I solved the issue:
Range = Status("barinrange");
Seems to work fine for me ...
_____
Von: [email protected] [mailto:[EMAIL PROTECTED] Im Auftrag
von Markus Hoffmann
Gesendet: Montag, 4. Juni 2007 00:17
An: [email protected]
Betreff: AW: [amibroker] Why is my AA result and watchlist different after
Explore?
I did some more investigations and found the reason for the mismatch:
The Cum() and also the for-loop operate on an array which spans the complete
data
range of the symbol and not only the range (e.g. n=1 bar or date range)
which was
covered by the AA.
Now, what I would need to get the right watchlist is something which gives
me the
Filter results exactly is the range which was used by AA, e.g.
Range = <array with "1" for each bar enabled in AA range options>;
myresult = Filter AND Range ;
if(LastValue(Cum(myresult))) { CategoryAddSymbol(...) }
Any idea how to get the Range array with AFL commands?
Regards,
Markus
_____
Von: [email protected] [mailto:[EMAIL PROTECTED] Im Auftrag
von dingo
Gesendet: Sonntag, 3. Juni 2007 23:19
An: [email protected]
Betreff: RE: [amibroker] Why is my AA result and watchlist different after
Explore?
Then I suggest you write some code to compare the 2.
Your understanding might be wrong.
d
_____
From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf
Of Markus Hoffmann
Sent: Sunday, June 03, 2007 5:12 PM
To: [email protected]
Subject: AW: [amibroker] Why is my AA result and watchlist different after
Explore?
Hi Dingo,
with the code which I posted, a symbol should be added to the watchlist
EXACTLY when the Filter criteria is fulfilled (only if Filter == True then a
symbol is added to AAs result list!).
LastValue(Cum(Filter)) is exactly testing for Filter == True (means at least
for one bar the Filter array is set to True => criteria met). From my
understanding
Watchlist and AA should be same, but they are not ...
CategoryRemoveSymbol works fine, but I also tested with an empty watchlist
and got the same problem.
Regards,
Markus
_____
Von: [email protected] [mailto:[EMAIL PROTECTED] Im Auftrag
von dingo
Gesendet: Sonntag, 3. Juni 2007 22:27
An: [email protected]
Betreff: RE: [amibroker] Why is my AA result and watchlist different after
Explore?
Ok then,
To be on the AA result list all it has to do is pass the filter test but
you're using another test (lastvalue(cum(filter to add to the watchlist.
Try making them the exact same. Seems to me that's where the diff is..
Also make sure the
CategoryRemoveSymbol("", categoryWatchlist, DestinationWatchlist); is
working as expected.
d
_____
From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf
Of Markus Hoffmann
Sent: Sunday, June 03, 2007 4:21 PM
To: [email protected]
Subject: AW: [amibroker] Why is my AA result and watchlist different after
Explore?
I think my problem is not related to the for-loop. In the meanwhile I
replaxed it by:
Filter = (AveTurnover > LowerTurnoverLimit) AND (AveClose >
LowerStockPriceLimit);
if(LastValue(Cum(Filter)))
{
CategoryAddSymbol( "", categoryWatchlist, DestinationWatchlist );
}
The effect is still the same, the watchlist contains more symbols than AA
result list.
_____
Von: [email protected] [mailto:[EMAIL PROTECTED] Im Auftrag
von dingo
Gesendet: Sonntag, 3. Juni 2007 22:16
An: [email protected]
Betreff: RE: [amibroker] Why is my AA result and watchlist different after
Explore?
The question you should be asking yourself is "why did I choose to use a
'for loop'" ..
d
_____
From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf
Of Markus Hoffmann
Sent: Sunday, June 03, 2007 2:29 PM
To: [email protected]
Subject: [amibroker] Why is my AA result and watchlist different after
Explore?
Hi all,
I have some strange behaviour with the Explore function and could not yet
find out
the reason, maybe somebody has an idea?
I want to run an exploration over a symbol list (I did it with S&P500 and
Prime All Share),
and the filtered symbols should be stored in a watchlist. In the AA I
specified for "Range"
to check the "n last quotes" with n=1, therefore AA result is max. 1 hit per
symbol. The
interesting thing is that the results which are listed in the AA dialog and
the contents of
my watchlist is different, my resulting watchlist has always some more
symbols included
than the AA result list (which is correct, and the additional watchlist
symbols do in fact not
fulfill the filter criteria of LowerStockPriceLimit). I used the code below:
--- cut here ---
// filter rule:
// position size must not be larger than 3% of the average trade volume
// within the last 5 days and average stock price must be larger than 1$
// example:
// portfolio equity = 100000$
// position size = 5% => 0.05 * 100000$ = 5000$
// minimum trade volume = 5000$ / 0.03 = 166667$
PositionSize = 5000;
PositionSizeToTurnoverRatio = 0.03;
LowerStockPriceLimit = 100;
// set here the watchlist number to store the results
DestinationWatchlist = 1;
// remove symbol from watchlist (clean up from previous run)
CategoryRemoveSymbol("", categoryWatchlist, DestinationWatchlist);
LowerTurnoverLimit = PositionSize / PositionSizeToTurnoverRatio ;
AveVolume = MA(Volume, 5);
AveClose = MA(Close, 5);
AveTurnover = AveVolume * AveClose;
Filter = (AveTurnover > LowerTurnoverLimit) AND (AveClose >
LowerStockPriceLimit);
AddColumn(Close, "Close");
AddColumn(Volume, "Volume");
AddColumn(AveVolume, "Ø Volume");
AddColumn(AveTurnover, "Ø Turnover");
for(i=0; i<BarCount;i++)
{
if(Filter[i] == True)
// if((AveTurnover[i] > LowerTurnoverLimit) AND (AveClose[i] >
LowerStockPriceLimit))
{
CategoryAddSymbol( "", categoryWatchlist, DestinationWatchlist );
}
}
--- cut here ---
I tried both if-statements to check if the criteria to add the symbol to
watchlist is ok, both
show the same effect. No idea if maybe my code is wrong or AB behaviour is
wrong ...
Thanks in advance for your help and best regards,
Markus
