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                                                   comp function or equivalent does not seem to be working

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roosevelt
2019-11-24 09:30:36


//Trying to see if comp produce the correct result on filter
1. when i use just flt it has different set of output
2. when i put flt in comp as filter symbols it has different set of output and way higher than no of items in output

volumeRule1 = volume > ref(volume,1)
and sma(volume,3) > sma(volume,10)
and sma(volume,10)>100000
and volume>100000;

flt = close >100
and ref(close,0) > ref(low,1)+ 0.5*(ref(close,1)-ref(open,1)) and ref(close,0) > ref(close,1)
and volumeRule1;

dailyRule1 = comp((hhv(close,255)-close) , "rank",flt) <=20;

filter = dailyRule1;
//filter = flt;


I wanted to do the sort on a given column so that i can obtain only few rows from sorted one . let me know if we have anything like that .



QuantShare
2019-11-25 10:17:08

  0

Hello,

Sorry but I am not sure I understand.

If you set a filter ("flt" for instance), of course the results will be different. The composite calculation will not include data points where the filter do not pass.

If you use flt = close > 0

then you should see the same result as no passing filter because the rule will always pass.



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