|
PureBytes Links
Trading Reference Links
|
thanks for your patience Mike! if it weren't for you i would've quit. but i still got faith in AB.
you were on the right track in your previous post. simply, what i'm trying to do is to count the number of ones in an array, and output the result to the analysis window. i dont see why your previous example wouldn't do the job, but something's not right.
Let me pose the problem in another way.
Suppose i would want to sum all the Open prices for the tickers returned by Filter in the anlysis window. how would i do this?? everything i've tried does not work.
For example
TICKER OPEN TOTAL
APPL 20 70
MSFT 30 70
AOL 40 70
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> AmiBroker is working just fine.
>
> We've just been answering the wrong question. All samples provided so
> far have been to tell you the number of times *for each stock* your
> criteria was met over the given period. None of the examples
> attempted to calculate the number of rows returned by the exploration
> or the number of stocks that met the crieria.
>
> What exactly is your intention? If you just want to output the number
> of rows, use the AddSummaryRows function.
>
> AddSummaryRows(16);
>
> If you want to know how many stocks met your criteria, use the
> AddToComposite function. However, you cannot both calculate using
> AddToComposite and display using AddColumn in a single pass. So, you
> would have to run your Exploration twice to see the result of the
> first run.
>
> You can also Plot the composite if you want to see how it changes
> over time. The complete guide to composites can be found here:
> http://www.amibroker.net/3rdparty/IntroToAtc.pdf
>
> AddToComposite(m, "~Counter", "X", atcFlagDefaults |
> atcFlagEnableInExplore);
>
> Plot(Foreign("~Counter", "Close"), "Counter", colorRed, styleLine);
>
> AddColumn( Open, "Open" );
> AddColumn( cumResult, "Cum" );
> AddColumn( sumResult, "BarIndex" );
> AddColumn( loopResult, "Looping" );
> AddColumn( Foreign("~Counter", "Close"), "Count" );
> AddSummaryRows(16);
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx, "bigitop" doctormuniz@ wrote:
> >
> >
> > 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@> 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/
![]()
__,_._,___
|