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[amibroker] Re: still struggling with Sum() and Cum()



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Yes, Cum is only looking at the 1 values in the array. But, it is counting from the start of all data (i.e. from barindex 0), whereas the rows returned by your exploration will be limited to the selected date range.

As for LastValue, yes, it returns a single value. But, AddColumn is expecting an array. So, the single value is effectively being treated as an array for which all elements are set to that value.

Following are 3 options to do what you are asking for; Note that the output column for Sum is all zeros until the last date since there is insufficient data to calculate the result until the last bar in the range. The single value in the Cum and the manual looping cases are simply being treated as arrays despite being scalers.

In this case, the looping option is the best performing (run each option through Check and Profile from Tools menu). But, generally that is not the case and the built in AmiBroker functions are preferred over looping.

Finally, note that the operator is '&&' not '&'. You might find it preferable to use the operator 'AND' for better clarity.

Mike

// Using Cum()
m =
IIf( Open > 48 && Open < 52, 1, 0
);
inRange =
Status( "barinrange"
);
number =
Cum
( m && inRange );
cumResult =
LastValue
( number );

// Using Sum()

bi =
BarIndex
();
startIndex =
ValueWhen( Status( "firstbarinrange"
), bi );
endIndex =
ValueWhen( Status( "lastbarinrange"
), bi );
range = ( endIndex - startIndex +
1
);
sumResult =
Sum
( m, range );

// Using a manual loop over range

loopResult =
0
;

for ( i = 0; i < BarCount
; i++ )
{
    
if ( inRange[i] && Open[i] > 48 && Open[i] < 52
)
    {
        loopResult++;
    }
}

// Output (select range of dates from AA window)

Filter = m == 1
;

AddColumn( Open, "Open"
);
AddColumn( cumResult, "Cum"
);
AddColumn( sumResult, "BarIndex"
);
AddColumn( loopResult, "Looping" );


--- In amibroker@xxxxxxxxxxxxxxx, "bigitop" <doctormuniz@xxx> wrote:
>
> you mean the price range? if so, yes, this is definitely less than all
> quotes. but i thought Cum(m) would look only at the 1 values in the "m"
> array.
>
> so how can i make them equal?
>
> i just need to count the number of 1's and 0's in the array "m" which is
> simply the stocks between 48 and 52 dollars for the time frame specified
> in the Analysis window. how can i do this with AB?
>
> m = IIf(Open > 48 & Open < 52, 1, 0);
>
> number = Cum(m);
> result = LastValue(number);
>
> Filter = m == 1;
>
> AddColumn(Open, "Open");
> AddColumn(result,"result");
>
> --- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" timesarrow@ wrote:
> >
> > You probably have specified a range that is less than all quotes so
> cum() and open are looking at different amounts of data.
> >
> > Bill
> > ----- Original Message -----
> > From: bigitop
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: February 25, 2009 2:15 PM
> > Subject: [amibroker] still struggling with Sum() and Cum()
> >
> >
> >
> > ok, here's my big problem. consider this example:
> >
> > m = IIf(Open > 48 & Open < 52, 1, 0);
> >
> > number = Cum(m);
> > result = LastValue(number);
> >
> > Filter = m == 1;
> >
> > AddColumn(Open, "Open");
> > AddColumn(result,"result");
> >
> > running this code in the Analysis window returns:
> >
> > total rows: 356 rows
> > highest number in "result": 450
> >
> > so, first of all, shouldn't they be the exact same number and
> > secondly, shouldn't "result" be filled with just one value as
> opposed to many values?
> >
> > neither of this is happening. what am i doing wrong?!
> >
>



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