|
PureBytes Links
Trading Reference Links
|
I totally understand the logic of your example. it should work in theory
however in reality it is not. When i run this for a given date range,
let's say 1/14/09 - 1/16/09, all three values (cumResult, sumResult and
loopResult) are returning the number of days in the date range selected
in AA window. So all three are returning 3. However, the number stocks
with the 40-60 price range in this 3-day period is 150. I can't see why
your example wouldn't work. I can't see why the other examples provided
by other forum members wouldn't work. But they just are not working.
Im so frustrated. This is such a simple and basic calculation but AB is
just not doing right. I'm so frustrated that i've been thinking about
doing this in php! if there was a php class for technical indicators i
would've done just that!
I appreciate your help and patience as well as other forum members.
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
>
> 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@ 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?!
> > >
> >
>
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|