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Re: [amibroker] Re: Sum Reference Not Same as Simply Adding Previous Data Points Manually


  • Date: Fri, 05 Mar 2010 19:42:10 +0100
  • From: Tomasz Janeczko <groups@xxxxxxxxxxxxx>
  • Subject: Re: [amibroker] Re: Sum Reference Not Same as Simply Adding Previous Data Points Manually

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Hello,

>These both generate the same value neither of which is accurate:

VolumeSumB = Sum(Ref(Volume, -1), 3);
VolumeSumB = Ref(Sum(Volume, 3), -1);


They are BOTH accurrate and correct.

You do not understand what I wrote you.
Your manual formula

VolumeSumA = Volume[i-1] + Volume[i-2] + Volume[i-3];

is WRONG in the sense that it DOES NOT generate ARRAY.
It overwrites the same SCALAR value (VolumeSumA) instead
of calculating ARRAY. It is essentially LastValue( VolumeSumB ) !

Correct formula would be:

VolumeSumA = Null;

for( i = 3; i<  BarCount; i++ )
{
  VolumeSumA[ i ] = Volume[i-1] + Volume[i-2] + Volume[i-3];
}

And this will yield exactly same result as VolumeSumB.

You SHOULD REALLY READ THIS:
http://www.amibroker.com/guide/h_understandafl.html

Without understanding difference between SCALAR and ARRAY you will be 
making mistakes over and over again.



Best regards,
Tomasz Janeczko
amibroker.com

On 2010-03-05 18:55, davemabe2000 wrote:
> These both generate the same value neither of which is accurate:
>
> VolumeSumB = Sum(Ref(Volume, -1), 3);
> VolumeSumB = Ref(Sum(Volume, 3), -1);
>
> --- In amibroker@xxxxxxxxxxxxxxx, Aron<aron.groups@xxx>  wrote:
>    
>> have you tried:
>>
>> VolumeSum = sum(Volume, 3);
>> VolumeSumB = ref(VolumeSum, -1);
>>
>> On 3/5/2010 5:43 PM, davemabe2000 wrote:
>>      
>>> I'm trying to add the volume of the three previous bars (not including the current one) in my backtest.
>>>
>>> If I sum them up "manually" I get one value:
>>>
>>> VolumeSumA = Volume[i-1] + Volume[i-2] + Volume[i-3];
>>>
>>> But when I try using Sum and Ref to do it I get a different value for some reason.
>>>
>>> VolumeSumB = Sum(Ref(Volume, -1), 3);
>>>
>>> But VolumeSumA != VolumeSumB.
>>>
>>> What should I be using for Sum and Ref to get it to work properly and equal VolumeSumA above?
>>>
>>>
>>>
>>> ------------------------------------
>>>
>>> **** IMPORTANT PLEASE READ ****
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>>>
>>> TO GET TECHNICAL SUPPORT send an e-mail directly to
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>>>
>>>
>>>        
>>      
>
>
>
> ------------------------------------
>
> **** IMPORTANT PLEASE READ ****
> This group is for the discussion between users only.
> This is *NOT* technical support channel.
>
> TO GET TECHNICAL SUPPORT send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
> http://www.amibroker.com/feedback/
> (submissions sent via other channels won't be considered)
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> Yahoo! Groups Links
>
>
>
>
>    


------------------------------------

**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to 
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

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