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Again, there is a bug in the code I posted previously. I have to
sincerely apologise - it seems each time I reread a posting I pick up
some errors in it! Please do accept my apologies.
The mod function's arguments have to be swapped around, as follows:
c = mod(cum(1)-1,n)
to create a cycle of length 'n' and the example becomes
c = mod(cum(1)-1,10)
to create a cycle of length 10.
Regards
MG Ferreira
TsaTsa EOD Programmer and trading model builder
http://www.ferra4models.com
http://fun.ferra4models.com
--- In equismetastock@xxxxxxxxxxxxxxx, "MG Ferreira" <quant@xxxx> wrote:
>
> Oops, just change
>
> C1(1) = 0
>
> to
>
> C1(1) = 1
>
> We often use
>
> cum(1) - 1
>
> which yields of course 0, 1, 2, ...
>
> This makes some of the math a lot easier, especially if you use mods,
> which is very useful in cyclical analysis. If you have something
> like
>
> c = mod(n,cum(1)-1)
>
> then c will be 0, 1, 2, ... n-1. Say you want to look at a cycle of
> length 10, then
>
> mod(10,cum(1)-1)
>
> will give 0, 1, 2 ... 9, 0, 1, 2 ... 9, 0, 1 and so on.
>
> Regards
> MG Ferreira
> TsaTsa EOD Programmer and trading model builder
> http://www.ferra4models.com
> http://fun.ferra4models.com
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "MG Ferreira" <quant@xxxx> wrote:
> >
> > OK, this is just on the example specifically - see Roy's reply as
> > well for better examples of using the cum(1) function.
> >
> > > buy:=If (some boolean test),cum(1),0)
> > >
> > > Does this mean it's like this
> > > If TRUE then
> > > buy = buy + 1;
> > > else
> > > buy = 0;
> >
> > This is actually NOT what the MS statement does. It starts off
> > by creating a time series that accumulates by 1 each bar. Let us
> > call this C1 to clarify, say
> >
> > C1 = cum(1)
> >
> > so
> >
> > C1(1) = 0
> >
> > and
> >
> > C1(t) = C1(t-1) + 1
> >
> > or, simply,
> >
> > C1 = 1, 2, 3, 4 ....
> >
> > Note (this is sometimes useful) if you had something like
> >
> > C2 = cum(5)
> >
> > then
> >
> > C2 = 5, 10, 15, 20 ...
> >
> > Now, what that MS line of code you gave does, is to switch between
> > either zero or C1. So if you are at time period 100, and previously
> > the boolean test was false, but now is true, that function will return
> > 100, then 101, 102 ..., and not 1, 2, 3 ... as your code implies. So
> > maybe the code should be
> >
> > increment c1 REGARDLESS
> > if true then
> > result = c1
> > else
> > result = zero
> >
> > Regards
> > MG Ferreira
> > TsaTsa EOD Programmer and trading model builder
> > http://www.ferra4models.com
> > http://fun.ferra4models.com
> >
> >
> > --- In equismetastock@xxxxxxxxxxxxxxx, "dpleydel" <dpleydel@xxxx>
wrote:
> > >
> > >
> > > Hi
> > >
> > > I've looked at the primer but I still don't quite get what this
> > > function is doing.
> > >
> > > for example I've seen it used in a this this regard:
> > >
> > > buy:=If (some boolean test),cum(1),0)
> > >
> > > Does this mean it's like this
> > > If TRUE then
> > > buy = buy + 1;
> > > else
> > > buy = 0;
> > >
> > > Thanks
> > > David
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