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
>