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Sorry all - I re-read my message and I guess that I can't type today.
What I meant to so was that I don't think that you want to code your
own solution to static arrays. Use AddToComposite ! I was just
suggesting an enhancement to ATC to implement static arrays that went
away with the program and didn't clutter the database.
--- In amibroker@xxxxxxxxxxxxxxx, "bruce1r" <brucer@xxx> wrote:
>
> FWIW, I'd like to relate some additional info. This topic of static
> arrays seems to come up several times a year. No doubt - it is
> significant. I needed it several years ago for a project and did a
> quick implementation / hack.
>
> Hint - can be done with all AFL and the use of the Windows Scripting
> Dictionary object - BUT, I DON'T THINK THAT YOU DON'T WANT TO !
>
> Here's why. Some databases fill in data holes for days that a ticker
> didn't trade and some do not. AddtoComposite (ATC) seems to be
> hand-optimized and performs the necessary alignment of dates. Tomasz
> has pointed this out before. Also, ATC is very fast and performance
> is not an issue.
>
> My only reservation about ATC's is that they are persistent. Much of
> what I need is temp static arrays that I want to go away when AB is
> closed.
>
> SO - it would be great if AddToComposite had a atcFlagTemp that could
> be set to not persist the ticker. I tried doing this once by clearing
> the Stock.IsDirty flag - but no joy. And there is no way to do the
> cleanup in a fully automated fashion that I've found.
>
> Maybe it should be an enhancement suggestion.
>
> -- BruceR
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@> wrote:
> >
> > AddToComposite - look in functions
> >
> > ----- Original Message -----
> > From: "Barry Scarborough" <razzbarry@>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Wednesday, December 03, 2008 8:59 AM
> > Subject: [amibroker] Re: AFL coding
> >
> >
> > > 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@> 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@>
> > >> 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
> > >
> > >
> > >
> >
>
------------------------------------
**** IMPORTANT ****
This group is for the discussion between users only.
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*********************
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SUPPORT {at} amibroker.com
*********************
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