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Herman,
Is it possible to be more specific ?
It is time consuming, but there is no other way to understand your
exact plan.
DT
--- In amibroker@xxxxxxxxxxxxxxx, "Herman vandenBergen" <psytek@xxxx>
wrote:
> One more (last) try :-)
>
> Do five times:
> {
> Take the highest of the Equity array;
> save it's position (StockNum);
> set only this equity to zero;
> }
>
> You can use a small loop or cascade the same code five times.
>
> Best regards,
> Herman
>
>
> -----Original Message-----
> From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
> Sent: April 23, 2003 11:49 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Subject: Results of Scan/Exploration
>
>
> Herman,
> I know this smart procedure. The problem is the top5 H [or C in your
> example] as I wrote this morning. I have to check some details with
> probable multiple H which may appear.
> See http://groups.yahoo.com/group/amibroker/message/38601
> DT
> --- In amibroker@xxxxxxxxxxxxxxx, "Herman vandenBergen"
<psytek@xxxx>
> wrote:
> > 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:
> >
> > 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 = Cross( Close, EMA( Close, range ) ); // First four lines a
> dummy
> > trading system
> > Sell = Cross( EMA( Close, range ), Close );
> > Short = Sell;Cover = Buy;
> > E=LastValue(Equity(1));
> > Pointer = BarCount - Status("StockNum");
> >
> > AddToComposite(IIf(Pointer==BarIndex(),E,-
> 1e10),"~EquityTest","C",1|2|4|8);
> > // use Backtester
> > Equities = Foreign("~EquityTest","C");
> > Plot(Equities,"Equities",1,2+4);Title = "Equities for 100 N100
> Stocks";
> > GraphXSpace=10;
> > Filter=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,
> > Herman.
> >
> >
> >
> >
> >
> >
> >
> > -----Original Message-----
> > From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
> > Sent: April 23, 2003 12:14 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > 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
> > >
> > >
> > >
> > >
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