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[amibroker] Re: Subject: Results of Scan/Exploration



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The solution...
I was working an example [CSCO last 100 bars] with two equal H1, H2 
and it was OK.
Of course, we may have 3 or more equal H...
I have to recheck it.
It is interesting !
DT
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx> 
wrote:
> And the solution is
> H1=LastValue(HHV(H,100));
> BAR1=LastValue((ValueWhen(H==H1,Cum(1))));
> H2=LastValue(HHV(IIf(H<=H1 AND Cum(1)!=BAR1,H,0),100));
> BAR2=LastValue((ValueWhen(H==H2 AND Cum(1)!=BAR1,Cum(1))));
> etc, etc
> DT
> --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" 
<TSOKAKIS@xxxx> 
> wrote:
> > YES, IT WOULD
> > DT
> > --- In amibroker@xxxxxxxxxxxxxxx, Stewart <stewart@xxxx> wrote:
> > > wouldn't this be inaccurate if two of the top results were the 
> same?
> > > 
> > > 
> > > ----- Original Message -----
> > > From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
> > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > Sent: Wednesday, April 23, 2003 11:00 AM
> > > Subject: [amibroker] Re: Subject: Results of Scan/Exploration
> > > 
> > > 
> > > > Explore ^NDX for the n=1 last bar with
> > > > H2=HHV(IIf(H!=H1,H,0),100);
> > > > H3=HHV(IIf(H!=H1 AND H!=H2,H,0),100);
> > > > H4=HHV(IIf(H!=H1 AND H!=H2 AND H!=H3,H,0),100);
> > > > H5=HHV(IIf(H!=H1 AND H!=H2 AND H!=H3 AND H!=H4,H,0),100);
> > > > Filter=1;
> > > > AddColumn(H1,"h1");
> > > > AddColumn(H2,"h2");
> > > > AddColumn(H3,"h3");
> > > > AddColumn(H4,"h4");
> > > > AddColumn(H5,"h5");
> > > > The result is the top5 H .
> > > > If we take the 100 results of the
> > > > Filter=1;
> > > > AddColumn(Stochd(),"STOCHD");
> > > > exploration of n=1 last bar of the 100 N100 stocks and put 
them 
> as
> > > > the last 100 values of H of a certain stock, we could do it.
> > > > DT
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" 
> > <TSOKAKIS@xxxx>
> > > > wrote:
> > > > > Although it sounds simple, it isnīt.
> > > > > It is also difficult to find the top5 H of the last 100 
bars 
> of
> > > > MSFT.
> > > > > [this is the horizontal sorting, in exploration result we 
> need 
> > the
> > > > > vertical one...
> > > > > DT
> > > > > --- In amibroker@xxxxxxxxxxxxxxx, uenal.mutlu@xxxx wrote:
> > > > > > Hi DT,
> > > > > > yes such a function in AFL would indeed be nice.
> > > > > > Here is my AFL suggestion:
> > > > > >
> > > > > >   CutTable(columnNbr, n, bAscending = true);
> > > > > >
> > > > > > This would be evaluated after the the result table
> > > > > > was generated and would sort it and cut after the first
> > > > > > n records.
> > > > > >
> > > > > > Another method would be using OLE/COM interface by 
executing
> > > > > > the users AFL script and exporting the table 
> programmatically,
> > > > then
> > > > > > sorting and cutting within the other program or AFL 
plugin 
> > DLL,
> > > > and
> > > > > > putting the remaining tickers into a watchlist and 
running 
> the
> > > > users
> > > > > > script a second time but now on this watchlist... Hmmm.. 
> > maybe not
> > > > > > very efficient. But generally, this is doable but 
tedious. 
> The
> > > > best
> > > > > would
> > > > > > be the proposed new AFL method above.
> > > > > >
> > > > > > UM
> > > > > >
> > > > > >
> > > > > > ----- Original Message -----
> > > > > > From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
> > > > > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > > > > Sent: Wednesday, April 23, 2003 9:14 AM
> > > > > > Subject: [amibroker] Re: Subject: Results of 
> Scan/Exploration
> > > > > >
> > > > > >
> > > > > > > Herman,
> > > > > > > Stewart asked at
> > > > > > > http://groups.yahoo.com/group/amibroker/message/38506
> > > > > > > something simple : how to select the top5 of an 
> exploration.
> > > > Any
> > > > > idea
> > > > > > > for this request ?
> > > > > > > [If I understood well, to run an exploration
> > > > > > > Filter=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
> > > > > use
> > > > > > > the Atc,
> > > > > > > > some thing like this for the Explorer:
> > > > > > > >
> > > > > > > > AddToComposite(Data,"~"+Name()+"-
> Data","X",1|2|4|16); // 
> > Use
> > > > in
> > > > > > > Explorer,
> > > > > > > > Data here refers to the array you filed using 
> subscripts.
> > > > This
> > > > > > > array 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 
> > a
> > > > > > > Composite (5
> > > > > > > > fields: OHLCV). The great thing is that this 
information
> > > > > remains on
> > > > > > > Disk 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.
> > > > You
> > > > > > > cannot save
> > > > > > > > text in a Composite however you can save Status
> > ("StockNum"),
> > > > > this
> > > > > > > is an
> > > > > > > > ordinal number pointing to your stock in your group 
(it
> > > > changes
> > > > > as
> > > > > > > you
> > > > > > > > change groups!!).
> > > > > > > >
> > > > > > > > Best regards,
> > > > > > > > Herman
> > > > > > > >
> > > > > > > >
> > > > > > > >
> > > > > > > >
> > > > > > > >   -----Original Message-----
> > > > > > > >   From: Stewart [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 a
> > > > > > > specific
> > > > > > > > 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
> > > > > place
> > > > > > > to 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
> > > > > would
> > > > > > > have 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
> > > > this
> > > > > > > creature.
> > > > > > > >     DT
> > > > > > > >
> > > > > > > >     There's no way to store the results of an 
> Exploration 
> > to
> > > > an
> > > > > > > array,
> > > > > > > > right?
> > > > > > > >
> > > > > > > >     Thanks,
> > > > > > > >
> > > > > > > >     Stewart
> > > >
> > > >
> > > >
> > > > Send BUG REPORTS to bugs@xxxx
> > > > Send SUGGESTIONS to suggest@xxxx
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> > > >
> > > >


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