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Cool. That being the case, I withdraw my arguments against your usage
of "if(iif(...))", and hope to see an update for the Return value in
the IIF documentation.
Mike
--- In amibroker@xxxxxxxxxxxxxxx, Dennis Brown <see3d@xxx> wrote:
>
> Mike,
>
> Yes, in your example, d is converted to an array when you do a d[i],
> not before. In fact I am not sure it is actually converted to an
> array at all, but just an array element is allowed for a scaler at
> runtime since any the value of any subscript is the same as no
> subscript. TJ does a lot of internal optimizations to keep from
> generating a lot of unnecessary storage or calculations. He had had
> years to work on this ;-)
>
> I am pretty sure that just about anyplace the documentation says it
> takes an array, it will also take a scaler and do the right thing.
>
> BR,
> Dennis
>
>
> On Jan 9, 2009, at 9:50 PM, Mike wrote:
>
> > Ok, so ignore that last post. It was already handled in the second
> > case of the previous post.
> >
> > So now, I wonder if IIf really is returning a scaler for the first
> > scenario, as you suspected (despite the documentation saying that it
> > returns an array), but the [] operator is converting the scaler 'd' to
> > an array?
> >
> > I'll stop now, in hopes that Tomasz will clarify.
> >
> > Mike
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@> wrote:
> >>
> >> Interestingly, the following does not work (as expected) despite
> >> having constant value throughout the array. So, perhaps the result
> >> returned by IIf is special (as opposed to generically any array of a
> >> single value being valid as a scalar)?
> >>
> >> d = H > L;
> >>
> >> if (d) {
> >> ...
> >> }
> >>
> >> Mike
> >>
> >> --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@> wrote:
> >>>
> >>> Dennis,
> >>>
> >>> I was actually quite surprised that your code would even parse.
> >>> Logically, I would expect the conversion to happen anytime a
> > scalar was
> >>> passed where an array was expected. Otherwise, how would the
> >>> receiver
> >>> know what to do with it?
> >>>
> >>> I've done some testing, and it would seem to confirm that full
> >>> arrays
> >>> are created. BUT when the entire array contains the same value (or
> >>> perhaps some other special handling), it would appear that that
> >>> array
> >>> can validly be interpretted as a scalar.
> >>>
> >>> Run a scan over a period with the different assignments for 'a' in
> >>> the
> >>> following code;
> >>>
> >>> In the first case, there is no parse error. Yet, an array
> > dereference is
> >>> permitted and a value is printed for each bar (i.e. 'd' is an array
> >>> despite being accepted by the flow control if statement).
> >>>
> >>> In the second case, the expected parse error is flagged (i.e. 'd'
> > is an
> >>> array and thus is not permitted for use by the flow control if
> >>> statement).
> >>>
> >>> Buy = Sell = 0;
> >>>
> >>> a = 1; b = 2; c = 3;
> >>> //a = High; b = Low; c = Close;
> >>>
> >>> d = IIf((a>b), (b>c), (b<c));
> >>>
> >>> if (d) {
> >>> for (i = 0; i < Barcount; i++) {
> >>> _TRACE("" + d[i]);
> >>> }
> >>> }
> >>>
> >>> Mike
> >>>
> >>> --- In amibroker@xxxxxxxxxxxxxxx, Dennis Brown <see3d@> wrote:
> >>>>
> >>>> Mike,
> >>>>
> >>>> I thought that only happened when one argument was an array and the
> >>>> other argument had to be converted to an array to match. If I am
> >>>> mistaken about that, then I will indeed change some of my
> > approaches.
> >>>>
> >>>> However, since an IF operator would give a runtime error if you
> >>>> hand
> >>>> it an array as a condition, I don't think that is the case if
> > you keep
> >>>> all arguments as scalers. I have been quite successful with IIF
> >>>> handing me back scalers for scaler arguments.
> >>>>
> >>>> Only TJ would know for sure what is happening inside AFL and
> >>>> perhaps
> >>>> he will comment on this.
> >>>>
> >>>> BR,
> >>>> Dennis
> >>>>
> >>>>
> >>>> On Jan 9, 2009, at 8:36 PM, Mike wrote:
> >>>>
> >>>>> Dennis,
> >>>>>
> >>>>> My understanding is that when passing a scalar as argument when an
> >>>>> array is expected, then an *entire* array is constructed on
> > the fly
> >>>>> (i.e. as many elements as there are bars under analysis) such that
> >>> all
> >>>>> elements of the transient array contain the same value - the
> > scaler.
> >>>>>
> >>>>> So, taking your example in a 500 bar analysis, you will have
> > created
> >>> a
> >>>>> 500 element array for each of (a>b), (b>c), (b<c) and the
> > result of
> >>>>> IIf. That's 2000 positions in memory that you did not need!
> >>>>>
> >>>>> Mike
> >>>>>
> >>>>> --- In amibroker@xxxxxxxxxxxxxxx, Dennis Brown see3d@ wrote:
> >>>>>>
> >>>>>> Mike,
> >>>>>>
> >>>>>> Isn't it great how many ways there are to solve the same
> > problem --
> >>>>>> depending on your frame of mind.
> >>>>>>
> >>>>>> One thing I did not understand about your statement though.
> >>>>>> IIF(condition1, condition2, condition3) does not generate any
> >>> arrays.
> >>>>>> For example:
> >>>>>>
> >>>>>> a=1; b=2; c=3;
> >>>>>>
> >>>>>> IF( IIF( a>b, b>c, b<c)){statements}
> >>>>>>
> >>>>>> No arrays involved. Although you could conceptually say that
> > every
> >>>>>> number is an array in AFL --some with just one element.
> >>>>>>
> >>>>>> When the conditions are simple like above, execution efficiency
> >>> does
> >>>>>> not come into play.
> >>>>>>
> >>>>>> But you are right in that both parts of an IIF are evaluated and
> >>> that
> >>>>>> can make a difference with big arrays.
> >>>>>>
> >>>>>> It is important for all to throughly understand the flow control
> >>> and
> >>>>>> the IIF() operators since they are the key to program logic.
> >>> Getting
> >>>>>> tripped up a few times usually does the trick (in my case). That
> >>> is
> >>>>>> one good reason for newbies to try different ways.
> >>>>>>
> >>>>>> BR,
> >>>>>> Dennis
> >>>>>>
> >>>>>> On Jan 9, 2009, at 7:05 PM, Mike wrote:
> >>>>>>
> >>>>>>> Ok, I give up. Clearly the Yahoo rich text editor is having
> >>> troubles
> >>>>>>> :( Or maybe it's the Google Chrome browser causing the grief?
> >>>>>>>
> >>>>>>> For the sake of efficiency, I'd go with an if-else
> >>>>>>> instead of creating so many intermediary arrays (condition1,
> >>>>>>> condition2, condition3, resulting IIf) and executing 2
> > expressions
> >>>>>>> (condition2 and condition3 as per IIf behavior) instead of
> > just 1.
> >>>>>>> You
> >>>>>>> could break out the clauses to make the intent more evident.
> >>>>>>>
> >>>>>>> if (condition1) {
> >>>>>>> if (condition2) {
> >>>>>>> ...
> >>>>>>> }
> >>>>>>> } else if (condition3) {
> >>>>>>> ...
> >>>>>>> }
> >>>>>>>
> >>>>>>> Mike
> >>>>>>>
> >>>>>>> --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@> wrote:
> >>>>>>>>
> >>>>>>>>
> >>>>>>>> --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@> wrote:
> >>>>>>>>>
> >>>>>>>>>
> >>>>>>>>> --- In amibroker@xxxxxxxxxxxxxxx, Dennis Brown see3d@ wrote:
> >>>>>>>>>>
> >>>>>>>>>> The way I keep them straight is to think of IF(
> > condition) as a
> >>>>>>> flow
> >>>>>>>>>> control that will only take a True/False scaler, and IIF
> > as an
> >>>>>>>>>> operator that returns an array or scaler value.
> >>>>>>>>>>
> >>>>>>>>>> I sometimes use IIF(condition, 1, null) as a special type of
> >>>>>>>> boolean.
> >>>>>>>>>>
> >>>>>>>>>> You could write IF( IIF( condition1, condition2,
> > condition3 ) )
> >>>>>>>>>> instead of writing IF( ( condition1 AND condition2 ) OR
> >>>>>>>>>> ( NOT( condition1 ) AND condition3 ) )
> >>>>>>>>>>
> >>>>>>>>>> I prefer the first one for readability of intent.
> >>>>>>>>>>
> >>>>>>>>>> IIF can be very useful with scalers.
> >>>>>>>>>>
> >>>>>>>>>> BR,
> >>>>>>>>>> Dennis
> >>>>>>>>>>
> >>>>>>>>>>
> >>>>>>>>>> On Jan 9, 2009, at 3:16 PM, ozzyapeman wrote:
> >>>>>>>>>>
> >>>>>>>>>>> Mike,
> >>>>>>>>>>>
> >>>>>>>>>>> Thank you yet again! The code works, and your insights are
> >>>>>>> very
> >>>>>>>>>>> helpful.
> >>>>>>>>>>>
> >>>>>>>>>>> Each time I think I've coded something correctly, seems I
> >>>>>>> actually
> >>>>>>>>>>> have a number of basic bugs or sloppy implementation.
> > Getting
> >>>>>>> the
> >>>>>>>>> hang
> >>>>>>>>>>> of when to use array functions (iif) vs scalar (if) can also
> >>>>>>> be
> >>>>>>>>>>> confusing sometimes.
> >>>>>>>>>>>
> >>>>>>>>>>>
> >>>>>>>>>>> --- In amibroker@xxxxxxxxxxxxxxx, "Mike" sfclimbers@ wrote:
> >>>>>>>>>>>>
> >>>>>>>>>>>>
> >>>>>>>>>>>> Ozzy,
> >>>>>>>>>>>>
> >>>>>>>>>>>> You've got a few things going on:
> >>>>>>>>>>>>
> >>>>>>>>>>>> 1. You should not be using IIf in this scenario.
> > Because all
> >>>>>>>> values
> >>>>>>>>>>>> are
> >>>>>>>>>>>> scalers, you should just use a simple if statement.
> >>>>>>>>>>>>
> >>>>>>>>>>>> 2. Since you are initializing WinTest to 0, no WinPct will
> >>>>>>> ever
> >>>>>>>> be
> >>>>>>>>>>>> less
> >>>>>>>>>>>> than it and FinalFast will never be changed from its
> > initial
> >>>>>>>> value
> >>>>>>>>>>>> of 0.
> >>>>>>>>>>>> You must instead initialize WinTest to greater than 100.
> >>>>>>>>>>>>
> >>>>>>>>>>>> 3. You need to do some rudimentary validation on the input
> >>>>>>> data
> >>>>>>>>>>>> before
> >>>>>>>>>>>> blindly trying to work with it. Even after correcting the 2
> >>>>>>>> issues
> >>>>>>>>>>>> above, the last line of your file may be a blank line. This
> >>>>>>>> causes
> >>>>>>>>>>>> StrExtract to return an empty string "" which StrToNum then
> >>>>>>>>>>>> converts to
> >>>>>>>>>>>> a 0. Thus, your lowest %Win would be found to be 0 as would
> >>>>>>> the
> >>>>>>>>>>>> associated fast.
> >>>>>>>>>>>>
> >>>>>>>>>>>> Some additional thoughts:
> >>>>>>>>>>>>
> >>>>>>>>>>>> 1. No need to seperate out the first line read, do it
> > all in
> >>>>>>> the
> >>>>>>>>> same
> >>>>>>>>>>>> while loop.
> >>>>>>>>>>>>
> >>>>>>>>>>>> 2. Move the fclose(fh) inside the if (fh) block.
> >>>>>>>>>>>>
> >>>>>>>>>>>> 3. Good practice to move variables into the smallest scope
> >>>>>>> within
> >>>>>>>>>>>> which
> >>>>>>>>>>>> they will be used.
> >>>>>>>>>>>>
> >>>>>>>>>>>> Have a try with the following:
> >>>>>>>>>>>>
> >>>>>>>>>>>> FinalFast = 0;
> >>>>>>>>>>>>
> >>>>>>>>>>>> fh = fopen( "C:\\logFile2.txt", "r" );
> >>>>>>>>>>>>
> >>>>>>>>>>>> if ( fh )
> >>>>>>>>>>>> {
> >>>>>>>>>>>> WinTest = 101;
> >>>>>>>>>>>>
> >>>>>>>>>>>> while ( !feof( fh ) )
> >>>>>>>>>>>> {
> >>>>>>>>>>>> Line1 = fgets( fh );
> >>>>>>>>>>>> WinsPctStr = StrExtract( Line1, 2 );
> >>>>>>>>>>>>
> >>>>>>>>>>>> if ( WinsPctStr == "" )
> >>>>>>>>>>>> {
> >>>>>>>>>>>> continue;
> >>>>>>>>>>>> }
> >>>>>>>>>>>>
> >>>>>>>>>>>> WinsPct = StrToNum( WinsPctStr );
> >>>>>>>>>>>>
> >>>>>>>>>>>> if ( WinsPct < WinTest )
> >>>>>>>>>>>> {
> >>>>>>>>>>>> FinalFast = StrToNum( StrExtract( Line1, 0 ) );
> >>>>>>>>>>>> WinTest = WinsPct;
> >>>>>>>>>>>> }
> >>>>>>>>>>>> }
> >>>>>>>>>>>>
> >>>>>>>>>>>> fclose( fh );
> >>>>>>>>>>>> }
> >>>>>>>>>>>>
> >>>>>>>>>>>> _TRACE( NumToStr( FinalFast ) );
> >>>>>>>>>>>>
> >>>>>>>>>>>>
> >>>>>>>>>>>> Mike
> >>>>>>>>>>>>
> >>>>>>>>>>>>
> >>>>>>>>>>>> --- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@>
> >>>>>>> wrote:
> >>>>>>>>>>>>>
> >>>>>>>>>>>>> Having a bit of trouble designing a simple parser to
> > extract
> >>>>>>>>> values
> >>>>>>>>>>>> from
> >>>>>>>>>>>>> a csv file. My code only seems to work for some cases, but
> >>>>>>> not
> >>>>>>>>>>>>> others,
> >>>>>>>>>>>>> and I can't seem to figure out why.
> >>>>>>>>>>>>>
> >>>>>>>>>>>>> I have a csv log file with three columns: FastMa, SlowMA,
> >>>>>>>>> %Winners:
> >>>>>>>>>>>>>
> >>>>>>>>>>>>> 11,100,32
> >>>>>>>>>>>>> 22,100,35
> >>>>>>>>>>>>> 31,100,36
> >>>>>>>>>>>>> 43,100,37
> >>>>>>>>>>>>> 52,100,38
> >>>>>>>>>>>>> 23,125,32
> >>>>>>>>>>>>> 32,125,35
> >>>>>>>>>>>>> 44,125,36
> >>>>>>>>>>>>> 53,125,48
> >>>>>>>>>>>>> 12,150,31
> >>>>>>>>>>>>> 25,150,33
> >>>>>>>>>>>>> 34,150,32
> >>>>>>>>>>>>> 46,150,35
> >>>>>>>>>>>>> 54,150,36
> >>>>>>>>>>>>> 26,175,31
> >>>>>>>>>>>>> 36,175,34
> >>>>>>>>>>>>> 47,175,34
> >>>>>>>>>>>>> 55,175,36
> >>>>>>>>>>>>> 27,200,29
> >>>>>>>>>>>>> 37,200,33
> >>>>>>>>>>>>> 48,200,34
> >>>>>>>>>>>>> 57,200,36
> >>>>>>>>>>>>>
> >>>>>>>>>>>>> If I want to extract the value of the FastMA that
> >>>>>>> corresponds to
> >>>>>>>>> the
> >>>>>>>>>>>>> largest %Winner, the following code works correctly and
> >>>>>>> prints
> >>>>>>>> the
> >>>>>>>>>>>> value
> >>>>>>>>>>>>> "53":
> >>>>>>>>>>>>>
> >>>>>>>>>>>>>
> >>>>>>>>>>>>
> >>>>>>>>>>>
> >>>>>>>>>
> >>>>>>>>
> >>> //------------------------------------------------------------------
> >>>>>>> ----\
> >>>>>>>> \
> >>>>>>>>> \
> >>>>>>>>>>>> \
> >>>>>>>>>>>>> --------
> >>>>>>>>>>>>> // PARSER VERSION 1: Find value of FastMA that corresponds
> >>>>>>> to
> >>>>>>>>>>>>> largest
> >>>>>>>>>>>>> %Winners
> >>>>>>>>>>>>>
> >>>>>>>>>>>>
> >>>>>>>>>>>
> >>>>>>>>>
> >>>>>>>>
> >>> //------------------------------------------------------------------
> >>>>>>> ----\
> >>>>>>>> \
> >>>>>>>>> \
> >>>>>>>>>>>> \
> >>>>>>>>>>>>> --------
> >>>>>>>>>>>>>
> >>>>>>>>>>>>>
> >>>>>>>>>>>>> fh = fopen( "C:\\logFile2.txt", "r" );
> >>>>>>>>>>>>>
> >>>>>>>>>>>>> FinalFast = WinsPct = WinTest = fast = slow = 0;
> >>>>>>>>>>>>>
> >>>>>>>>>>>>> if(fh)
> >>>>>>>>>>>>> {
> >>>>>>>>>>>>> Line1 = fgets(fh);
> >>>>>>>>>>>>> WinsPct = StrToNum( StrExtract(Line1,2) );
> >>>>>>>>>>>>> WinTest = WinsPct; // initialize WinTest
> >>>>>>>>>>>>>
> >>>>>>>>>>>>> while( !feof(fh) )
> >>>>>>>>>>>>> {
> >>>>>>>>>>>>> Line1 = fgets(fh);
> >>>>>>>>>>>>>
> >>>>>>>>>>>>> fast = StrToNum( StrExtract(Line1,0) );
> >>>>>>>>>>>>> slow = StrToNum( StrExtract(Line1,1) );
> >>>>>>>>>>>>> WinsPct = StrToNum( StrExtract(Line1,2) );
> >>>>>>>>>>>>>
> >>>>>>>>>>>>> FinalFast = IIf(WinsPct > WinTest, fast, FinalFast);
> >>>>>>>>>>>>>
> >>>>>>>>>>>>> _TRACE("FinalFast"+FinalFast);
> >>>>>>>>>>>>>
> >>>>>>>>>>>>> WinTest = IIf(WinsPct > WinTest, WinsPct, WinTest);
> >>>>>>>>>>>>>
> >>>>>>>>>>>>> _TRACE("WinTest"+WinTest);
> >>>>>>>>>>>>>
> >>>>>>>>>>>>> }
> >>>>>>>>>>>>> }
> >>>>>>>>>>>>> fclose(fh);
> >>>>>>>>>>>>>
> >>>>>>>>>>>>> printf(NumToStr(FinalFast) );
> >>>>>>>>>>>>>
> >>>>>>>>>>>>>
> >>>>>>>>>>>>> But if I want to extract the value of the FastMA that
> >>>>>>>> corresponds
> >>>>>>>>> to
> >>>>>>>>>>>> the
> >>>>>>>>>>>>> smallest %Winners, and simply change all ">" to "<", the
> >>>>>>> code
> >>>>>>>>> should
> >>>>>>>>>>>>> work. But it doesn't. Intead of printing "27", it prints
> >>>>>>> "0".
> >>>>>>>> Why
> >>>>>>>>>>>>> are
> >>>>>>>>>>>>> the values being reset to initialization, when it did not
> >>>>>>> happen
> >>>>>>>>>>>>> with
> >>>>>>>>>>>>> the case above? Below is the code. As mentioned, the only
> >>>>>>>> trivial
> >>>>>>>>>>>>> difference are the inequalities. Otherwise, it's identical
> >>>>>>> to
> >>>>>>>> the
> >>>>>>>>>>>> above.
> >>>>>>>>>>>>>
> >>>>>>>>>>>>> Any feedback much appreciated.
> >>>>>>>>>>>>>
> >>>>>>>>>>>>>
> >>>>>>>>>>>>>
> >>>>>>>>>>>>
> >>>>>>>>>>>
> >>>>>>>>>
> >>>>>>>>
> >>> //------------------------------------------------------------------
> >>>>>>> ----\
> >>>>>>>> \
> >>>>>>>>> \
> >>>>>>>>>>>> \
> >>>>>>>>>>>>> --------
> >>>>>>>>>>>>> // PARSER VERSION 2: Find value of FastMA that corresponds
> >>>>>>> to
> >>>>>>>>>>>>> smallest
> >>>>>>>>>>>>> %Winners
> >>>>>>>>>>>>>
> >>>>>>>>>>>>
> >>>>>>>>>>>
> >>>>>>>>>
> >>>>>>>>
> >>> //------------------------------------------------------------------
> >>>>>>> ----\
> >>>>>>>> \
> >>>>>>>>> \
> >>>>>>>>>>>> \
> >>>>>>>>>>>>> --------
> >>>>>>>>>>>>>
> >>>>>>>>>>>>>
> >>>>>>>>>>>>> fh = fopen( "C:\\logFile2.txt", "r" );
> >>>>>>>>>>>>>
> >>>>>>>>>>>>> FinalFast = WinsPct = WinTest = fast = slow = 0;
> >>>>>>>>>>>>>
> >>>>>>>>>>>>> if(fh)
> >>>>>>>>>>>>> {
> >>>>>>>>>>>>> Line1 = fgets(fh);
> >>>>>>>>>>>>> WinsPct = StrToNum( StrExtract(Line1,2) );
> >>>>>>>>>>>>> WinTest = WinsPct; // initialize WinTest
> >>>>>>>>>>>>>
> >>>>>>>>>>>>> while( !feof(fh) )
> >>>>>>>>>>>>> {
> >>>>>>>>>>>>> Line1 = fgets(fh);
> >>>>>>>>>>>>>
> >>>>>>>>>>>>> fast = StrToNum( StrExtract(Line1,0) );
> >>>>>>>>>>>>> slow = StrToNum( StrExtract(Line1,1) );
> >>>>>>>>>>>>> WinsPct = StrToNum( StrExtract(Line1,2) );
> >>>>>>>>>>>>>
> >>>>>>>>>>>>> FinalFast = IIf(WinsPct < WinTest, fast, FinalFast);
> >>>>>>>>>>>>>
> >>>>>>>>>>>>> _TRACE("FinalFast"+FinalFast);
> >>>>>>>>>>>>>
> >>>>>>>>>>>>> WinTest = IIf(WinsPct < WinTest, WinsPct, WinTest);
> >>>>>>>>>>>>>
> >>>>>>>>>>>>> _TRACE("WinTest"+WinTest);
> >>>>>>>>>>>>>
> >>>>>>>>>>>>> }
> >>>>>>>>>>>>> }
> >>>>>>>>>>>>> fclose(fh);
> >>>>>>>>>>>>>
> >>>>>>>>>>>>> printf(NumToStr(FinalFast) );
> >>>>>>>>>>>>>
> >>>>>>>>>>>>>
> >>>>>>>>>>>>>
> >>>>>>>>>>>>>
> >>>>>>>>>>>>>
> >>>>>>>>>>>>>
> >>>>>>>>>>>>> --- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" zoopfree@
> >>>>>>> wrote:
> >>>>>>>>>>>>>>
> >>>>>>>>>>>>>> My bad. I had changed the location of the file in one
> > area
> >>>>>>> of
> >>>>>>>> the
> >>>>>>>>>>>> code
> >>>>>>>>>>>>>> and neglected the other.
> >>>>>>>>>>>>>>
> >>>>>>>>>>>>>> It works.
> >>>>>>>>>>>>>>
> >>>>>>>>>>>>>> Thanks a bunch!!
> >>>>>>>>>>>>>>
> >>>>>>>>>>>>>>
> >>>>>>>>>>>>>>
> >>>>>>>>>>>>>> --- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" zoopfree@
> >>>>>>> wrote:
> >>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>> Awesome, Mike. That's exactly the type of thing I was
> >>>>>>> looking
> >>>>>>>>> for.
> >>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>> One problem, though. I try to run your code and only the
> >>>>>>>> column
> >>>>>>>>>>>>>>> titles, "Fast,Slow,PCTWin" get written to the file. The
> >>>>>>> actual
> >>>>>>>>>>>>> values
> >>>>>>>>>>>>>>> are not getting written, despite the fact that my
> >>>>>>> optimization
> >>>>>>>>>>>>> reports
> >>>>>>>>>>>>>>> shows many values corresponding to % winners > 60.
> >>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>> Looking at the trace output indicates the number of
> >>>>>>> triggers
> >>>>>>>> are
> >>>>>>>>>>>>> being
> >>>>>>>>>>>>>>> properly hit. Your code also appears to be quite
> >>>>>>>>> straightforward,
> >>>>>>>>>>>>> and
> >>>>>>>>>>>>>>> I cannot spot any obvious bug.
> >>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>> Did you try running this? Does it work for you? Any idea
> >>>>>>> where
> >>>>>>>>> the
> >>>>>>>>>>>>> bug
> >>>>>>>>>>>>>>> might be?
> >>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>> --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@>
> >>>>>>> wrote:
> >>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>> AddToComposite is for storing values on a bar by bar
> >>>>>>> basis. I
> >>>>>>>>>>>>> don't
> >>>>>>>>>>>>>>>> think that this would be the right approach for your
> >>>>>>> goals,
> >>>>>>>>>>>> since
> >>>>>>>>>>>>> you
> >>>>>>>>>>>>>>>> are looking for a single scaler value representing
> > total
> >>>>>>>>>>>>>> performance for
> >>>>>>>>>>>>>>>> a given period. Yes, you could write scripts to dig out
> >>>>>>> the
> >>>>>>>>>>>>>> performance
> >>>>>>>>>>>>>>>> metrics and persist the subset of interest. However, it
> >>>>>>> would
> >>>>>>>>> be
> >>>>>>>>>>>>>> easier
> >>>>>>>>>>>>>>>> to just track the interesting ones as they occur. The
> >>>>>>>> following
> >>>>>>>>>>>>>> AFL can
> >>>>>>>>>>>>>>>> be run through the Optimizer and persist in a separate
> >>>>>>> file
> >>>>>>>> the
> >>>>>>>>>>>>>>>> parameter values for only those backtests that were of
> >>>>>>>>> interest.
> >>>>>>>>>>>>> I'll
> >>>>>>>>>>>>>>>> leave the digging out of values in the second AFL
> > to you,
> >>>>>>> as
> >>>>>>>> it
> >>>>>>>>>>>>> sounds
> >>>>>>>>>>>>>>>> like you have an idea already of how you want to do
> > that.
> >>>>>>>> Mike
> >>>>>>>>>>>>>>>> fast = Optimize("Fast", 10, 10, 50, 10); slow =
> >>>>>>>>> Optimize("Slow",
> >>>>>>>>>>>>> 100,
> >>>>>>>>>>>>>>>> 100, 200, 25);
> >>>>>>>>>>>>>>>> Buy = Cross(MA(Close, fast), MA(Close, slow)); Sell =
> >>>>>>>>>>>>> Cross(MA(Close,
> >>>>>>>>>>>>>>>> slow), MA(Close, fast));
> >>>>>>>>>>>>>>>> SetCustomBacktestProc("");
> >>>>>>>>>>>>>>>> if (Status("ActionEx") == actionExOptimizeSetup) {
> >>>>>>>>>>>>>>>> _TRACE("Optimize Begin"); fh =
> >>>>>>>>>>>>>>>> fopen("C:\\temp\\logFile.csv", "w");
> >>>>>>>>>>>>>>>> if (fh) { fputs("Fast,Slow,PCTWin\n", fh);
> >>>>>>>>>>>>>>>> fclose(fh); } }
> >>>>>>>>>>>>>>>> if (Status("action") == actionPortfolio) {
> >>>>>>> _TRACE("Portfolio
> >>>>>>>>>>>>>>>> Backtest"); bo = GetBacktesterObject(); bo.Backtest();
> >>>>>>>>>>>>>>>> stats = bo.GetPerformanceStats(0); pctWinners =
> >>>>>>>>>>>>>>>> stats.getValue("WinnersPercent");
> >>>>>>>>>>>>>>>> if (pctWinners > 60) { _TRACE("Trigger"); fh =
> >>>>>>>>>>>>>>>> fopen("C:\\temp\\logFile.csv", "a");
> >>>>>>>>>>>>>>>> if (fh) {
> >>>>>>>>>>>>>>>> fputs(StrFormat("%f,%f,%f\n", fast, slow, pctWinners),
> >>>>>>>>>>>>> fh);
> >>>>>>>>>>>>>>>> fclose(fh);
> >>>>>>>>>>>>>>>> } }
> >>>>>>>>>>>>>>>> } --- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman"
> >>>>>>> <zoopfree@>
> >>>>>>>>>>>>> wrote:
> >>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>> Sorry if I was not clear enough. I will try to
> > give more
> >>>>>>>>>>>>> details.
> >>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>> Basically I want to run an optimization on two
> >>>>>>> variables,
> >>>>>>>> then
> >>>>>>>>>>>>>>>>> somehow, automatically, store all values of optimized
> >>>>>>>>>>>> variables
> >>>>>>>>>>>>> that
> >>>>>>>>>>>>>>>>> correspond to a certain metric range (let's say
> > %Winners
> >>>>>>>>
> >>>>>>>>>>>> 60).
> >>>>>>>>>>>>>>>>> Another AFL would then pull that range of optimized
> >>>>>>>> variables
> >>>>>>>>>>>>> for a
> >>>>>>>>>>>>>>>>> backtest.
> >>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>> I would use the Walk Forward feature of AmiBroker for
> >>>>>>> this,
> >>>>>>>>>>>>>> except it
> >>>>>>>>>>>>>>>>> only uses the 'best' value, not a range of values. My
> >>>>>>> system
> >>>>>>>>>>>>>> requires
> >>>>>>>>>>>>>>>>> a range of values, not just the best one. I also
> > want to
> >>>>>>>>>>>>> permanently
> >>>>>>>>>>>>>>>>> store the best values.
> >>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>> I am stuck trying to figure out how to automatically
> >>>>>>> pull
> >>>>>>>> the
> >>>>>>>>>>>>>>>>> optimized variables from the optimization report. The
> >>>>>>> custom
> >>>>>>>>>>>>>>>>> backtester only allows me to pull the built-in
> > metrics.
> >>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>> So the basic question is - how do I extract the
> >>>>>>> optimized
> >>>>>>>>>>>>> variables
> >>>>>>>>>>>>>>>>> after an optimization is run? Do I have to write some
> >>>>>>>> vbscript
> >>>>>>>>>>>>> that
> >>>>>>>>>>>>>>>>> exports the report to csv, then opens that report,
> > then
> >>>>>>>>>>>> somehow
> >>>>>>>>>>>>>> parses
> >>>>>>>>>>>>>>>>> through that report to find the correct column and
> >>>>>>> range? Or
> >>>>>>>>>>>> is
> >>>>>>>>>>>>>> there
> >>>>>>>>>>>>>>>>> (hopefully) a simpler way of extracting the values?
> >>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>> Once the values are extracted, it is then fairly
> > easy to
> >>>>>>>>>>>> either
> >>>>>>>>>>>>>> write
> >>>>>>>>>>>>>>>>> them to a file or store them in static variables.
> > But I
> >>>>>>> am
> >>>>>>>>>>>>> aiming to
> >>>>>>>>>>>>>>>>> store them in composite symbols, as (a) they are
> >>>>>>> 'permanent'
> >>>>>>>>>>>>> like
> >>>>>>>>>>>>>>>>> external files and (b) my sense is that it is more
> >>>>>>> efficient
> >>>>>>>>>>>> to
> >>>>>>>>>>>>> pull
> >>>>>>>>>>>>>>>>> values from a composite symbol than from an external
> >>>>>>> file.
> >>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>> As I run through optimizations across different
> >>>>>>> historical
> >>>>>>>>>>>>>> periods, I
> >>>>>>>>>>>>>>>>> want to build a number of composite symbols that
> > contain
> >>>>>>> the
> >>>>>>>>>>>>> 'best
> >>>>>>>>>>>>>>>>> values' of optimized variables for use in 'walk
> > forward'
> >>>>>>>>>>>>> backtests,
> >>>>>>>>>>>>>>>>> and then eventual live trading.
> >>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>> Hopefully the above is clearer now. Please let me know
> >>>>>>> if
> >>>>>>>> not.
> >>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>> --- In amibroker@xxxxxxxxxxxxxxx, "Mike" sfclimbers@
> >>>>>>> wrote:
> >>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>> You would have to be a little more clear on exactly
> >>>>>>> what it
> >>>>>>>>>>>> is
> >>>>>>>>>>>>> you
> >>>>>>>>>>>>>>>> are
> >>>>>>>>>>>>>>>>>> trying to accomplish. Though, writing to a file
> >>>>>>> directly,
> >>>>>>>> or
> >>>>>>>>>>>>> using
> >>>>>>>>>>>>>>>>>> static variables might be areas to explore.
> >>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>> Mike
> >>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>> --- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman"
> >>>>>>> <zoopfree@>
> >>>>>>>>>>>>> wrote:
> >>>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>>> Ah. Well that would explain that. Thanks.
> >>>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>>> Any ideas for a possible workaround?
> >>>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>>> --- In amibroker@xxxxxxxxxxxxxxx, "Mike"
> > <sfclimbers@>
> >>>>>>>>>>>>> wrote:
> >>>>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>>>> Ozzy,
> >>>>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>>>> The Stats object only contains values for built in
> >>>>>>>>>>>> metrics
> >>>>>>>>>>>>> as
> >>>>>>>>>>>>>>>>>>>> described here (scroll to bottom):
> >>>>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>>>>
> > http://www.amibroker.com/guide/a_custombacktest.html
> >>>>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>>>> Mike
> >>>>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>>>> --- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman"
> >>>>>>>>>>>> <zoopfree@>
> >>>>>>>>>>>>>>>> wrote:
> >>>>>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>>>>> Hello, I've read Herman's excellent doc,
> >>>>>>> "IntroToATC".
> >>>>>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>>>>> I am trying to run an optimization, and then store
> >>>>>>> the
> >>>>>>>>>>>>>> values
> >>>>>>>>>>>>>>>> of
> >>>>>>>>>>>>>>>>>> the
> >>>>>>>>>>>>>>>>>>>>> optimized variables in some composite symbols. I
> >>>>>>> later
> >>>>>>>>>>>>>> want to
> >>>>>>>>>>>>>>>>>> pull
> >>>>>>>>>>>>>>>>>>>>> values of a certain range and input them
> >>>>>>> automatically
> >>>>>>>>>>>>> in
> >>>>>>>>>>>>>>>>>> another
> >>>>>>>>>>>>>>>>>>>> AFL.
> >>>>>>>>>>>>>>>>>>>>> However, I keep getting a syntax error that the
> >>>>>>> fields
> >>>>>>>>>>>>>> are not
> >>>>>>>>>>>>>>>>>>>>> available, even though they clearly are.
> >>>>>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>>>>> Hoping someone can point out my mistake, or
> > give me
> >>>>>>>>>>>> some
> >>>>>>>>>>>>>>>>>>>> suggestions on
> >>>>>>>>>>>>>>>>>>>>> what else to try.
> >>>>>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>>>>> Here is the code. Any ideas? :
> >>>>>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>
> >>>>>>>>>
> > //--------------------------------------------------------------
> >>>>>>>>>>>>>>>>>> ----
> >>>>>>>>>>>>>>>>>>>> --
> >>>>>>>>>>>>>>>>>>>>> // TRADING SYSTEM
> >>>>>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>
> >>>>>>>>>
> > //--------------------------------------------------------------
> >>>>>>>>>>>>>>>>>> ----
> >>>>>>>>>>>>>>>>>>>> --
> >>>>>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>>>>> FastMALength = Optimize("FastMALength", 10, 1,
> >>>>>>>>>>>>>> 10,
> >>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>>>> 1);
> >>>>>>>>>>>>>>>>>>>>> SlowMALength = Optimize("SlowMALength", 20, 20,
> >>>>>>>>>>>>> 50,
> >>>>>>>>>>>>>>>>>>>> 10);
> >>>>>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>>>>> FastMA = MA( C, FastMALength );
> >>>>>>>>>>>>>>>>>>>>> SlowMA = MA( C, SlowMALength );
> >>>>>>>>>>>>>>>>>>>>> Buy = Cross( FastMA, SlowMA );
> >>>>>>>>>>>>>>>>>>>>> Sell = Cross( SlowMA, FastMA );
> >>>>>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>
> >>>>>>>>>
> > //--------------------------------------------------------------
> >>>>>>>>>>>>>>>>>> ----
> >>>>>>>>>>>>>>>>>>>> --
> >>>>>>>>>>>>>>>>>>>>> // CUSTOM OPTIMIZATION PROCEDURE (Store opt
> > vars in
> >>>>>>>>>>>>>> composite
> >>>>>>>>>>>>>>>>>>>> symbols)
> >>>>>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>
> >>>>>>>>>
> > //--------------------------------------------------------------
> >>>>>>>>>>>>>>>>>> ----
> >>>>>>>>>>>>>>>>>>>> --
> >>>>>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>>>>> SetCustomBacktestProc( "" );
> >>>>>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>>>>> if ( Status( "action" ) == actionPortfolio )
> >>>>>>>>>>>>>>>>>>>>> {
> >>>>>>>>>>>>>>>>>>>>> bo = GetBacktesterObject();
> >>>>>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>>>>> // run default backtest procedure
> >>>>>>>>>>>>>>>>>>>>> bo.Backtest( 1 );
> >>>>>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>>>>> st = bo.getperformancestats( 0 );
> >>>>>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>>>>> // iterate through closed trades first
> >>>>>>>>>>>>>>>>>>>>> for ( trade = bo.GetFirstTrade(); trade; trade =
> >>>>>>>>>>>>>>>>>> bo.GetNextTrade
> >>>>>>>>>>>>>>>>>>>> () )
> >>>>>>>>>>>>>>>>>>>>> {
> >>>>>>>>>>>>>>>>>>>>> FastMALength = st.getvalue( "FastMALength" );
> >>>>>>>>>>>>>>>>>>>>> SlowMALength = st.getvalue( "SlowMALength" );
> >>>>>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>>>>> AddToComposite( FastMALength, "~OptFastMA", "X",
> >>>>>>>>>>>>>>>>>> 1+2+8+16+64 );
> >>>>>>>>>>>>>>>>>>>>> AddToComposite( SlowMALength, "~OptSlowMA", "X",
> >>>>>>>>>>>>>>>>>> 1+2+8+16+64 );
> >>>>>>>>>>>>>>>>>>>>> }
> >>>>>>>>>>>>>>>>>>>>> bo.ListTrades();
> >>>>>>>>>>>>>>>>>>>>> }
> >>>>>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>>
> >>>>>>>>>>>>>>
> >>>>>>>>>>>>>
> >>>>>>>>>>>>
> >>>>>>>>>>>
> >>>>>>>>>>>
> >>>>>>>>>>>
> >>>>>>>>>>> ------------------------------------
> >>>>>>>>>>>
> >>>>>>>>>>> **** IMPORTANT ****
> >>>>>>>>>>> This group is for the discussion between users only.
> >>>>>>>>>>> This is *NOT* technical support channel.
> >>>>>>>>>>>
> >>>>>>>>>>> *********************
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> > 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
> >>>>>>>>>>>
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> >>>>>>>>>>> Yahoo! Groups Links
> >>>>>>>>>>>
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> >>>>>>>>>>>
> >>>>>>>>>>
> >>>>>>>>>
> >>>>>>>>
> >>>>>>>
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> >>>>>>> TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail
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> >>>>>>> SUPPORT {at} amibroker.com
> >>>>>>> *********************
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> > DEVLOG:
> >>>>>>> http://www.amibroker.com/devlog/
> >>>>>>>
> >>>>>>> For other support material please check also:
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> >>>>>>> Yahoo! Groups Links
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> >>>>>
> >>>>>
> >>>>>
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> >>>>> This is *NOT* technical support channel.
> >>>>>
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> >>>>> TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail
> >>>>> directly to
> >>>>> SUPPORT {at} amibroker.com
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> >>>>>
> >>>>> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> >>>>> http://www.amibroker.com/devlog/
> >>>>>
> >>>>> For other support material please check also:
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> >>>>>
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> >>>>>
> >>>>
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> >>
> >
> >
> >
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> >
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> >
> > 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
> >
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> >
> >
> >
>
------------------------------------
**** IMPORTANT ****
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