[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: [amibroker] Best Approach to a Multipass Problem



PureBytes Links

Trading Reference Links



Well, after spending about a month on this problem. I can not figure out step to namely:

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)

Any help or direction would be much appreciated. TIA

 

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of ta
Sent: Friday, September 11, 2009 4:42 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Best Approach to a Multipass Problem

 

 

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



__._,_.___


**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/





Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___