Re: [amibroker] Re: How to implement: VarSelect( var1, var2, var3, ... , Varn, n);

[Dennis Brown]

Herman,

You are right about that.  This was just a simple example with only a  
period argument.  In my real system, this function is larger and  
called by a more complex function (and also includes the results of  
other pre-computed filters in the list).  You could add any number of  
arguments that would be required by the most complex filter you want  
to have, or you could have global variables that are set up by  
parameters for the arguments needed by each particular filter.

It is a very versatile construct for specifying functions dynamically.

Best regards,
Dennis


Clever...probably the switch might be the most versatile solution...

They can even be nested to provide F1(F2)..

thanks again guys!

herman

For tips on developing Real-Time Auto-Trading systems visit:
http://www.amibroker.org/userkb/

Wednesday, February 6, 2008, 11:49:17 AM, you wrote:

>
Herman,

You do not have to use VarSet() at all if you name your variables  
in a structured way.  VarGet() will get the same variable if the  
variable name is the same.  a = VarGet("myVar");  is the same as a  
= myVar;
This means you can substitute any variable name you want.

 VarSelect( "RSI1,MA1,SAR1", n);

Just pick the nth item and use it for the name.

On the other hand, if you did not want to pre-calculate all the  
possible results, you could do a select case on the item name and  
return that array.

That is what I do in the Flexible Parameters Example code:

//================================================================
// Useful Multiple Filter Selector
//   Can use seperate period param for each type
//   add more filter types from your favorites
//
function multiFilter(FilterType, array, Periods)
{
 switch(FilterType)
 {
  case("none"): f = C; break;
  case("MA"): f = MA( array, Periods ); break;
  case("WMA"): f = WMA( array, Periods ); break;
  case("EMA"): f = EMA( array, Periods ); break;
  case("DEMA"): f = DEMA( array, Periods ); break;
  case("TEMA"): f = TEMA( array, Periods ); break;
  case("LR"): f = LinearReg( array, Periods ); break;
  case("Median"): f = Median( array, Periods ); break;
  default: f = C;
 }
 return f;
}

Best regards,
Dennis

On Feb 6, 2008, at 11:10 AM, Herman wrote:


Thanks Dennis, its not the solution I had in mind but assigning  
indicators to varset() will solve the problem. it just takes a bit  
more coding.

I was looking for a direct solution, like VarSelect( RSI(), MA(),  
SAR(), ... , n);

thanks and best regards,
herman



For tips on developing Real-Time Auto-Trading systems visit:
http://www.amibroker.org/userkb/

Wednesday, February 6, 2008, 11:03:23 AM, you wrote:

>
Herman,

VarGet(""var"+n);

Best regards,
Dennis



On Feb 6, 2008, at 10:31 AM, Herman wrote:


Would anyone know how to implement this function:

VarSelect( var1, var2, var3, ... , Varn, n);

where the number of array arguments is variable and the array  
returned is selected by the last argument?

The intend is to be able to optimize several of these functions and  
look for synergy between the arrays. For example each array could  
be a different indicator.

I seem to be missing something here...

TIA,
herman