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Prog - thanks very much for the code.
Very thorough with the traces, and gives me more insight into the
issues of arrays vs scalars. I will play around with this some more...
--- In amibroker@xxxxxxxxxxxxxxx, "progster01" <progster@xxx> wrote:
>
> Accepting the use of a loop, here is a variation ala the original,
> that works as intended, but without using a function:
>
> {
> RangeLoopDemo_01.afl
>
> by Progster, responding to:
> http://finance.groups.yahoo.com/group/amibroker/message/134007
>
> }
>
> RangeTest = Optimize("RangeTest", 1, 1, 4, 1);
>
> Array = Close; // choose an array for division into ranges
>
> // ActualRange = 0;
>
> // Set some range division values.
> RDV1 = 3000;
> RDV2 = 3500;
> RDV3 = 4000;
> RDV4 = 4500;
>
> // Note: Range1-4 are ARRAYS, not Scalars
> Range1 = IIf(Array > 0 AND Array <= RDV1, 1, 0);
> Range2 = IIf(Array > RDV1 AND Array <= RDV2, 1, 0);
> Range3 = IIf(Array > RDV2 AND Array <= RDV3, 1, 0);
> Range4 = IIf(Array > RDV4, 1, 0);
>
> // Tracing an array is invalid, unless you are in a loop and setting
> indexes
> /*
> _TRACE( "Array: " + NumToStr(Array, 1.1, 0) ) ;
> _TRACE( "Range1: " + NumToStr(Range1, 1.0, 0) ) ;
> _TRACE( "Range2: " + NumToStr(Range2, 1.0, 0) ) ;
> _TRACE( "Range3: " + NumToStr(Range3, 1.0, 0) ) ;
> _TRACE( "Range4: " + NumToStr(Range4, 1.0, 0) ) ;
> */
>
> // This works as intended (but somewhat slow)
> for( idx = 0; idx < BarCount; idx++ )
> {
> // These traces work. Uncomment to see it.
> /*
> _TRACE( "Array[" + NumToStr(idx, 1.0) + "]: " + NumToStr(Array[idx],
> 1.2, 1) ) ;
> _TRACE( "Range1[" + NumToStr(idx, 1.0) + "]: " +
> NumToStr(Range1[idx], 1.2, 1) ) ;
> _TRACE( "Range2[" + NumToStr(idx, 1.0) + "]: " +
> NumToStr(Range2[idx], 1.2, 1) ) ;
> _TRACE( "Range3[" + NumToStr(idx, 1.0) + "]: " +
> NumToStr(Range3[idx], 1.2, 1) ) ;
> _TRACE( "Range4[" + NumToStr(idx, 1.0) + "]: " +
> NumToStr(Range4[idx], 1.2, 1) ) ;
> */
>
> if (Range1[idx] == 1) ActualRange[idx] = 1;
> if (Range2[idx] == 1) ActualRange[idx] = 2;
> if (Range3[idx] == 1) ActualRange[idx] = 3;
> if (Range4[idx] == 1) ActualRange[idx] = 4;
>
> // _TRACE( "ActualRange[" + NumToStr(idx, 1.0) + "]: " +
> NumToStr(ActualRange[idx], 1.0, 1) ) ;
>
> }
>
> Short = Cover = 0 ;
>
> Buy = (ActualRange == RangeTest) ;
>
> Sell = BarsSince(Buy) > 3;
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "progster01" <progster@> wrote:
> >
> > I think that (at least part of) the issue with the original code
is that
> >
> > Range1 = Array > 0 AND Array <= 1.1000;
> > Range2 = Array > 1.1000 AND Array <= 1.2000;
> > Range3 = Array > 1.2000 AND Array <= 1.3000;
> > Range4 = Array > 1.3000;
> >
> > Range1-4 are actually ARRAYS, but are subsequently treated as if they
> > were Scalars.
> >
> > In my testing so far, treating an ARRAY like a scalar seems to
> > silently use the last value of the ARRAY - leading to no end of
> > confusion if you don't catch the original error in the first place!
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@> wrote:
> > >
> > > Hello, hoping someone can point out the general flaw in logic
> here. Even
> > > though I've been working with AFL for six months now, array vs
scalars
> > > can still be confusing. All I'm trying to do is pass an array to a
> > > function that tests it's range. The program then sets a Buy
according
> > > to that range. An optimization is performed to find the "best"
range
> > > for a given period.
> > >
> > > Of course this is not my actual trading system, but merely a test of
> > > concept for much a more complicated function.
> > >
> > > By definition, the Close price has to fall into one of the four
ranges
> > > defined in the function. I am using Forex, but any symbol will
do, and
> > > would fall into one of the four ranges. Therefore, running the
> > > Optimization should generate some trades, as the Buy condition
will be
> > > true eventually, as we cycle through the "RangeTest" variable
for each
> > > bar. But no trades are generated.
> > >
> > > Traces indicate that the Close array is not being cycled through.
> > >
> > > Shouldn't the following code work, without having to get into a
> Barcount
> > > loop? If not, where is the flaw? Any help much appreciated.
> > >
> > >
> > > RangeTest = Optimize("RangeTest", 1, 1, 4, 1);
> > >
> > >
> > > function RangeFind(Array)
> > > {
> > > ActualRange = 0;
> > >
> > > Range1 = Array > 0 AND Array <= 1.1000;
> > > Range2 = Array > 1.1000 AND Array <= 1.2000;
> > > Range3 = Array > 1.2000 AND Array <= 1.3000;
> > > Range4 = Array > 1.3000;
> > >
> > > for( n = 1; n <=4; n++)
> > > {
> > >
> > > RangeN = VarGet( "Range"+ NumToStr(n, 1.0,0) );
> > >
> > > if (RangeN) ActualRange = n;
> > >
> > > }
> > >
> > > return ActualRange;
> > > }
> > >
> > >
> > > Buy = RangeFind(Close) == RangeTest;
> > >
> > > Sell = BarsSince(Buy) > 6;
> > >
> >
>
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