhartha70@>
>>> > > > To: <amibroker@xxxxxxxxxxxxxxx>
>>> > > > Sent: Thursday, September 18, 2008 9:56 AM
>>> > > > Subject: [amibroker] Re: Recursive Boolean Expressions...
>>> Possible?
>>> > > >
>>> > > >
>>> > > > > Can I ask the master...?? TJ... Does this kind  of expression
>>> > > > > absolutely require a loop structure?
>>> > > > >
>>> > > > > TIA
>>> > > > >
>>> > > > > --- In amibroker@xxxxxxxxxxxxxxx, "gp_sydney"
>>> <gp.investment@>
>>> > > wrote:
>>> > > > >>
>>> > > > >> Graham,
>>> > > > >>
>>> > > > >> That doesn't work either, in the general case, as varx is
>>> still
>>> > > not
>>> > > > >> dependent on previous values of varx, only on previous
>>> values of
>>> > > your
>>> > > > >> first "temp" statement.
>>> > > > >>
>>> > > > >> Consider the simpler case:
>>> > > > >>
>>> > > > >> temp = BarIndex() < 10;
>>> > > > >> varx = temp AND NOT Ref(temp,-1);
>>> > > > >>
>>> > > > >> temp now has the first 10 bars set to one and all other bars
>>> set
>>> > > to
>>> > > > >> zero. varx will have the first 11 bars set to zero, since Ref
>>> > > (temp,-1)
>>> > > > >> is one (actually the first bar will probably be null) and
>>> then
>>> > > all
>>> > > > >> subsequent bars will also be zero since temp is then zero.
>>> > > > >> Consequently, varx would be completely zero, except perhaps
>>> for
>>> > > the
>>> > > > >> first null.
>>> > > > >>
>>> > > > >> Assuming this did work as suggested, compare to:
>>> > > > >>
>>> > > > >> varx = BarIndex() < 10 AND NOT Ref(varx,-1);
>>> > > > >>
>>> > > > >> Actually if the first bar was null due to Ref(varx,-1) being
>>> > > null,
>>> > > > >> then varx would end up completely full of nulls (a problem
>>> to be
>>> > > wary
>>> > > > >> of with nulls in loops). But say the first bar ended up
>>> being
>>> > > zero
>>> > > > >> (perhaps the nz function was used), then the second bar
>>> would be
>>> > > one,
>>> > > > >> since BarIndex is less than 10 and Ref(varx,-1) refers to
>>> the
>>> > > first
>>> > > > >> bar which we just said was zero. The third bar would be
>>> zero,
>>> > > since
>>> > > > >> Ref(varx,-1) now refers to the second bar which we just set
>>> to
>>> > > one,
>>> > > > >> and the fourth bar would be one again. This would continue
>>> up to
>>> > > the
>>> > > > >> 10th bar, after which all bars would be zero due to the
>>> BarIndex
>>> > > term.
>>> > > > >> The first 10 bars of varx alternating between one and zero
>>> make
>>> > > the
>>> > > > >> result different to the first version.
>>> > > > >>
>>> > > > >> Regards,
>>> > > > >> GP
>>> > > > >>
>>> > > > >>
>>> > > > >> --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@>
>>> wrote:
>>> > > > >> >
>>> > > > >> > try this
>>> > > > >> > temp = C<Ref(L,-6) AND vary<6;
>>> > > > >> > varx = temp AND NOT Ref(temp ,-6);
>>> > > > >> >
>>> > > > >> > --
>>> > > > >> > Cheers
>>> > > > >> > Graham Kav
>>> > > > >> > AFL Writing Service
>>> > > > >> > http://www.aflwriting.com
>>> > > > >> >
>>> > > > >> >
>>> > > > >> >
>>> > > > >> >
>>> > > > >> > 2008/9/18 gp_sydney <gp.investment@>:
>>> > > > >> > > No, you can't do that as the right-hand expression is
>>> > > evaluated
>>> > > > > on the
>>> > > > >> > > whole array before anything is assigned to the left-hand
>>> > > variable.
>>> > > > >> > > That means that "varx" is effectively constant during
>>> the
>>> > > expression
>>> > > > >> > > evaluation for the whole array. It's essentially the
>>> same as:
>>> > > > >> > >
>>> > > > >> > > temp = IIf(C<Ref(L,-6) AND vary<6 AND NOT Ref(varx,-
>>> > > 6),True,False);
>>> > > > >> > > varx = temp;
>>> > > > >> > >
>>> > > > >> > > To do what you are suggesting would require a loop.
>>> > > > >> > >
>>> > > > >> > > Regards,
>>> > > > >> > > GP
>>> > > > >> > >
>>> > > > >> > >
>>> > > > >> > > --- In amibroker@xxxxxxxxxxxxxxx, "sidhartha70"
>>> > > <sidhartha70@>
>>> > > > > wrote:
>>> > > > >> > >>
>>> > > > >> > >> Hi All,
>>> > > > >> > >>
>>> > > > >> > >> Is it possible to have recursive boolean
>>> expressions...?
>>> > > i.e. the
>>> > > > >> true
>>> > > > >> > >> or false of the current value of the array depends on
>>> > > whether a
>>> > > > >> > >> previous value of the array is true or false.
>>> > > > >> > >>
>>> > > > >> > >> So for example,
>>> > > > >> > >>
>>> > > > >> > >> varx = IIf(C<Ref(L,-6) AND vary<6 AND NOT Ref(varx,-
>>> > > 6),True,False);
>>> > > > >> > >>
>>> > > > >> > >> Would that work... or are recursive booleans like this
>>> not
>>> > > > > allowed??
>>> > > > >> > >>
>>> > > > >> > >> TIA
>>> > > > >> > >>
>>> > > > >> >
>>> > > > >>
>>> > > > >
>>> > > > >
>>> > > > >
>>> > > > > ------------------------------------
>>> > > > >
>>> > > > > 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
>> 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
> Yahoo! Groups Links
> 
> 
> 

------------------------------------

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