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[amibroker] Re: OT: RMath plug-in for Amibroker



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Ton,

AFL example codes are in the manual accompanying the plug-in. Be my 
guest to copy them into a UKB doc.

PS

--- In amibroker@xxxxxxxxxxxxxxx, "Ton Sieverding" 
<ton.sieverding@xxx> wrote:
>
> Would be nice if someone with RMath experience could make an UKB 
doc about how to implement RMath in AmiBroker and give us some AFL 
examples -)
> 
> Regards, Ton.
> 
>   ----- Original Message ----- 
>   From: vlanschot 
>   To: amibroker@xxxxxxxxxxxxxxx 
>   Sent: Friday, February 27, 2009 11:27 AM
>   Subject: [amibroker] Re: OT: RMath plug-in for Amibroker
> 
> 
>   Hi,
> 
>   The RMath plug-in has a fairly efficient routine for marshalling 
AFL 
>   vector data to SafeArrays in COM. This happens both on the way in 
>   and back out of RMath and so is hidden from the end user, making 
the 
>   code required very compact and simple.
> 
>   Of course, it may be possible to write code in AFL to do this 
>   manually (as pointed out in the manual), and it may be that this 
can 
>   be improved further by having a play around with the VBArray 
function 
>   in AFL to assist with this (if you don't want to use the plug in).
> 
>   Re potential upgrade, again this has not been decided yet*, but 
>   basically yes that is the idea.
> 
>   PS
> 
>   * If only because our intitial goal (i.e. access to R WITHIN AB) 
has 
>   been achieved, and this step would complicate matters in some 
>   aspects, like require the user to know how to operate R in its 
native 
>   environment.
> 
>   --- In amibroker@xxxxxxxxxxxxxxx, "loveyourenemynow" 
>   <loveyourenemynow@> wrote:
>   >
>   > Hello,
>   > 
>   > and thank you for your answer.
>   > I refer to the fact that in order to retrieve an array from R, 
this
>   > has to be done element by element using the com server, since 
AB is
>   > not accepting the R data type.
>   > I wrote some AFL functions to do this, but I was wondering if 
the
>   > plugin was somehow able to actually transfer data directly 
(which
>   > would be much faster).
>   > But if it using the com server I guess this is the only way.
>   > 
>   > Regarding the new implementation,do u mean that some AFL 
variable is
>   > constantly update with its R "sister", without the need to 
tranfer
>   > data back and forth?
>   > 
>   > Thanks
>   > Ly
>   > 
>   > 
>   > 
>   > --- In amibroker@xxxxxxxxxxxxxxx, "vlanschot" <vlanschot@> 
wrote:
>   > >
>   > > Hi Ly,
>   > > 
>   > > First, which "problems" do you mean (or do you refer to 
endnote 
>   II in 
>   > > the RMath manual)?
>   > > 
>   > > To answer your question: yes it does. And in terms of 
>   transferring 
>   > > data (e.g. vectors) to R via the plug-in, I have not 
encountered 
>   any 
>   > > limitation. In other words, I personally have no need for 
>   any "work-
>   > > around".
>   > > 
>   > > However, the current plug-in does not (yet) allow full two-
way 
>   > > communication between R and AB, i.e. putting something in R 
which 
>   > > immediately becomes available in AB. We are looking (early 
stage) 
>   at 
>   > > possibly integrating another tool which would allow you to 
move 
>   back 
>   > > and forth like that between R and AB which, for example, 
would 
>   bypass 
>   > > the need for the debugger as you would see your results 
>   immediately 
>   > > within R.
>   > > 
>   > > Hope this answers your question, if not you'll need to be 
more 
>   > > specific I'm afraid.
>   > > 
>   > > PS
>   > > 
>   > > --- In amibroker@xxxxxxxxxxxxxxx, "loveyourenemynow" 
>   > > <loveyourenemynow@> wrote:
>   > > >
>   > > > Hello Patrick,
>   > > > 
>   > > > I would like to ask you if your plugin uses the R com 
server to
>   > > > transfer data between R and AB.
>   > > > I was doing that and wrote some simple functions to 
transfer 
>   > > vectors,
>   > > > and I encountered the problems you mention in your 
>   documentation 
>   > > file,
>   > > > but with some workaround it was working.
>   > > > 
>   > > > I wonder if you are able to directly transfer vectors or 
you 
>   use 
>   > > some
>   > > > similar workaround.
>   > > > 
>   > > > 
>   > > > Thanks
>   > > > 
>   > > > Ly
>   > > > --- In amibroker@xxxxxxxxxxxxxxx, "vlanschot" <vlanschot@> 
>   wrote:
>   > > > >
>   > > > > Hello,
>   > > > > 
>   > > > > This mail is to inform you that I have just uploaded the 
zip-
>   file 
>   > > > > RPlugIn. It contains two files. The first is the file 
>   > > RMathAFL.dll, 
>   > > > > the RMath plug-in for AB. The second is the Word-document 
>   R_Plug-
>   > > > > in_Amibroker.doc, the accompanying manual. The manual 
briefly 
>   > > > > describes the functionality of the RMath plug-in for 
>   Amibroker 
>   > > which 
>   > > > > I make freely available to all AB-users. Its purpose is 
to 
>   allow 
>   > > you, 
>   > > > > the AB-user, to efficiently interact with R, the open-
source 
>   and 
>   > > > > freeware statistical/ mathematical package based on the S-
>   > > language 
>   > > > > (i.e. S-Plus). For more details on R , please visit the 
>   official 
>   > > > > website: http://www.r-project.org/. Here you will also 
find 
>   > > manuals 
>   > > > > and other contributed papers on R. Specifically, see this 
web-
>   > > page: 
>   > > > > http://www.stats.bris.ac.uk/R/.
>   > > > > 
>   > > > > It is impossible to discuss the full scale of the R-
>   functionality 
>   > > > > that the plug-in makes available to the AB-user. It 
simply is 
>   > > > > massive, and even I have only explored a tiny bit of it. 
>   Instead, 
>   > > the 
>   > > > > manual will describe a small subjective selection of the 
>   > > > > possibilities available, with the aim to get you going. I 
>   have no 
>   > > > > pretension that my examples are of any use to you. What I 
do 
>   > > hope, 
>   > > > > however, is that they can get you going, and that this 
plug-
>   in 
>   > > will 
>   > > > > enhance your trading/analysis skills, like it has mine.
>   > > > > 
>   > > > > The plug-in has been kindly developed by a programmer-
friend 
>   for 
>   > > > > which I am very grateful (and no, it is not Tomasz). 
There 
>   will 
>   > > be NO 
>   > > > > technical support for it, and (in all likelihood) no 
>   upgrades, if 
>   > > > > only because the functionality embedded is:
>   > > > > - very extensive and flexible in terms of accessing R's 
>   core 
>   > > > > functionality (I would say almost unlimited, particularly 
if 
>   you 
>   > > > > write your own R-functions separately in R, which 
>   subsequently 
>   > > can 
>   > > > > then be called from AFL);
>   > > > > - unlikely to be (negatively) impacted by changes in R 
>   itself;
>   > > > > 
>   > > > > In the manual you will read about my motivations to have 
this 
>   > > plug-in 
>   > > > > developed, the main one being to thank, first and 
foremost, 
>   > > Tomasz 
>   > > > > Janeczko for developing AB into what it is has become: an 
>   > > industry-
>   > > > > standard investment and trading platform. It has enabled 
me 
>   to 
>   > > > > transform my investment thinking into practical 
applications, 
>   > > making 
>   > > > > some money along the way. Extended thanks go to the AB-
>   community 
>   > > in 
>   > > > > general. I am very grateful to the guidance, sample code, 
and 
>   > > other 
>   > > > > help (including support from Marcin) I have received over 
the 
>   > > past 
>   > > > > few years.
>   > > > > 
>   > > > > PS
>   > > > >
>   > > >
>   > >
>   >
>




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