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

[amibroker] Re: BarCount with foreign symbol



PureBytes Links

Trading Reference Links

Good question.  Pad and align does not appear to help.  I have had this issue in paste as well and did not resolve it.

--- In amibroker@xxxxxxxxxxxxxxx, "Edward Pottasch" <empottasch@xxx> wrote:
>
> 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 ----- 
>   From: levibreidenbach 
>   To: amibroker@xxxxxxxxxxxxxxx 
>   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@xxxxxxxxxxxxxxx, "Rob" <sidhartha70@> wrote:
>   >
>   > You can use SetBarsRequired() and make it do whatever you want...
>   > 
>   > --- In amibroker@xxxxxxxxxxxxxxx, "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/

Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/