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Hello DT,You first have to do a
transformation; vertical to horizontal. You can do this by creating a barchart
for the equities, and then analyze it just like you would any indicator.
Especially with looping you can now do almost anything. The transformation looks
like this:<IMG alt="" hspace=0 src="jpg00116.jpg"
align=baseline border=0><FONT face=Arial
color=#000000 size=2>In this case the equity for first stock from the watch list
is plotted in the last bar. You need just two lines of code to do
this:
Buy<FONT
face="Arial Narrow"> = <FONT
face="Arial Narrow">Cross<FONT
face="Arial Narrow">( <FONT
face="Arial Narrow">Close<FONT
face="Arial Narrow">, EMA<FONT
size=2>( <FONT
face="Arial Narrow">Close<FONT
face="Arial Narrow">, range ) ); // First four lines a dummy trading
systemSell<FONT
size=2> = <FONT
face="Arial Narrow">Cross<FONT
face="Arial Narrow">( EMA<FONT
size=2>( <FONT
face="Arial Narrow">Close<FONT
face="Arial Narrow">, range ), <FONT
face="Arial Narrow">Close
);Short<FONT
face="Arial Narrow"> = <FONT
face="Arial Narrow">Sell<FONT
face="Arial Narrow">;Cover<FONT
size=2> = <FONT
face="Arial Narrow">Buy<FONT
face="Arial Narrow">;E=<FONT
face="Arial Narrow">LastValue<FONT
face="Arial Narrow">(<FONT
face="Arial Narrow">Equity<FONT
face="Arial Narrow">(1<FONT
size=2>));Pointer =
<FONT
color=#ff0000>BarCount<FONT
color=#ff0000> - <FONT
face="Arial Narrow">Status<FONT
face="Arial Narrow">(<FONT
face="Arial Narrow">"StockNum"<FONT
color=#ff0000>);<FONT
face="Arial Narrow">AddToComposite<FONT
face="Arial Narrow">(IIf<FONT
size=2>(Pointer==<FONT
face="Arial Narrow">BarIndex<FONT
size=2><FONT
face="Arial Narrow">(),E,-1e10<FONT
face="Arial Narrow">),<FONT
face="Arial Narrow">"~EquityTest"<FONT
face="Arial Narrow">,"C"<FONT
face="Arial Narrow">,1<FONT
face="Arial Narrow">|2<FONT
face="Arial Narrow">|4<FONT
face="Arial Narrow">|<FONT
face="Arial Narrow">8<FONT
face="Arial Narrow">); // use
BacktesterEquities = <FONT
face="Arial Narrow">Foreign<FONT
face="Arial Narrow">(<FONT
face="Arial Narrow">"~EquityTest"<FONT
face="Arial Narrow">,"C"<FONT
size=2>);<FONT
face="Arial Narrow">Plot<FONT
face="Arial Narrow">(Equities,<FONT
face="Arial Narrow">"Equities",<FONT
face="Arial Narrow">1,<FONT
face="Arial Narrow">2+<FONT
face="Arial Narrow">4);<FONT
face="Arial Narrow">Title
= "Equities for 100 N100
Stocks";<FONT
face="Arial Narrow">GraphXSpace<FONT
face="Arial Narrow">=10<FONT
size=2>;<FONT
face="Arial Narrow">Filter<FONT
face="Arial Narrow">=1<FONT
face="Arial Narrow" size=1>;
You can plot any kind of data this
way and it will be permanently on disk. Nice for system calibration files (make
those zero based).I think you can
take it from here :-)
Best regards,<FONT
face="Arial Narrow" size=2>Herman.
<FONT
size=2> <FONT face=Arial color=#0000ff
size=2>
-----Original Message-----From: DIMITRIS TSOKAKIS [<A
href="">mailto:TSOKAKIS@xxxxxxxxx]Sent: April
23, 2003 12:14 AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
Subject: Results of Scan/ExplorationHerman,Stewart asked
at<A href=""
target=_blank>http://groups.yahoo.com/group/amibroker/message/38506something
simple : how to select the top5 of an exploration. Any ideafor this request
?[If I understood well, to run an
explorationFilter=1;AddColumn(MACD(),"MACD"); for 100 stocks
and see in the result list ONLY the top5 MACDs,nothing else]I do not see
how can I do it.[I hope to avoid
MAX(Foreign("~AAPL-MACD","C"),MAX(Foreign("~ABGX-MACD","C"),...]Any idea
appreciated.Dimitris Tsokakis--- In amibroker@xxxxxxxxxxxxxxx, "Herman
vandenBergen" <psytek@xxxx>wrote:> Using array subscripts you
can put any kind of data into a array:> Data[0] =
YourParameter1;> Data[1] =
Your{arameter2;> YourParameter could also use
subscripts...>> When you want to save the data into a
stock-specific array you usethe Atc,> some thing like this for the
Explorer:>> AddToComposite(Data,"~"+Name()+"-Data","X",1|2|4|16);
// Use inExplorer,> Data here refers to the array you filed using
subscripts. Thisarray will be> of length equal to number of bars in
the current stock - a bit of> over-kill - but this means you can put a
ton of data into aComposite (5> fields: OHLCV). The great thing is
that this information remains onDisk for> re-use at any time from any
program, use Foreign("~"+Name()+"-Data","X");> here X can be any of
OHLCV.>> You can save system calibration data for automatic
recall. Youcannot save> text in a Composite however you can save
Status("StockNum"), thisis an> ordinal number pointing to your stock
in your group (it changes asyou> change groups!!).>>
Best regards,> Herman>>>>>
-----Original Message-----> From: Stewart [<A
href="">mailto:stewart@x...]> Sent: April
22, 2003 10:29 AM> To:
amibroker@xxxxxxxxxxxxxxx> Subject: Re: [amibroker] Subject:
Results of Scan/Exploration>>> but using
AddtoComposite(), is there a way to relate "a row" to aspecific>
ticker?> ----- Original Message
-----> From: Dimitris
Tsokakis> To:
amibroker@xxxxxxxxxxxxxxx> Sent: Tuesday, April
22, 2003 5:56 PM> Subject: [amibroker] Subject:
Results of Scan/Exploration>>>
Suppose we run an exploration for 100 stocks>
X=StochD();>
Filter=1;>
AddColumn(X,"StochD");> for one
day.> The result is an 100-dimension
vector.> We can save only in 6 fields through
AddToComposite() function,namely> C, O, H, L, V,
I.> If we place the first 6 results to each
field, we have no placeto save> the rest 94
results.> It is a 100X100 diagonal matrix, as in
the att. gif> but, even if we could, the result
would not be an array.> An array has one
numerical value per day. In this case we wouldhave a> set of 100
numerical values per day> and we would create an
100-dimensional "Hyper array".> It needs specific
imagination to understand the use of
thiscreature.>
DT>> There's no way to store the results
of an Exploration to anarray,>
right?>>
Thanks,>>
Stewart>>>>> Send BUG
REPORTS to bugs@xxxx> Send SUGGESTIONS to
suggest@xxxx>
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REPORTS to bugs@xxxx> Send SUGGESTIONS to
suggest@xxxx>
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