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Hello,
Move (copy) non-empty elements using looping to contiguous range and run Percentile
on smaller number of bars.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "ChrisB" <kris45mar@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, August 24, 2007 5:18 PM
Subject: Re: [amibroker] Re: Percentile for Up Bar array not returning correct value.[Not do-able in AB?]
> Still working on this...
>
> Unless I can populate an array with a true Empty value, like a virgin
> Excel cell, it does not look like I can do this in AB.
>
> For this to work I would need to be able to populate bars on an array
> with a *true* empty value, which AB would ignore in its Percentile
> calculation.
>
> If we try:
>
> UBHR = IIf( Upbar, HR, Null);
> UBHR = IIf( Upbar, HR, -1e10);
> UBHR = IIf( Upbar, HR, 0);
> UBHR = IIf( Upbar, HR, ASC("B"));
> (to try and recreate the Excel if(xx,HR, "") empty value for a cell)
> the NOT Upbar is always populated with a zero or false value.
>
> Also looking at the IsNull, IsEmpty, isNan, these also return value of Zero.
>
> So
>
> array1 = 1 12 56 21 12 // which is what I can use in Excel
> and
> array2 = 1 0 12 56 0 21 0 12 // which is what I get in AB
>
> will always have different percentile values. Pity.
>
> For the moment I have drawn a blank and will ask support for help, and
> look for an alternate method.
>
> Regards
> ChrisB
>
>
> ChrisB wrote:
>>
>>
>> Thank you GP.
>>
>> I've had a look at these.
>>
>> However, I don't think think the issue is with how AB calculates the
>> Percentile.
>>
>> In the attached Perc_Excel.png the value in cell E3 matches that for the
>> Value in AB's exploration seen in the attached Perc_Expl.png. See last
>> value in column HR PC.
>>
>> However, when I try to return the Percentile value for the array of High
>> Ranges for UpBar days, (last value in UBHR PC) this does not match the
>> value in cell M3 in the Perc_Excel.png. So I am either
>>
>> a. not able to use this in AB if the Array continues zero or null
>> values, although clearly I can in Excel
>>
>> or
>>
>> b. not using the Addcolumn(Percentil e(UBHR,20, 80),"UBHR PC", 3.2, 16,
>> 55, 60); correctly
>>
>> So I come back to my first question:
>> how shall I get AB to return to correct Percentile value for an array
>> that has High Range values only on UpBar days?
>>
>> I was glad to see the Percentile function in AB because I thought this
>> would be a short way around. If I cannot use this I may need help with a
>> more long winded way.
>>
>> Thanks for the link.
>>
>> ChrisB
>>
>> gp_sydney wrote:
>> >
>> >
>> > I'm not sure of the answer to your question, but note that there are
>> > different ways of calculating percentile. See:
>> >
>> > http://www.itl. nist.gov/ div898/handbook/ prc/section2/ prc252.htm
>> > <http://www.itl. nist.gov/ div898/handbook/ prc/section2/ prc252.htm
>> <http://www.itl.nist.gov/div898/handbook/prc/section2/prc252.htm>>
>> >
>> > That document specifically mentions how Excel does it.
>> >
>> > Regards,
>> > GP
>> >
>> > --- In amibroker@xxxxxxxxx ps.com <mailto:amibroker% 40yahoogroups.
>> com>,
>> > ChrisB <kris45mar@x ..> wrote:
>> > >
>> > > Hi Group
>> > >
>> > > When I do an exploration for the High Range of Up Bars, I cannot get
>> > the
>> > > Percentile function in AB to return the same value as in Excel. How can
>> > > I achieve this?
>> > >
>> > >
>> > > Here is what I am doing.
>> > > // this is exploration for EOD forex data.
>> > >
>> > > Factor = Iif(StrRight( Name(),3) =="JPY",100, 10000);// converts price
>> > to Pips
>> > >
>> > > upBar = C > O; // bars closing up from the open
>> > > HR = factor * (H - O);// fills array with the high range of all bars.
>> > >
>> > > UBHR = Iif(upBar,HR, 0);// fills array with High Range for Up Days, and
>> > > zero for all other days.
>> > > UpTh = UP threshold = Param("Up Threshold",10, 10,200,1) ;
>> > > n = Param("N bars back", 100, 1, Barcount -1, 1);
>> > >
>> > > Addcolumn( Percentile ( HR, 20, 80), "80th centile of HR", 3.2, 16,
>> > 47,60);
>> > > // this matches my Excel value
>> > >
>> > > Addcolumn( Percentile ( UBHR, 20, 80), "80th centile of UBHR", 3.2, 16,
>> > > 47, 60);
>> > > // this does not match my Excel value
>> > >
>> > > How can I get the Percentile array to look only at the Up bars' High
>> > ranges?
>> > >
>> > > I need to know what the High Range value is which contains 80% of High
>> > > Ranges on Up Bars only.
>> > >
>> > > Any ideas?
>> > >
>> > > ChrisB
>> > >
>> >
>> >
>>
>>
>> ------------------------------------------------------------------------
>>
>>
>> ------------------------------------------------------------------------
>>
>
>
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