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Here is another possible solution that should work
RangeTest = param("RangeTest", 1, 1, 4, 1);
array = c;
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;
buy = varget( "Range"+rangetest );
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
2009/1/18 ozzyapeman <zoopfree@xxxxxxxxxxx>:
> 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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