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[amibroker] Re: Best Approach to a Multipass Problem



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For steps 1 and 3, are you spanning symbols? In other words, do you want the min out of all symbols, or do you want the min on a symbol by symbol basis?

You might get a better response if you describe a concrete example of what you are trying to do, assuming 2-3 symbols over a handful of bars.

e.g.
AAA
Alpha = 1, 3, 5, 7
Beta  = 2, 4, 6, 8

BBB
Alpha = ...
Beta = ...

CCC
Alpha = ...
Beta = ...

Now what?

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "ta" <tagroups@xxx> wrote:
>
> 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
>




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