Hi all,
I'm after a general form for doing a particular type of algorithm
in AFL - and I'm happy to admit that I might be going about it
the totally wrong way...
I am attempting to extract an evolving "profile" of a stock over
time.
Using "median" as an example, lets say I want calculate the median
percentage price change for the life of the stock. To give an
example:
The 1st trading day - do nothing.
The 2nd trading day - calc median for 2 days
The 3rd trading day - calc median for 3 days
Last traded day - calc median for n days.
For simple functions, I have used a construct similar to;
for ( i=0; i < BarCount; i++ ){
myArray[ i ] = simpleFunc( i );
.....
}
However, in this case, I would have to write a new median function,
and this is irritating, since there is a perfectly good one
taunting me from the users manual! That's why I suspect that I
might be doing something in the wrong way.
Any help or pointers would be much appreciated. A pointer to
a message in the user group would be fine too! ( Yes I am still
trawling through the email group as I write this....)
TIA
Robert Z
