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Thanks Graham. Neat little solution, and much faster!
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
>
> 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@xxx>:
> > 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@> 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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