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I think the lack of response is because there are many ways to do this and because you have to use non-direct methods of doing so. Perhaps you could narrow in on your question to make it easier to respond to, such as how you intended to store the values.
--- In amibroker@xxxxxxxxxxxxxxx, "ta" <tagroups@xxx> wrote:
>
> Jeff, thanks for your comments. I'll give a try. However, I am somewhat
> surprised that I did not receive more comments. I thought this issue was
> something others had grappled with.
>
>
>
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
> Of jeffro861
> Sent: Sunday, September 13, 2009 6:46 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Best Approach to a Multipass Problem
>
>
>
>
>
> The quickest way I know would be be to use "BATMAN" to run a batch
> exploration:
> 1. find beta and alpha. run first exploration and use Addsummaryrows() to
> find min and max for each factor. save table (1 pass)
> 2. load table ,normalize and save (could do this a few different ways)
>
> --- In amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com> , "ta"
> <tagroups@> wrote:
> >
> > I am calculating certain characteristics for every stock than I have in my
> > EOD database (approximately 3000). For the sake of clarity let's use alpha
> > and Beta as characteristics. I want to :
> >
> > 1. calculate the min and max value of alpha & beta in my data base.
> >
> > 2. Then normalize the values to values between 0 and 1
> >
> > 3. Then calculate the sum of normalized alpha and beta and store them
> > in atc file to be used in backtests
> >
> >
> >
> > I was thinking of using the following procedure:
> >
> > 1. Calculate alpha and beta and store the values for each stock in an
> > atc file (first pass thu database)
> >
> > 2. Run thru the atc files and find the min and max values for alpha
> > and beta and store is in one new atc file (2nd pass thru database)
> >
> > 3. Normalize alpha & beta for each stock using the stock's atc file
> > and minmax atc file that I created during the previous step (3rd pass thru
> > database)
> >
> >
> >
> >
> >
> > Is there a better/faster approach? Any help or suggestions is much
> > appreciated. TIA
> >
>
------------------------------------
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