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> Have you looked int R for your matrix paradigm.
Thanks Paul,
Yes, I have had a quick look and I intend to go further with it.
I didn't want to get into direct comparisons with languages like S because in some ways it is promoting against AB and also too confrontational for me but I did start with the premise that AB is not a GP language and if we want to improve our understanding of it's relationship to trading we would be better comparing against languages like S (I already said that in my first post).
Thanks for not listing all of my faults, that would be embarrassing.
--- In amibroker@xxxxxxxxxxxxxxx, "Paul Ho" <paul.tsho@xxx> wrote:
>
> 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@> 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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