For steps 1 and 3, are you spanning symbols? In other words, do you want the min out of all symbols, or do you want the min on a symbol by symbol basis?
You might get a better response if you describe a concrete example of what you are trying to do, assuming 2-3 symbols over a handful of bars. e.g. AAA Alpha = 1, 3, 5, 7 Beta = 2, 4, 6, 8 BBB Alpha = ... Beta = ... CCC Alpha = ... Beta = ... Now what? Mike --- In [email protected], "ta" <tagro...@...> wrote: > > 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 >
