|
PureBytes Links
Trading Reference Links
|
Hi Ara,
What is an ATC and where is it defined? I tried searching the AB
users guide and found nothing.
Thanks,
Barry
--- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@xxx> wrote:
>
> I am using ATCs to transport arrays from one program to another.
>
> Example:
> I generate all my indicators withind my trading program, but
display them in
> other panes below the price chart.
>
> I do not recompute any indicators. Simply save them in an ATC in
the main
> program and read the ATC in the display frogram and display
indicators.
>
> It seems pretty efficient.
>
> ----- Original Message -----
> From: "Barry Scarborough" <razzbarry@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Wednesday, December 03, 2008 6:53 AM
> Subject: [amibroker] Re: AFL coding
>
>
> > Sorry for the confusion.
> >
> > I wish static vars could contain arrays too. Ain't so.
> >
> > What I was saying is that if you have an indicator that
calculates a
> > CCI then you may be able to get the current value using a static.
If
> > the program that uses the staticvarget you could add this to an
> > array. I am assuming you are using live data and pass the data
every
> > scan. This will not work for back test or anything like that. I
will
> > try this later and see if it is true. If so then I will post how I
> > did it.
> >
> > If I understood the original post, where the user wanted to use
> > multiple charts and then combine the output of each indicator
chart
> > into a buy signal in the auto trading program. To do this the
signal
> > could be generated in an indicator and the buy condition could be
> > passed in a static. That could be ANDed in the Buy = whatever in
the
> > trading program. But to preserve this condition in the auto
trading
> > program it would have to be assigned to an array if the user
wanted
> > to plot the CCI results.
> >
> > This is no problem at all if you use includes. I explained, or I
> > tried to explain, how to use includes to accomplish this. I
wouldn't
> > touch a DLL with a stick.
> >
> > Barry
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, Dennis Brown <see3d@> wrote:
> >>
> >> Barry,
> >>
> >> I am having a tough time following this.
> >> Are you saying that a single static variable can hold an array?
> >> I only wish it were true.
> >> You can do it with static variables, but you have to have a
> > separate
> >> variable for each element in the array.
> >>
> >> AddToComposite() or disk files are the only way I know to pass an
> >> array between AFL charts/panes, and it can be very slow.
> >> It is faster to recalculate.
> >>
> >> I guess one could write a DLL that could save them like a static
> >> variable.
> >> This has been discussed at length in the past.
> >>
> >> BR,
> >> Dennis
> >>
> >> On Dec 3, 2008, at 1:54 AM, Barry Scarborough wrote:
> >>
> >> >
> >> > I forgot to say how to use the static var. In the using program
> > you
> >> > set the static var to a local variable.
> >> >
> >> > Before you can do that you need to create Pfx in this module.
> >> > Pfx = "CCI";
> >> > Then set a local var
> >> > fCCI = StaticVarGet(Pfx + "CCI");
> >> > And now you have the value from the other indicator in your
local
> >> > program.
> >> >
> >> > If you are going to do much of this create an include with
> > constants
> >> > in it and include that before all other includes and in every
> >> > indicator where it will be used. Hey, now you are doing object
> >> > oriented coding in AFL, neat huh. Well kinda but not really but
> > this
> >> > will save you loads of time when building other systems.
> >> >
> >> > As I mentioned before I think includes are the way to go but
> >> > programming is an art form and everyone has their own style.
What
> >> > works for you is the right way to go. But as much as you can
look
> > far
> >> > ahead.
> >> >
> >> > Cheers,
> >> > Barry
> >> >
> >> > --- In amibroker@xxxxxxxxxxxxxxx, "Barry Scarborough"
<razzbarry@>
> >> > wrote:
> >> >>
> >> >> That is a nice idea.
> >> >>
> >> >> Make sure the static variables are unique, don't collide. It
> > would
> >> > be
> >> >> safest to use a prefix for each indicator you create. An
example
> >> > for
> >> >> a CCI indicator would be
> >> >> Pfx = "CCI";
> >> >> fCCI = do your CCI calc here
> >> >> StaticVarSet(Pfx + "CCI", fCCI);
> >> >> This static var is visible to all other programs running on
the
> >> >> visible chart.
> >> >>
> >> >> Also I think that AB scans the charts from top to bottom so
make
> >> > sure
> >> >> the auto trading code is at the bottom so the data delivered
to
> > it
> >> > is
> >> >> fresh and not from the last scan. You can trace this and see
what
> >> >> happens.
> >> >>
> >> >> But, I think you are going to run into problems when you try
to
> >> > back
> >> >> test or optimize since AA only sees the formula you are back
> >> > testing.
> >> >> It will not see the other charts on a worksheet.
> >> >>
> >> >> Another thing you can do is create an include file for each of
> > the
> >> >> indicators you want to use. Include them in the auto trading
> >> > program
> >> >> and also in the indicators you use in the other charts but
don't
> >> > plot
> >> >> them in the auto trading program. Put the parameters in the
> >> > indicator
> >> >> file not your auto trading file. Set the default parameter in
the
> >> >> include and all charts will stay in sync. If you add arrows at
> > the
> >> >> buy points in each indicator you will see when they are
> >> > contributing
> >> >> to the trade condition.
> >> >>
> >> >> This is an example I use in my AT program:
> >> >>
> >> >> // cci include
> >> >>
> >> >> pCCI = Param("CCI period", pCCI, 1, 20, 1);
> >
> >> >> pCCI = Optimize("CCI period", pCCI, 1, 20,
> > 2);
> >> >>
> >> >> fCCI = CCI(pCCI);
> >> >> CCIlo = fCCI < -100;
> >> >> CCIhi = fCCI > 100;
> >> >> CCIup = fCCI > Ref(fCCI, -1);
> >> >> CCIdn = fCCI < Ref(fCCI, -1);
> >> >>
> >> >> if(PlotTrue)
> >> >> Plot(fCCI, "\nCCI(" + NumToStr(pCCI, 1.0) + ")",
> > colorGreen,
> >> >> styleOwnScale);
> >> >>
> >> >> Note that I have the default parameter set to the var name
pCCI.
> >> > When
> >> >> I include it I set the value before the #include line. You
don't
> >> > have
> >> >> to do this but it is one way to use the same include formula
in
> >> > many
> >> >> programs but override the parameter in the using program(s).
Then
> >> > you
> >> >> can set PlotTrue = True; before the #include to tell the
> > indicator
> >> >> whether to plot it or not. If would be false in your AT
program
> > and
> >> >> true in your indicator.
> >> >>
> >> >> Barry
> >> >>
> >> >> --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@> wrote:
> >> >>>
> >> >>> You could try using StaticVarSet in your main pane. Then,
refer
> >> > to
> >> >> the
> >> >>> values using StaticVarGet in the sub panes. You might have to
> > use
> >> >> the
> >> >>> View | Refresh All menu item to get the other panes to update
> >> > after
> >> >>> making any changes in the main pane, else activate each one
in
> >> > turn
> >> >> to
> >> >>> have them update automatically upon activation.
> >> >>>
> >> >>> Mike
> >> >>>
> >> >>> --- In amibroker@xxxxxxxxxxxxxxx, "brianw468" <wild21@>
wrote:
> >> >>>>
> >> >>>> Can anyone help with the following, please:-
> >> >>>> 1. I am developing an AFL to generate buy and sell signals
by
> >> >> combining
> >> >>>> different indicators with variable parameters (to be
> >> > optimised).
> >> >> I
> >> >>>> would like to generate a plot with price and one indicator
in
> >> > the
> >> >> top
> >> >>>> pane, and the other indicators in separate panes below
this, to
> >> >> reduce
> >> >>>> clutter in the plots.
> >> >>>> I know I could simply set up separate panes with the
> >> > appropriate
> >> >>>> indicators - BUT then the parameters would not be tied to
those
> >> >> used in
> >> >>>> the main pane. Changing parameter values and ensuring
> >> > consistency
> >> >>>> across the panes would then become a chore.
> >> >>>> 2. I had thought that the SECTION commands might help here,
but
> >> >> that
> >> >>>> doesn't seem to be the case. In fact, on checking the
> >> >> documentation I
> >> >>>> can't find when it is either necessary or desirable to use
> >> > these
> >> >>>> commands. Does anyone know?
> >> >>>> TIA
> >> >>>>
> >> >>>> Brian
> >> >>>>
> >> >>>
> >> >>
> >> >
> >> >
> >> >
> >> > ------------------------------------
> >> >
> >> > **** IMPORTANT ****
> >> > This group is for the discussion between users only.
> >> > This is *NOT* technical support channel.
> >> >
> >> > *********************
> >> > TO GET TECHNICAL 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
> >> >
> >> >
> >> >
> >>
> >
> >
> >
> > ------------------------------------
> >
> > **** IMPORTANT ****
> > This group is for the discussion between users only.
> > This is *NOT* technical support channel.
> >
> > *********************
> > TO GET TECHNICAL 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
> >
> >
> >
>
------------------------------------
**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
*********************
TO GET TECHNICAL 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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|