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

Re: [amibroker] Re: BarCount with foreign symbol



PureBytes Links

Trading Reference Links



what you might try (not sure if it will work): In the backtester settings window use: "Pad and align all data to refence symbol". Then choose a symbol used for reference of which you have many data and is also considered as a "benchmark" (for instance ES for futures),
 
Else, make sure that your active window contains the "benchmark" data.
 
rgds, Ed
 
 
 
 
----- Original Message -----
Sent: Tuesday, October 27, 2009 12:26 AM
Subject: [amibroker] Re: BarCount with foreign symbol

 

Hi Rob:

I've tried that. SetBarsRequired() at beginning of code.

Then, when I set foreign, it still only utilizes 200 bars of the 1104.
At least I assume this is what is happening. Whatever the issue is, calculation comes out different depending on active symbol.

Let me explain what I'm doing:

Using FastTrack data, I have symbol for NYSE Advances and symbol for NYSE Declines. I am trying to calculate A/D Line from these two symbols.

Here's the code:

a = Foreign( "$NADV", "Close" );
d = Foreign( "$DECL", "Close" );

ad[0] = ( a[0] - d[0] ) + 10000;

for ( i = 1; i < BarCount; i++ )
{

ad[i] = ( a[i] - d[i] ) + ad[i-1];

}

The problem I have is depending on which symbol is the active symbol, the calculation comes out different. I'm assuming this is because not all symbols have same amount of history.

I would like to be able to calculate this A/D Line same no matter what symbol in use as I use it for filter in backtests.

Thanks for help

Levi

--- In amibroker@xxxxxxxxxps.com, "Rob" <sidhartha70@...> wrote:
>
> You can use SetBarsRequired() and make it do whatever you want...
>
> --- In amibroker@xxxxxxxxxps.com, "levibreidenbach" <levib1@> wrote:
> >
> > If the active symbol has a barcount of 200, and I then use setforeign function to work with another array (which has a barcount of 1104), will I be able to access all 1104 bars, or only the 200 because that is what is initially loaded?
> >
> > The reason I would like to access all bars is to loop through them and do some calculations that I would like to be the same for all symbols. These calculations are based on a specific starting value (say 10,000), and if I start calculation at the 'zero' bar and barcount is different for each symbol, the calculation is always different for different symbols.
> >
> > I know I didn't explain this too well, but any help would be appreciated. If I can clarify anything, let me know.
> >
> > Thanks
> >
> > Levi
> >
>



__._,_.___


**** 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

__,_._,___