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Hi Graham,
Thanks much!
Yuki
Thursday, December 29, 2005, 10:50:21 AM, you wrote:
G> Assuming I understand your query Yuki, you can add conditions to the
G> cum function or subtract current from a previous event
G> eg for buy event only in first part of day, say less than midday (time
G> would need to be changed depending on the time stamp of your bars.
G> cum( buy and hour()<12)
G> this will add all the buy signals from every day when the hour is less than 12.
G> or for each day resetting to zero without resorting to loops
G> eg intraday
G> cum( buy ) - valuewhen( datenum()!=ref(datenum(),1), cum(buy) )
G> Note I use the look forward Ref to use the last bar of previous day
G> instead of first bar of the current day
G> an equivalent Sum for this
G> sum( buy, barssince( datenum()!=ref(datenum(),1) );
G> or other time periods, eg monthly
G> cum( buy ) - valuewhen( month()!=ref(month(),1), cum(buy) )
G> Remember Cum just keeps adding to the previous cum value from the
G> first bar to the last. You need to create some mathematics and logic
G> to make it provide what you want. In these examples the value to be
G> added is one each time as conditions only have 0 or 1. An example of
G> conditions not haivng just 0/1 values is the Sell condition when you
G> have Applystops and have used the Equity(1) to assign sell values for
G> the applystops. In this case you would use Sell>0 instead of Sell
G> --
G> Cheers
G> Graham
G> AB-Write >< Professional AFL Writing Service
G> Yes, I write AFL code to your requirements
G> http://e-wire.net.au/~eb_kavan/ab_write.htm
G> On 12/29/05, Yuki Taga <yukitaga@xxxxxxxxxxxxx> wrote:
>> Hi Graham,
>>
>> Is there a way to do this so that maximum buys (on any given day over
>> the period) can be rendered?
>>
>> Yuki
>>
>> Thursday, December 29, 2005, 8:22:27 AM, you wrote:
>>
>> G> I assume you mean the number for each symbol individually
>> G> Cum(buy) will add the signals and give the progressive answer in an exploration
>>
>> G> filter = buy or sell;
>> G> addcolumn(cum(buy),"buys",1);
>> G> addcolumn(cum(sell),"sells",1);
>>
>> G> If you explore over all quotations you will see the numbers
>>
>> G> If you were wanting to count them for all of a group of stocks
>> G> combined then you need to use addtocomposite
>>
>> G> AddToComposite( Buy, "~Signals", "O");
>> G> AddToComposite( Sell>0, "~Signals", "C");
>>
>> G> I use the sell>0 in case you have applystop exits, also you will need
>> G> to add equity(1) before the lines to give the stops a sell number
>>
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