Out of curiousity, is there any particular reason you want a tacit version?

To my eye, still not comfortable with tacit, Raul's initial solution looks
simplest
and most straightforward.

  ocrsum0=: 4 : '+/(}.x) % }:y'              NB. Sum open[n+1]%close[n] -
explicit (Raul's original)
  ocrsum1=: [:+/[EMAIL PROTECTED](]}:)                  NB. Sum 
open[n+1]%close[n] -
tacit
  ocrsum2=: (+/@[EMAIL PROTECTED]:@(%//.@:,:))  NB. Sum open[n+1]%close[n] - 
tacit using
"oblique"
  100 101 103 104 103 102 (ocrsum0-:ocrsum2) 101 100 104 104 105 103
1
  100 101 103 104 103 102 (ocrsum0-:ocrsum1) 101 100 104 104 105 103
1

Mike Day's solution using "oblique", which is the coolest, works the same
for the
example numbers but otherwise has some unexplained differences:

  open=. 100+?1e2$0 [ close=. 100+?1e2$0
  open (ocrsum0-:ocrsum1) close
1
  open (ocrsum0-:ocrsum2) close
0
  open (ocrsum0,ocrsum2) close
99.05473 98.947048

I also liked Mike's initial approach of combining "open" and "close" into a
single array
as this is more "J-like": it reduces the number of items to keep in synch.

On 6/7/07, [EMAIL PROTECTED] <[EMAIL PROTECTED]> wrote:

Given:

open =: 100 101 103 104 103 102
close =: 101 100 104 104 105 103

Calculating

+/ open % close

is easy, but how about

+/ open(index+1) % close(index)

In other words summation of the ration between today's
closing price and tomorrow's opening price.

Easy to do procedurally, but how to do it with tactic
programming.

Trying to empliment "Historical Open-High-Low-Close
Volitility: Yang-Zhang" algorithm found at:

http://www.sitmo.com/eq/417

Probably just rewriting something somebody else already did
in J, but it is good learning new things.

thanks









----------------------------------------------------------------------
For information about J forums see http://www.jsoftware.com/forums.htm




--
Devon McCormick, CFA
^me^ at acm.
org is my
preferred e-mail
----------------------------------------------------------------------
For information about J forums see http://www.jsoftware.com/forums.htm

Reply via email to