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Hello,
IIF return type depends on input parameter types.
Precisely the statement
result = IIF( x, y, z );
will produce result that is
a) scalar (single number) if ALL three inputs (x, y, z) are scalars
b) array if ANY of three inputs (x, y, z ) is an array.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Mike" <sfclimbers@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, January 10, 2009 3:50 AM
Subject: [amibroker] Re: Trying to store Optimized Variables using AddToComposite
> 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@xxx> 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.
>> > > >>>>>>>
>> > > >>>>>>> *********************
>> > > >>>>>>> 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.
> 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:
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