Prog - thanks very much for the code. Very thorough with the traces, and gives me more insight into the issues of arrays vs scalars. I will play around with this some more...
--- In [email protected], "progster01" <progs...@...> wrote: > > Accepting the use of a loop, here is a variation ala the original, > that works as intended, but without using a function: > > { > RangeLoopDemo_01.afl > > by Progster, responding to: > http://finance.groups.yahoo.com/group/amibroker/message/134007 > > } > > RangeTest = Optimize("RangeTest", 1, 1, 4, 1); > > Array = Close; // choose an array for division into ranges > > // ActualRange = 0; > > // Set some range division values. > RDV1 = 3000; > RDV2 = 3500; > RDV3 = 4000; > RDV4 = 4500; > > // Note: Range1-4 are ARRAYS, not Scalars > Range1 = IIf(Array > 0 AND Array <= RDV1, 1, 0); > Range2 = IIf(Array > RDV1 AND Array <= RDV2, 1, 0); > Range3 = IIf(Array > RDV2 AND Array <= RDV3, 1, 0); > Range4 = IIf(Array > RDV4, 1, 0); > > // Tracing an array is invalid, unless you are in a loop and setting > indexes > /* > _TRACE( "Array: " + NumToStr(Array, 1.1, 0) ) ; > _TRACE( "Range1: " + NumToStr(Range1, 1.0, 0) ) ; > _TRACE( "Range2: " + NumToStr(Range2, 1.0, 0) ) ; > _TRACE( "Range3: " + NumToStr(Range3, 1.0, 0) ) ; > _TRACE( "Range4: " + NumToStr(Range4, 1.0, 0) ) ; > */ > > // This works as intended (but somewhat slow) > for( idx = 0; idx < BarCount; idx++ ) > { > // These traces work. Uncomment to see it. > /* > _TRACE( "Array[" + NumToStr(idx, 1.0) + "]: " + NumToStr(Array[idx], > 1.2, 1) ) ; > _TRACE( "Range1[" + NumToStr(idx, 1.0) + "]: " + > NumToStr(Range1[idx], 1.2, 1) ) ; > _TRACE( "Range2[" + NumToStr(idx, 1.0) + "]: " + > NumToStr(Range2[idx], 1.2, 1) ) ; > _TRACE( "Range3[" + NumToStr(idx, 1.0) + "]: " + > NumToStr(Range3[idx], 1.2, 1) ) ; > _TRACE( "Range4[" + NumToStr(idx, 1.0) + "]: " + > NumToStr(Range4[idx], 1.2, 1) ) ; > */ > > if (Range1[idx] == 1) ActualRange[idx] = 1; > if (Range2[idx] == 1) ActualRange[idx] = 2; > if (Range3[idx] == 1) ActualRange[idx] = 3; > if (Range4[idx] == 1) ActualRange[idx] = 4; > > // _TRACE( "ActualRange[" + NumToStr(idx, 1.0) + "]: " + > NumToStr(ActualRange[idx], 1.0, 1) ) ; > > } > > Short = Cover = 0 ; > > Buy = (ActualRange == RangeTest) ; > > Sell = BarsSince(Buy) > 3; > > > > > --- In [email protected], "progster01" <progster@> wrote: > > > > I think that (at least part of) the issue with the original code is that > > > > Range1 = Array > 0 AND Array <= 1.1000; > > Range2 = Array > 1.1000 AND Array <= 1.2000; > > Range3 = Array > 1.2000 AND Array <= 1.3000; > > Range4 = Array > 1.3000; > > > > Range1-4 are actually ARRAYS, but are subsequently treated as if they > > were Scalars. > > > > In my testing so far, treating an ARRAY like a scalar seems to > > silently use the last value of the ARRAY - leading to no end of > > confusion if you don't catch the original error in the first place! > > > > > > --- In [email protected], "ozzyapeman" <zoopfree@> wrote: > > > > > > Hello, hoping someone can point out the general flaw in logic > here. Even > > > though I've been working with AFL for six months now, array vs scalars > > > can still be confusing. All I'm trying to do is pass an array to a > > > function that tests it's range. The program then sets a Buy according > > > to that range. An optimization is performed to find the "best" range > > > for a given period. > > > > > > Of course this is not my actual trading system, but merely a test of > > > concept for much a more complicated function. > > > > > > By definition, the Close price has to fall into one of the four ranges > > > defined in the function. I am using Forex, but any symbol will do, and > > > would fall into one of the four ranges. Therefore, running the > > > Optimization should generate some trades, as the Buy condition will be > > > true eventually, as we cycle through the "RangeTest" variable for each > > > bar. But no trades are generated. > > > > > > Traces indicate that the Close array is not being cycled through. > > > > > > Shouldn't the following code work, without having to get into a > Barcount > > > loop? If not, where is the flaw? Any help much appreciated. > > > > > > > > > RangeTest = Optimize("RangeTest", 1, 1, 4, 1); > > > > > > > > > function RangeFind(Array) > > > { > > > ActualRange = 0; > > > > > > Range1 = Array > 0 AND Array <= 1.1000; > > > Range2 = Array > 1.1000 AND Array <= 1.2000; > > > Range3 = Array > 1.2000 AND Array <= 1.3000; > > > Range4 = Array > 1.3000; > > > > > > for( n = 1; n <=4; n++) > > > { > > > > > > RangeN = VarGet( "Range"+ NumToStr(n, 1.0,0) ); > > > > > > if (RangeN) ActualRange = n; > > > > > > } > > > > > > return ActualRange; > > > } > > > > > > > > > Buy = RangeFind(Close) == RangeTest; > > > > > > Sell = BarsSince(Buy) > 6; > > > > > >
