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Thanks TecloGeo and Eric,
This is half of what I am looking for, although the
> sum(C*(Cum(1)=1))
example I included in the post does the same. Since an array, such as
C, can have practically unlimited values, this could be used as a way
to bridge the MSFL 20 variable limit. You could do something like
Variables := 0; {Unlimited number of variables, all = 0}
Now, to get say 50 variables in a formula, you could do something like
Sum( Variables*(Cum(1)=1) + {Returns first variable}
Variables*(Cum(1)=2) + {Returns second variable}
Variables*(Cum(1)=3) + {Returns third variable}
...
Variables*(Cum(1)=50) ) {Returns 50th variable}
The problem with this part of the solution is the complexity. It
would have been a lot easier if we could just write say
Sum( Variables[1] +
Variables[2] +
Variables[3] +
...
Variables[50] );
But we can at least 'read' the variables.
The problem is that we need to also assign values to these - we need
to be able to 'write' to these variables. This is the missing half.
So if we could do something like say
Variables[1] := 20;
Variables[2] := Variables[3]+0.5*Variables[4];
Variables[3] := xyz;
then we have a really neat way in which to keep all the say weights
together, manipulate them, and even plot them. But I don't think this
is possible in MSFL.
Anyhow, Eric, I think using MSFL the best is to first stick to only
one PC and one MS. To optimise each one you would do something like
what you propose, although that assumes that the various indicators
are completely independant of one another. This is sometimes assumed
to simplify things, but is bound to give suboptimal answers.
You could ensure that each indicator has a minimum of say 10% in the
final function, via something like
TT := ( (W1+0.1)*T1 + (W2+0.1)*T2 + (W3+0.1)*T3 ) /
(W1+0.1+W2+0.1+W3+0.1);
or you can just give say W3 a very slowly adjusting smooth function,
which calls for individual smooth functions!
Regards
MG Ferreira
TsaTsa EOD Programmer and trading model builder
http://www.ferra4models.com
http://fun.ferra4models.com
--- In equismetastock@xxxxxxxxxxxxxxx, "TecloGeo" <teclogeo@xxxx> wrote:
> MG,
>
>
>
> Is this what you're looking for?
>
>
>
> Valuewhen(1,cum(1)=1,C)
>
>
>
> _____
>
> From: equismetastock@xxxxxxxxxxxxxxx
[mailto:equismetastock@xxxxxxxxxxxxxxx]
> On Behalf Of mgf_za_1999
> Sent: Monday, May 16, 2005 7:49 AM
> To: equismetastock@xxxxxxxxxxxxxxx
> Subject: [EquisMetaStock Group] Absolute reference
>
>
>
> Hi Eric,
>
> I am working on your question, just a quick question to the group,
> that relates to our discussion.
>
> Is it possible to get an absolute reference? I know
>
> Ref(C,-1)
>
> gives the close one bar ago. Also, something like
>
> sum(C*(Cum(1)=1))
>
> gives the close of the first bar. But is there a function, say 'X',
> so that
>
> X(C,1)
>
> gives the close of the first bar?
>
> Thanks in advance
> MG Ferreira
> TsaTsa EOD Programmer and trading model builder
> http://www.ferra4models.com
> http://fun.ferra4models.com
>
>
>
>
>
>
> _____
>
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