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Hello,
As I wrote in the past support for arrays in static variables is coming.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "bruce1r" <brucer@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, December 03, 2008 11:09 PM
Subject: [amibroker] Re: Add to Composite and Static Arrays
> Dale -
>
> That's it - lots of ways to do this with collections if you know when
> AB terminates or starts and can run something automatically, but even
> then it require code mod's to existing code.
>
> What I was really trying to stress was that if you need static arrays,
> use ATC's, and that a small enhancement to the function might prove
> useful.
>
> -- Bruce
>
> --- In amibroker@xxxxxxxxxxxxxxx, dingo <waledingo@xxx> wrote:
>>
>> Why don't you just delete the composite at the end? Or is the end not
>> detectable? I presume that AB will let you delete it..
>>
>> d
>>
>> On Wed, Dec 3, 2008 at 2:28 PM, bruce1r <brucer@xxx> wrote:
>>
>> >
>> > Sorry all - I re-read my message and I guess that I can't type today.
>> > What I meant to so was that I don't think that you want to code your
>> > own solution to static arrays. Use AddToComposite ! I was just
>> > suggesting an enhancement to ATC to implement static arrays that went
>> > away with the program and didn't clutter the database.
>> >
>> >
>> > --- In amibroker@xxxxxxxxxxxxxxx, "bruce1r" <brucer@> wrote:
>> > >
>> > > FWIW, I'd like to relate some additional info. This topic of static
>> > > arrays seems to come up several times a year. No doubt - it is
>> > > significant. I needed it several years ago for a project and did a
>> > > quick implementation / hack.
>> > >
>> > > Hint - can be done with all AFL and the use of the Windows Scripting
>> > > Dictionary object - BUT, I DON'T THINK THAT YOU DON'T WANT TO !
>> > >
>> > > Here's why. Some databases fill in data holes for days that a
> ticker
>> > > didn't trade and some do not. AddtoComposite (ATC) seems to be
>> > > hand-optimized and performs the necessary alignment of dates.
> Tomasz
>> > > has pointed this out before. Also, ATC is very fast and performance
>> > > is not an issue.
>> > >
>> > > My only reservation about ATC's is that they are persistent.
> Much of
>> > > what I need is temp static arrays that I want to go away when AB is
>> > > closed.
>> > >
>> > > SO - it would be great if AddToComposite had a atcFlagTemp that
> could
>> > > be set to not persist the ticker. I tried doing this once by
> clearing
>> > > the Stock.IsDirty flag - but no joy. And there is no way to do the
>> > > cleanup in a fully automated fashion that I've found.
>> > >
>> > > Maybe it should be an enhancement suggestion.
>> > >
>> > > -- BruceR
>> > >
>> > >
>> > > --- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@> wrote:
>> > > >
>> > > > AddToComposite - look in functions
>> > > >
>> > > > ----- Original Message -----
>> > > > From: "Barry Scarborough" <razzbarry@>
>> > > > To: <amibroker@xxxxxxxxxxxxxxx>
>> > > > Sent: Wednesday, December 03, 2008 8:59 AM
>> > > > Subject: [amibroker] Re: AFL coding
>> > > >
>> > > >
>> > > > > Hi Ara,
>> > > > >
>> > > > > What is an ATC and where is it defined? I tried searching the AB
>> > > > > users guide and found nothing.
>> > > > >
>> > > > > Thanks,
>> > > > > Barry
>> > > > >
>> > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@>
> wrote:
>> > > > >>
>> > > > >> I am using ATCs to transport arrays from one program to
> another.
>> > > > >>
>> > > > >> Example:
>> > > > >> I generate all my indicators withind my trading program, but
>> > > > > display them in
>> > > > >> other panes below the price chart.
>> > > > >>
>> > > > >> I do not recompute any indicators. Simply save them in an
> ATC in
>> > > > > the main
>> > > > >> program and read the ATC in the display frogram and display
>> > > > > indicators.
>> > > > >>
>> > > > >> It seems pretty efficient.
>> > > > >>
>> > > > >> ----- Original Message -----
>> > > > >> From: "Barry Scarborough" <razzbarry@>
>> > > > >> To: <amibroker@xxxxxxxxxxxxxxx>
>> > > > >> Sent: Wednesday, December 03, 2008 6:53 AM
>> > > > >> Subject: [amibroker] Re: AFL coding
>> > > > >>
>> > > > >>
>> > > > >> > Sorry for the confusion.
>> > > > >> >
>> > > > >> > I wish static vars could contain arrays too. Ain't so.
>> > > > >> >
>> > > > >> > What I was saying is that if you have an indicator that
>> > > > > calculates a
>> > > > >> > CCI then you may be able to get the current value using a
> static.
>> > > > > If
>> > > > >> > the program that uses the staticvarget you could add this
> to an
>> > > > >> > array. I am assuming you are using live data and pass the
> data
>> > > > > every
>> > > > >> > scan. This will not work for back test or anything like
> that. I
>> > > > > will
>> > > > >> > try this later and see if it is true. If so then I will post
>> > how I
>> > > > >> > did it.
>> > > > >> >
>> > > > >> > If I understood the original post, where the user wanted
> to use
>> > > > >> > multiple charts and then combine the output of each indicator
>> > > > > chart
>> > > > >> > into a buy signal in the auto trading program. To do this the
>> > > > > signal
>> > > > >> > could be generated in an indicator and the buy condition
> could be
>> > > > >> > passed in a static. That could be ANDed in the Buy =
> whatever in
>> > > > > the
>> > > > >> > trading program. But to preserve this condition in the auto
>> > > > > trading
>> > > > >> > program it would have to be assigned to an array if the user
>> > > > > wanted
>> > > > >> > to plot the CCI results.
>> > > > >> >
>> > > > >> > This is no problem at all if you use includes. I
> explained, or I
>> > > > >> > tried to explain, how to use includes to accomplish this. I
>> > > > > wouldn't
>> > > > >> > touch a DLL with a stick.
>> > > > >> >
>> > > > >> > Barry
>> > > > >> >
>> > > > >> > --- In amibroker@xxxxxxxxxxxxxxx, Dennis Brown <see3d@>
> wrote:
>> > > > >> >>
>> > > > >> >> Barry,
>> > > > >> >>
>> > > > >> >> I am having a tough time following this.
>> > > > >> >> Are you saying that a single static variable can hold an
> array?
>> > > > >> >> I only wish it were true.
>> > > > >> >> You can do it with static variables, but you have to have a
>> > > > >> > separate
>> > > > >> >> variable for each element in the array.
>> > > > >> >>
>> > > > >> >> AddToComposite() or disk files are the only way I know to
>> > pass an
>> > > > >> >> array between AFL charts/panes, and it can be very slow.
>> > > > >> >> It is faster to recalculate.
>> > > > >> >>
>> > > > >> >> I guess one could write a DLL that could save them like
> a static
>> > > > >> >> variable.
>> > > > >> >> This has been discussed at length in the past.
>> > > > >> >>
>> > > > >> >> BR,
>> > > > >> >> Dennis
>> > > > >> >>
>> > > > >> >> On Dec 3, 2008, at 1:54 AM, Barry Scarborough wrote:
>> > > > >> >>
>> > > > >> >> >
>> > > > >> >> > I forgot to say how to use the static var. In the using
>> > program
>> > > > >> > you
>> > > > >> >> > set the static var to a local variable.
>> > > > >> >> >
>> > > > >> >> > Before you can do that you need to create Pfx in this
> module.
>> > > > >> >> > Pfx = "CCI";
>> > > > >> >> > Then set a local var
>> > > > >> >> > fCCI = StaticVarGet(Pfx + "CCI");
>> > > > >> >> > And now you have the value from the other indicator in
> your
>> > > > > local
>> > > > >> >> > program.
>> > > > >> >> >
>> > > > >> >> > If you are going to do much of this create an include with
>> > > > >> > constants
>> > > > >> >> > in it and include that before all other includes and
> in every
>> > > > >> >> > indicator where it will be used. Hey, now you are
> doing object
>> > > > >> >> > oriented coding in AFL, neat huh. Well kinda but not
>> > really but
>> > > > >> > this
>> > > > >> >> > will save you loads of time when building other systems.
>> > > > >> >> >
>> > > > >> >> > As I mentioned before I think includes are the way to
> go but
>> > > > >> >> > programming is an art form and everyone has their own
> style.
>> > > > > What
>> > > > >> >> > works for you is the right way to go. But as much as
> you can
>> > > > > look
>> > > > >> > far
>> > > > >> >> > ahead.
>> > > > >> >> >
>> > > > >> >> > Cheers,
>> > > > >> >> > Barry
>> > > > >> >> >
>> > > > >> >> > --- In amibroker@xxxxxxxxxxxxxxx, "Barry Scarborough"
>> > > > > <razzbarry@>
>> > > > >> >> > wrote:
>> > > > >> >> >>
>> > > > >> >> >> That is a nice idea.
>> > > > >> >> >>
>> > > > >> >> >> Make sure the static variables are unique, don't
> collide. It
>> > > > >> > would
>> > > > >> >> > be
>> > > > >> >> >> safest to use a prefix for each indicator you create. An
>> > > > > example
>> > > > >> >> > for
>> > > > >> >> >> a CCI indicator would be
>> > > > >> >> >> Pfx = "CCI";
>> > > > >> >> >> fCCI = do your CCI calc here
>> > > > >> >> >> StaticVarSet(Pfx + "CCI", fCCI);
>> > > > >> >> >> This static var is visible to all other programs
> running on
>> > > > > the
>> > > > >> >> >> visible chart.
>> > > > >> >> >>
>> > > > >> >> >> Also I think that AB scans the charts from top to
> bottom so
>> > > > > make
>> > > > >> >> > sure
>> > > > >> >> >> the auto trading code is at the bottom so the data
> delivered
>> > > > > to
>> > > > >> > it
>> > > > >> >> > is
>> > > > >> >> >> fresh and not from the last scan. You can trace this
> and see
>> > > > > what
>> > > > >> >> >> happens.
>> > > > >> >> >>
>> > > > >> >> >> But, I think you are going to run into problems when
> you try
>> > > > > to
>> > > > >> >> > back
>> > > > >> >> >> test or optimize since AA only sees the formula you
> are back
>> > > > >> >> > testing.
>> > > > >> >> >> It will not see the other charts on a worksheet.
>> > > > >> >> >>
>> > > > >> >> >> Another thing you can do is create an include file for
>> > each of
>> > > > >> > the
>> > > > >> >> >> indicators you want to use. Include them in the auto
> trading
>> > > > >> >> > program
>> > > > >> >> >> and also in the indicators you use in the other
> charts but
>> > > > > don't
>> > > > >> >> > plot
>> > > > >> >> >> them in the auto trading program. Put the parameters
> in the
>> > > > >> >> > indicator
>> > > > >> >> >> file not your auto trading file. Set the default
> parameter in
>> > > > > the
>> > > > >> >> >> include and all charts will stay in sync. If you add
>> > arrows at
>> > > > >> > the
>> > > > >> >> >> buy points in each indicator you will see when they are
>> > > > >> >> > contributing
>> > > > >> >> >> to the trade condition.
>> > > > >> >> >>
>> > > > >> >> >> This is an example I use in my AT program:
>> > > > >> >> >>
>> > > > >> >> >> // cci include
>> > > > >> >> >>
>> > > > >> >> >> pCCI = Param("CCI period", pCCI, 1, 20, 1);
>> > > > >> >
>> > > > >> >> >> pCCI = Optimize("CCI period", pCCI, 1, 20,
>> > > > >> > 2);
>> > > > >> >> >>
>> > > > >> >> >> fCCI = CCI(pCCI);
>> > > > >> >> >> CCIlo = fCCI < -100;
>> > > > >> >> >> CCIhi = fCCI > 100;
>> > > > >> >> >> CCIup = fCCI > Ref(fCCI, -1);
>> > > > >> >> >> CCIdn = fCCI < Ref(fCCI, -1);
>> > > > >> >> >>
>> > > > >> >> >> if(PlotTrue)
>> > > > >> >> >> Plot(fCCI, "\nCCI(" + NumToStr(pCCI, 1.0) + ")",
>> > > > >> > colorGreen,
>> > > > >> >> >> styleOwnScale);
>> > > > >> >> >>
>> > > > >> >> >> Note that I have the default parameter set to the var
> name
>> > > > > pCCI.
>> > > > >> >> > When
>> > > > >> >> >> I include it I set the value before the #include
> line. You
>> > > > > don't
>> > > > >> >> > have
>> > > > >> >> >> to do this but it is one way to use the same include
> formula
>> > > > > in
>> > > > >> >> > many
>> > > > >> >> >> programs but override the parameter in the using
> program(s).
>> > > > > Then
>> > > > >> >> > you
>> > > > >> >> >> can set PlotTrue = True; before the #include to tell the
>> > > > >> > indicator
>> > > > >> >> >> whether to plot it or not. If would be false in your AT
>> > > > > program
>> > > > >> > and
>> > > > >> >> >> true in your indicator.
>> > > > >> >> >>
>> > > > >> >> >> Barry
>> > > > >> >> >>
>> > > > >> >> >> --- In amibroker@xxxxxxxxxxxxxxx, "Mike"
> <sfclimbers@> wrote:
>> > > > >> >> >>>
>> > > > >> >> >>> You could try using StaticVarSet in your main pane.
> Then,
>> > > > > refer
>> > > > >> >> > to
>> > > > >> >> >> the
>> > > > >> >> >>> values using StaticVarGet in the sub panes. You might
>> > have to
>> > > > >> > use
>> > > > >> >> >> the
>> > > > >> >> >>> View | Refresh All menu item to get the other panes to
>> > update
>> > > > >> >> > after
>> > > > >> >> >>> making any changes in the main pane, else activate
> each one
>> > > > > in
>> > > > >> >> > turn
>> > > > >> >> >> to
>> > > > >> >> >>> have them update automatically upon activation.
>> > > > >> >> >>>
>> > > > >> >> >>> Mike
>> > > > >> >> >>>
>> > > > >> >> >>> --- In amibroker@xxxxxxxxxxxxxxx, "brianw468" <wild21@>
>> > > > > wrote:
>> > > > >> >> >>>>
>> > > > >> >> >>>> Can anyone help with the following, please:-
>> > > > >> >> >>>> 1. I am developing an AFL to generate buy and sell
> signals
>> > > > > by
>> > > > >> >> >> combining
>> > > > >> >> >>>> different indicators with variable parameters (to be
>> > > > >> >> > optimised).
>> > > > >> >> >> I
>> > > > >> >> >>>> would like to generate a plot with price and one
> indicator
>> > > > > in
>> > > > >> >> > the
>> > > > >> >> >> top
>> > > > >> >> >>>> pane, and the other indicators in separate panes below
>> > > > > this, to
>> > > > >> >> >> reduce
>> > > > >> >> >>>> clutter in the plots.
>> > > > >> >> >>>> I know I could simply set up separate panes with the
>> > > > >> >> > appropriate
>> > > > >> >> >>>> indicators - BUT then the parameters would not be
> tied to
>> > > > > those
>> > > > >> >> >> used in
>> > > > >> >> >>>> the main pane. Changing parameter values and ensuring
>> > > > >> >> > consistency
>> > > > >> >> >>>> across the panes would then become a chore.
>> > > > >> >> >>>> 2. I had thought that the SECTION commands might
> help here,
>> > > > > but
>> > > > >> >> >> that
>> > > > >> >> >>>> doesn't seem to be the case. In fact, on checking the
>> > > > >> >> >> documentation I
>> > > > >> >> >>>> can't find when it is either necessary or desirable
> to use
>> > > > >> >> > these
>> > > > >> >> >>>> commands. Does anyone know?
>> > > > >> >> >>>> TIA
>> > > > >> >> >>>>
>> > > > >> >> >>>> Brian
>> > > > >> >> >>>>
>> > > > >> >> >>>
>> > > > >> >> >>
>> > > > >> >> >
>> > > > >> >> >
>> > > > >> >> >
>> > > > >> >> > ------------------------------------
>> > > > >> >> >
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>> > > > >> >> > This is *NOT* technical support channel.
>> > > > >> >> >
>> > > > >> >> > *********************
>> > > > >> >> > TO GET TECHNICAL SUPPORT from AmiBroker please send an
> e-mail
>> > > > >> >> > directly to
>> > > > >> >> > SUPPORT {at} amibroker.com
>> > > > >> >> > *********************
>> > > > >> >> >
>> > > > >> >> > For NEW RELEASE ANNOUNCEMENTS and other news always check
>> > > > > DEVLOG:
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>> > > > >> >> >
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>> > > > >> >
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>> > > > >> >
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>> > > > > **** IMPORTANT ****
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>> > > > >
>> > > > > *********************
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>> > > directly to
>> > > > > SUPPORT {at} amibroker.com
>> > > > > *********************
>> > > > >
>> > > > > For NEW RELEASE ANNOUNCEMENTS and other news always check
> DEVLOG:
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>> >
>> >
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>> > This is *NOT* technical support channel.
>> >
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> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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>
> For other support material please check also:
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