Well, after spending about a month on this problem. I can not figure out step to namely:
2. Run thru the atc files and find the min and max values for alpha and beta and store is in one new atc file (2nd pass thru database) Any help or direction would be much appreciated. TIA From: [email protected] [mailto:[email protected]] On Behalf Of ta Sent: Friday, September 11, 2009 4:42 PM To: [email protected] Subject: [amibroker] Best Approach to a Multipass Problem I am calculating certain characteristics for every stock than I have in my EOD database (approximately 3000). For the sake of clarity let's use alpha and Beta as characteristics. I want to : 1. calculate the min and max value of alpha & beta in my data base. 2. Then normalize the values to values between 0 and 1 3. Then calculate the sum of normalized alpha and beta and store them in atc file to be used in backtests I was thinking of using the following procedure: 1. Calculate alpha and beta and store the values for each stock in an atc file (first pass thu database) 2. Run thru the atc files and find the min and max values for alpha and beta and store is in one new atc file (2nd pass thru database) 3. Normalize alpha & beta for each stock using the stock's atc file and minmax atc file that I created during the previous step (3rd pass thru database) Is there a better/faster approach? Any help or suggestions is much appreciated. TIA
