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Brian,
Have you looked int R for your matrix paradigm.
http://www.r-project.org/
Now vlanschot has kindly uploaded an interface between AB and R
http://finance.groups.yahoo.com/group/amibroker/message/129240
Even new york times is into R
http://www.nytimes.com/2009/01/07/technology/business-computing/07program.html?_r=1&partner=permalink&exprod=permalink
There is also an interface into IB from R
http://cran.r-project.org/web/packages/IBrokers/vignettes/IBrokers.pdf
I have not tried it myself. But I know you like to be in the bleeding edge :)
--- In amibroker@xxxxxxxxxxxxxxx, Dennis Brown <see3d@xxx> wrote:
>
> Brian,
>
> You seem to be spouting a lot about things you know little about as if
> you were an authority. Please, a little more humility in such
> matters. A true general purpose "Matrix" language with true matrix
> operations would be found in the language "APL" (A Programming
> Language) or "J". Read about this, right down to the operator
> definitions, and you will understand. BTW, APL was the first "true"
> programming language I learned in 1969 (I don't count a programmable
> calculator I first used at my work).
>
> http://www.sigapl.org/
> http://www.jsoftware.com/
>
> Arrays in most languages are simple indexing of data cells like in a
> spreadsheet. The types of simple operations in a spreadsheet formula
> are easily done with loops in a general purpose language by indexing
> 1, 2, or more indexes. True matrix operations are a completely
> different bag.
>
> AFL arrays are specific implementations for processing time series
> data associated with equities. They are not general purpose and were
> never intended to be, though it is possible to hijack them for some
> general purpose things (which I do) if you understand the limitations
> --like automatic sizing.
>
> I fully support your general intensions of wanting to see more general
> and special purpose operations in AFL, that make it easier to
> implement a variety of solutions associated with equity evaluation and
> trading. Tomasz has added these things over time as their value
> becomes clear. I feel that AFL is one of AmiBroker's most valuable
> competitive advantages in the marketplace. IMHO, enhancing AFL to
> provide more control of a variety of low and high level functions
> should be a high priority. And in keeping with current themes,
> finding a way to teach non-programmers how to become AFL programmers
> should be a very high priority. It seems there is more desire to
> learn AFL than understanding of how to proceed with that education.
> AFL is actually a good language to learn programming for the first
> time. It hides many low level operation and syntax requirements so
> that the user can concentrate more on the problem rather than the
> process of programming.
>
> There have been books written as an introduction to programming using
> simple languages like BASIC. Following the general progression of
> such a book, but substituting AFL as the language, is what is perhaps
> missing.
>
> For a non-programmer. Learning several languages to be able to
> program their systems is too much to ask. Having all the needed
> elements for even advanced system development contained within an AFL
> "wrapper" is in my opinion a superior approach for the benefit of AB
> users coming up the AFL learning curve.
>
> Best regards,
> Dennis
>
>
> On Mar 24, 2009, at 9:27 AM, brian_z111 wrote:
>
> > Hello Tomasz,
> >
> > Thanks for your educational post, I thoroughly enjoyed it.
> >
> > Quirky != bad;
> >
> > (some people like quirkiness ... like Bob Dylan in his song "Simple
> > Twist of Fate")
> >
> > Of course I am just giving an opinion from my perspective (personal).
> >
> > Re your points:
> >
> > C language - I was just quoting from one of your posts .... I should
> > have given the link because you did include some context
> >
> > http://finance.groups.yahoo.com/group/amibroker/message/135059
> >
> >> As for "matrix" operations - that this does not belong to the
> >> >definition of any general purpose language.
> >
> > I did a little bit of reading on 'languages that have array
> > functions' when we had a short discussion on array programming
> > before and found this link:
> >
> > http://en.wikipedia.org/wiki/Comparison_of_programming_languages_(array)
> >
> > (it comes from the Wikipedia array page)
> >
> > http://en.wikipedia.org/wiki/Array
> >
> > As I said, there is no point in comparing AFL to a GP language ....
> > it is quirky to me that AFL is an array language and doesn't have a
> > full suite of array functions .... perhaps other languages that are
> > intended to handle price arrays etc would be a better comparison.
> >
> >> Having said that, for anyone needing multiple dimensional arrays in
> >> AFL there are several options:
> >
> >> a) use VarGet/VarSet (the 2-dim array is simply array of the array,
> >> so for N:M 2-dim array you need N AFL arrays)
> >> b) using embedded JScript parts with AFL
> >> c) using free open source Osaka plugin (you can extend it to your
> >> needs since all sources are available)
> >> d) using any external COM object (written in VB for example if you
> >> need that)
> >
> > Except for a) none of these meet the criteria of "Native" to the
> > language (AFL)
> >
> > VarGet/VarSet can hardly be described as a suite of array functions.
> >
> >
> > Neither a, b, c or d achieve your own stated objective:
> >
> >> SIMPLICITY OF USE plus compactness of code is the paramount design
> >> >decision.
> >
> >> The database is exposed in two ways:
> >> First (more general)
> >> full OLE read/write direct access to the database - see Stocks/
> >> Stock/Quotations/Quotation objects:
> >> http://www.amibroker.com/guide/objects.html
> >> - and this OLE interface is DIRECTLY available from AFL level.
> >
> >
> > That is very good for developers/instutions and the handful of
> > traders who want to write their own trading program built around AB.
> >
> > Hardly what the average trader wants to have to do before they can
> > start trading.
> >
> > Anyway, all of this could be done much easier from within AFL using
> > AFL functions .... there is no need at all to use OLE for this type
> > of thing .... it seems like overkill to me for a simple array
> > processing language.
> >
> >
> >
> >> Second (easier)
> >> AddToComposite/Foreign - gives you easy to use way to STORE and
> >> >READ from the AmiBroker database.
> >
> > ATC is time dependent ... when timeframe compression is used it
> > starts to become quirky and that is just the beginning.
> >
> > Once again hardly a substitute for a full suite of native database
> > functions.
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@>
> > wrote:
> >>
> >> Hello,
> >>
> >> There are several misconceptions in what was written here.
> >> AFL is specifically designed to protect the newbie and people
> >> without coding experience
> >> from programming stuff like memory allocation/deallocation, pointer
> >> manipulation,
> >> declarations, type casting, etc.
> >>
> >> So although it looks like C it is way more easy than C.
> >>
> >> What is single operator in AFL (like array addition) involves many
> >> line of code in C
> >> plus memory allocation/deallocation (and keeping track on all that).
> >>
> >> SIMPLICITY OF USE plus compactness of code is the paramount design
> >> decision.
> >> That's why arrays in AFL are automatically managed, have size that
> >> automatically
> >> refers to "visible" area, so you can simply add arrays with single
> >> + operator.
> >>
> >> With general purpose C language with "normal" arrays you would need
> >> to manage memory for arrays by yourself,
> >> alignment (if size differs which elements to add), looping (you
> >> need to perform calculations
> >> on individual elements of array).
> >> (maybe you don't know but in C and there are no built-in dynamic
> >> arrays, only fixed compile-time size is supported,
> >> and dynamic array is implemented via pointers and explicit memory
> >> allocation malloc/free)
> >>
> >> As for "matrix" operations - that this does not belong to the
> >> definition of any general purpose language.
> >>
> >> There are no "matrix" operations in any popular general purpose
> >> language C/C++/Java/JScript/Basic/Pascal.
> >>
> >> In C/C++ even scalar trigonometric operations like sin( x) or
> >> string concatenation are NOT part of the language.
> >>
> >> The language itself defines:
> >> a) syntax
> >> b) basic arithmetic operators + precedence working on primitive
> >> types only (scalar integer and/or float)
> >> c) flow control (conditional execution, loops)
> >> d) structural concepts (variables/functions/procedures/structures/
> >> objects)
> >> e) some miscellaneous stuff like run-time type info, exception
> >> handling etc.
> >>
> >> And that's it.
> >>
> >> Anything more is supplied by LIBRARIES. In C there is a library for
> >> basic string manipulation (such as concatenation
> >> - strcat) or floating point. The same with any high-level stuff
> >> like matrices - this is the area which
> >> is implemented by EXTERNAL libraries (not part of the language).
> >> Libraries in AFL can be provided by:
> >> a) #include - the AFL code implementing features via functions
> >> b) AmiBroker Development Kit - allowing to write extensions
> >> (functions) as a DLL in any compiled language.
> >> c) JScript/VBScript
> >> d) any external COM object http://www.amibroker.com/guide/a_aflcom.html
> >>
> >> This covers any imaginable application and any imaginable need you
> >> may have.
> >>
> >> Having said that, for anyone needing multiple dimensional arrays in
> >> AFL there are several options:
> >> a) use VarGet/VarSet (the 2-dim array is simply array of the array,
> >> so for N:M 2-dim array you need N AFL arrays)
> >> b) using embedded JScript parts with AFL
> >> c) using free open source Osaka plugin (you can extend it to your
> >> needs since all sources are available)
> >> d) using any external COM object (written in VB for example if you
> >> need that)
> >>
> >> If anyone is "advanced enough" to need multiple dimensional arrays,
> >> it is also "advanced enough" to use these options
> >> without any trouble.
> >>
> >>
> >> Also with regards to:
> >>> - some of the architecture of AB is quirky also e.g. essentially
> >>> it is a database, at the binary level, but you can't write
> >>> directly to the native database
> >> That is entirely not true.
> >> The database is exposed in two ways:
> >> First (more general)
> >> full OLE read/write direct access to the database - see Stocks/
> >> Stock/Quotations/Quotation objects:
> >> http://www.amibroker.com/guide/objects.html
> >> - and this OLE interface is DIRECTLY available from AFL level.
> >>
> >> Second (easier)
> >> AddToComposite/Foreign - gives you easy to use way to STORE and
> >> READ from the AmiBroker database.
> >>
> >> Best regards,
> >> Tomasz Janeczko
> >> amibroker.com
> >> ----- Original Message -----
> >> From: "brian_z111" <brian_z111@>
> >> To: <amibroker@xxxxxxxxxxxxxxx>
> >> Sent: Tuesday, March 24, 2009 1:46 AM
> >> Subject: [amibroker] Re: AFL 101
> >>
> >>
> >>> My perspective as a newcomer to programming when I started into AB/
> >>> AFL around 2-3 years ago:
> >>>
> >>> - Tomasz says that AB is most like C
> >>> - primarily one has to learn AFL fullstop
> >>> - experienced programmers sometimes have to unlearn somethings and
> >>> find this hard to do for a while
> >>> - in some ways programming naivity paid off for me as I am at home
> >>> with array programming
> >>> - in other places I am lost because nothing can fill the missing
> >>> link of not being familiar with syntax that is common to other
> >>> languages (called experience)
> >>> - AFL is quirky ..... some things that intuitively and logically
> >>> seem needed are 'missing' and then you have to work around that
> >>> e.g. IMO it is bizarre that AFL has been around for many years but
> >>> doesn't have dynamic arrays or matrix functions ... the quirky
> >>> aspects of AFL make it extremely difficult for lay people ...
> >>> every time you get on a roll you find an exception
> >>> - some of the architecture of AB is quirky also e.g. essentially
> >>> it is a database, at the binary level, but you can't write
> >>> directly to the native database
> >>> - to save you future distress....many in the past have asked for
> >>> an AFL book...the logic seems compelling to me
> >>> - everyone starts from a different place so some need an 'Intro to
> >>> AB', book
> >>> - I like Howards contributions overall but IMO it is rather old
> >>> world to publish in hard copy ... an ebook would be much better
> >>> ... we have to consider that AB/AFL is way beyond the 500 pages
> >>> allocated to it ib Howard's 2 books.
> >>> - the AFL library is not the place to learn code ... good for
> >>> sharing code between experienced AFL'ers
> >>> - this forum is a book and contains at least 1000* the code, help,
> >>> code and trading tips available anywhere else .....
> >>> unfortunately it lacks sections, an index and topics etc .... once
> >>> again the logic for a better forum (from an educational
> >>> perspective) seems compelling.
> >>>
> >>> (Sorry Rik but Google searching Yahoo doesn't reference threads
> >>> does it?)
> >>>
> >>> - AB/AFL is huge ... I don't think any layperson will ever cover
> >>> it all without a big effort to become a programming expert,
> >>> albeit one who specialises in AFL
> >>>
> >>> - AB is not a democracy or an open project
> >>>
> >>> BTW all of the advice given in this thread so far is spot on.
> >>>
> >>>
> >>>
> >>>
> >>>
> >>> --- In amibroker@xxxxxxxxxxxxxxx, "louies88" <Louies88@> wrote:
> >>>>
> >>>> I think Amibroker is great, especially its AFL. Although I don't
> >>>> know enough about it to claim that it's superior than most other
> >>>> scripting languages out there, I know for a fact that this is one
> >>>> of the best. That also begs the question of how a person w/
> >>>> virtually no programming background can get started w/ AFL. I
> >>>> followed this forum long enough to note that some of you in here
> >>>> are excellent coders. The codes that I often see are flawless and
> >>>> eloquent, which then makes me think how long does it take a
> >>>> coding newbie such as myself to attain that coding level.
> >>>>
> >>>> I look at it this way. Coding a computer language is pretty
> >>>> similar to learning a foreign language. I remember how my first
> >>>> English class went. I started out by learning a few basic
> >>>> vocabulary words, then use some of it in the form of a noun, then a
> >>>> verb, finally an object. Sentence structures, or in computer
> >>>> language better known as syntax, govern if a sentence is
> >>>> grammatically correct or if it's not. With that in mind, I also
> >>>> started out by looking at the AFL Library in Amibroker. I
> >>>> downloaded all of the functions in the hope of building myself an
> >>>> Amibroker vocabulary and started to put some of the basic
> >>>> vocabulary words together to make a "sentence."
> >>>>
> >>>> However, since there isn't any kind of document FORMALLY teaching
> >>>> the ABC of coding in Amibroker, I'm left w/ a question how does
> >>>> Amibroker syntax work? Some of the experienced coders here often
> >>>> compare AFL syntax to that of C++. But for a person w/ neither
> >>>> background in AFL or C++ or any other computer langugae, the
> >>>> question remains: How do I get start? Where's the square one?
> >>>>
> >>>> Anybody w/ such experience is highly appreciated if he/she's
> >>>> willing to shed a light on this.
> >>>>
> >>>>
> >>>> Thanks
> >>>>
> >>>
>
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