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Median(array, periods)
I assume you are measuring, say ROC(C,1) or similar for % price change.
I guess you just need to get a progressive count, of the number of ROC datapoints, to make the function work.
Things to look out for (if the AB function is going to work for you):
- every element in the array you are measuring needs a value (nulls or zeros might trip up the math e.g. STDev, mean) ... I guess if you are interested in daily bars you will first create a daily ROC(C,1) or ROC of some other point of interest from within the bar HL range
- the number of periods, in your array count, is range dependent i.e. in AB it can vary with mode ... QuickAFL can be used to change the range (in AA) and QickAFL will autoset the range in charts (or might ... I am not the full bottle on QuickAFL but there is an article by Tomasz in the AB KnowledgeBase)
- BarsSince type functions might count one less period than you expect ... depending if the function is a zerobased count and how you want to use the count.... sometimes I have to add 1 to make the adjustment manually
- BarIndex() is the bar by bar count since the start of the range, where range == the range of the database ... AB gets a bit tricky with when and where it uses the complete database range as the default .... probably to do with fast array processing etc ...sometimes I prefer to use Cum(1) as my count ... I seem to get more visually stable indicators in the charts because it doesn't reference the chart range it references from the start of the database.
- so, making a few assumptions, and if Median works for you as required, Median(ROC(C,1),Cum(1)); // because Cum(1) is progressive and counts bars from the beginning
- mathematically I find ROC is not as stable as GrowthFactor where ROC == 3% is expressed as 1.03
Haven't done it though.
If that doesn't work maybe someone else in the forum knows more.
In case of emergency RVince book two has the maths for median, mode, mean interelationships (possibly for advanced, or custom use, you could calculate the median from other values).... mean == median == mode for normal distributions (you should be so lucky!)
--- In amibroker@xxxxxxxxxxxxxxx, "ics4mer" <ics4mer@xxx> wrote:
>
> Hi all,
>
> I'm after a general form for doing a particular type of algorithm
> in AFL - and I'm happy to admit that I might be going about it
> the totally wrong way...
>
> I am attempting to extract an evolving "profile" of a stock over
> time.
>
> Using "median" as an example, lets say I want calculate the median
> percentage price change for the life of the stock. To give an
> example:
>
> The 1st trading day - do nothing.
> The 2nd trading day - calc median for 2 days
> The 3rd trading day - calc median for 3 days
> Last traded day - calc median for n days.
>
> For simple functions, I have used a construct similar to;
> for ( i=0; i < BarCount; i++ ){
> myArray[ i ] = simpleFunc( i );
> .....
> }
>
> However, in this case, I would have to write a new median function,
> and this is irritating, since there is a perfectly good one
> taunting me from the users manual! That's why I suspect that I
> might be doing something in the wrong way.
>
> Any help or pointers would be much appreciated. A pointer to
> a message in the user group would be fine too! ( Yes I am still
> trawling through the email group as I write this....)
>
> TIA
>
> Robert Z
>
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