StockFetcher Forums · Filter Exchange · Problem to elaborate ADA !<< >>Post Follow-up
MrBid
16 posts
msg #36117
Ignore MrBid
5/27/2005 9:08:25 AM

Hi !

Because Farley's ADA is not available at SF,
last night, I was trying to write it from scratch.

I'm really near the solution, but I have a little problem
with waccM1. This variable cannot be drawn !

There is a mistake somewhere, but the Debugger
doesn't work with more than 10 variables....

If someone can find the solution ?!



set {TLC1,count(close 1 day ago is above low,1)}
set {TrueLow1,TLC1 * low}
set {TLC2,1 - TLC1}
set {PrevClose,close}
set {TrueLow2,TLC2 * close 1 day ago}
set {TL,TrueLow1 + TrueLow2}
set {THC1,count(close 1 day ago is below high,1)}
set {THC2,1 - THC1}
set {TrueHigh1,THC1 * high}
set {TrueHigh2,THC2 * close 1 day ago}
set {TH,TrueHigh1 + TrueHigh2}
set {clotUp,count(close is above close 1 day ago,1)}
set {clotDn,count(close is below close 1 day ago,1)}
set {clotEq,count(close is equal close 1 day ago,1)}
set {NotClotEq, 1 - clotEq}
set {TLD, close - TL}
set {wacc1,clotUp * TLD}
set {wacc1G,wacc1 * NotClotEq}
set {THD, close - TH}
set {wacc2,clotDn * THD}
set {wacc2G,wacc2 * NotClotEq}
set {wacc,wacc1G + wacc2G}

set {TLC1M1,count(close 2 day ago is above low 1 day ago,1)}
set {TrueLow1M1,TLC1M1 * low 1 day ago}
set {TLC2M1,1 - TLC1M1}
set {PrevCloseM1,close 1 day ago}
set {TrueLow2M1,TLC2M1 * close 2 day ago}
set {TLM1,TrueLow1M1 + TrueLow2M1}
set {THC1M1,count(close 2 day ago is below high 1 day ago,1)}
set {THC2M1,1 - THC1M1}
set {TrueHigh1M1,THC1M1 * high 1 day ago}
set {TrueHigh2M1,THC2M1 * close 2 day ago}
set {THM1,TrueHigh1M1 + TrueHigh2M1}
set {clotUpM1,count(close 1 day ago is above close 2 day ago,1)}
set {clotDnM1,count(close 1 day ago is below close 2 day ago,1)}
set {clotEqM1,count(close 1 day ago is equal close 2 day ago,1)}
set {NotClotEqM1, 1 - clotEqM1}
set {TLDM1, close 1 day ago - TLM1}
set {wacc1M1,clotUpM1 * TLDM1}
set {wacc1GM1,wacc1M1 * NotClotEqM1}
set {THDM1, close 1 day ago - THM1}
set {wacc2M1,clotDnM1 * THDM1}
set {wacc2GM1,wacc2M1 * NotClotEqM1}
set {waccM1,wacc1GM1 + wacc2GM1}

set {SuperWacc,wacc - waccM1}

average volume(60) is above 100000
and close is above 1
and draw wacc
and draw wacc1GM1
and draw wacc2GM1



txtrapper
548 posts
msg #36132
Ignore txtrapper
5/28/2005 8:22:02 AM

Try http://tinyurl.com/6px2h or contact yepher at his posted email address.


Good luck,


TxTrapper
---------------


yepher
353 posts
msg #36212
Ignore yepher
6/5/2005 10:29:16 AM

According to my syntax checker

line: set {waccM1,wacc1GM1 + wacc2GM1}
at: ^
ERROR: [wacc1GM1] is not defined before use.

Maybe that will help with your ADA filter...


yepher


yepher
353 posts
msg #36213
Ignore yepher
6/5/2005 10:35:01 AM

Hmm, manually looking at your filter I do see "wacc1GM1" is defined ??? Not sure what is going on here...


TheRumpledOne
6,362 posts
msg #36216
Ignore TheRumpledOne
6/5/2005 11:33:44 AM

May have hit the SET statement limit.

I have had this happen to me more than once...lol

TomB, we need more "memory".




MrBid
16 posts
msg #36219
Ignore MrBid
6/5/2005 3:15:13 PM

yepher,txtrapper,TheRumpledOne
Thanks for your investigations !

Upto now, there is no solution, but just an intuition.

I don't think it's a memory problem.

In fact, several "set" use values from previous dates for calculations.
The first part of the ADA calculation works fine (wacc).
But If you mention a value 2 days ago, there is a problem.

There is a perfect logical reason of that and only SF guys
should resolve this strange bevaviour...

Another interesting question :
That works fine,
set {closeM1,close 1 day ago}
set {closeM2,close 2 day ago}
set {lowM1,low 1 day ago}
set {highM1,high 1 day ago}
set {TLC1,count(closeM1 is above low,1)}
set {TrueLow1,TLC1 * low}
set {TLC2,1 - TLC1}
set {TrueLow2,TLC2 * closeM1}
set {TL,TrueLow1 + TrueLow2}
set {THC1,count(closeM1 is below high,1)}
set {TrueHigh1,THC1 * high}
set {THC2,1 - THC1}
set {TrueHigh2,THC2 * closeM1}
set {TH,TrueHigh1 + TrueHigh2}
set {clotUp,count(close is above closeM1,1)}
set {clotDn,count(close is below closeM1,1)}
set {TLD, close - TL}
set {waccDN,clotUp * TLD}
set {THD, close - TH}
set {waccUP,clotDn * THD}
set {wacc,waccDN + waccUP}
show stocks where close is above 300
and draw wacc

Why if you add these expressions "set {waccM1, wacc 1 day ago}"
and "and draw waccM1", SF gives 0 matches ????

A full mistery !



yepher
353 posts
msg #36626
Ignore yepher
7/2/2005 1:19:05 AM

MrBib,

After a little deeper look at your filter I am with TheRumpledOne on this one. You are over the "set" depth limit. Here is why I say that.

If you replace:
set {waccM1,wacc1GM1 + wacc2GM1}

with

set {waccM1,1 + wacc2GM1}

It will work fine. This roughly reduces the calculation by half. If you replace “wacc2GM1” with “wacc1GM1” it will also work fine. This leads me to believe the calculations for those two variables are fine.

The "set" limits are not very well defined but there is some limit to the depth (resources) of a calculation. I have had limited luck in the past with rearranging the filter and replacing + or – with plus or minus. Not sure why that works sometimes.

The bad news: I expect even if you rearrange your calculations that you will still not get the response you want because it is fairly deep. Your best bet is to get SF to add this to their built in indicator list.

My $.02...
-- Yepher



MrBid
16 posts
msg #36628
Ignore MrBid
7/2/2005 5:55:27 AM

Yepher,
Thanks again for your investigations !

What do you mean by :
'You are over the "set" depth limit' ?

Because in numerous filters, TheRumpledOne used a ton of "SET" statements !

If I understand correctly, you mean that there are too many SET
chaining operations !

i.e :
SET {A, B + C} Level 1
SET {D, A * Z} Level 2
SET {M, D * N} Level 3
SET {V, E * F} Level 1
SET {X, M * V} Level 4
and so on....

If my problem involves the chaining capacity limitation,
SF has to update it and to mention somewhere the real SET capacity !

As TheRumpledOne said,
the best approach should be to be able to create function libraries.

SF is a great tool, but it's not perfect.
And more and more, you want to elaborate complex and useful filters,
and you are blocked by these kind of limitations.

Yepher, in a earlier post, you mentioned a specific tool to check
the syntax of a filter. Is it possible to provide us this tool ???

Indeed, another big issue is the SF syntax checker with its own limitations....

I think it's a good time that SF organizes a major Survey about what members
want, rank all feature requests covering all SF aspects (Filter, Gfx, Backtest)
before spending precious time creating not so useful additional tools (aka Public Filters).....


Thanks,
MrBid.


StockFetcher Forums · Filter Exchange · Problem to elaborate ADA !<< >>Post Follow-up

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