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 From: Paul Kienzle Subject: Re: please help, old octave scripts not working part2 Date: Wed, 8 Dec 2004 04:30:43 -0500

```First problem is that blk is undefined.  Maybe you want:

Second problem, having blk defined as above, it is shorter
than the list of indices given in ff.  The only way this
would have worked before is if accessing an index beyond
the end of an array were to return zero instead of generating
an error.  Somebody with a longer memory is going to have to
let you know if that was the case.

A possible solution in do_x_day_perc:

...
n = rows(blk);
for i=1:max(size(inst))
if (inst(i) <= n && blk(inst(i),buysell_col) != 0)
...

There are other solutions, such as extending blk to be the length
of max(inst) using:

You will next have the problem that 'us' is undefined in
ten_day_percs.

- Paul

On Dec 8, 2004, at 1:05 AM, charles sugihara wrote:

```
wow! you guys are really nice and responsive, here are the scripts and a short description, i am happy to go into detail but will try and keep it as brief as possible here, i am hoping you will see a basic syntax error and not have to be too bothered with the actual program...
```
```
the input is modified for this example but the "block" is actually close to 6000 lines each with over 300 columns, for this test i made it 1657 lines by 3 columns. there are 2 subsets within the 1657 lines ("ff" and "gg") denoted by "real_ranges.m" and for both sets the first column is a date value, the second is a return and the third is a buy, sell or no action (1, -1, 0 respectively).
```
```
the two scripts are "make_10_percs.m" and "do_x_day_perc.m", the purpose is to make a 10 day sliding window (incremented by 1) of percentage correct based on columns 2 and 3 of "small.block", the output is a single column of percentage values in decimal form. ----------------------------------------------------------------------- ---------------------------------------------
```here is what i have got out of octave so far...

octave:2> global blk
octave:3> make_10_percs
error: invalid row index = 1
error: invalid column index = 3
error: evaluating binary operator `!=' near line 11, column 35
error: if: error evaluating conditional expression
error: evaluating if command near line 11, column 5
error: evaluating for command near line 10, column 3
```
error: called from `do_x_day_perc' in file `/Users/sugi/work/PERC/test.percs/do_x_day_perc.m' error: near line 11 of file `/Users/sugi/work/PERC/test.percs/make_10_percs.m'
```octave:3>
```
----------------------------------------------------------------------- ---------------------------------------
```here is a sample of "small.block"

19850819 0.46875 0
19850820 0.28125 0
19850821 0.34375 -1
19850822 -0.15625 -1
19850823 -0.1875 1
19850826 -0.15625 1
19850827 0.625 0
19850828 -0.375 0
19850829 -0.1875 0
19850830 -1.03125 0
19850903 0.53125 0
19850904 0 -1
19850905 -0.59375 0
19850906 -0.625 0
19850909 0.0625 1
19850910 -0.15625 -1
19850911 -0.03125 1
19850912 -0.125 0
```
----------------------------------------------------------------------- ---------------------------
```here is "make_10_percs.m"

# load up the real ranges.
real_ranges;

ten_day_percs = zeros(max(size(blk)), 1);

# 2 and 3 are the return, and buysell columns of the block

count = 1;
[percs, ranges] = do_x_day_perc(ff, 10, 3, 2);
ten_day_percs(us) = percs;
lib(count, 1) = ranges(1);
lib(count, 2) = ranges(2);
count++;

[percs, ranges] = do_x_day_perc(gg, 10, 3, 2);
ten_day_percs(ty) = percs;
lib(count, 1) = ranges(1);
lib(count, 2) = ranges(2);
count++;
```
----------------------------------------------------------------------- -------
```here is "real_ranges.m"
```
(note: i realize there is a 1 line gap between libraries, and an extra line at the end)
```
ff=[1:1032];
gg=[1034:1656];
```
----------------------------------------------------------------------- --------
```here is do_x_day_perc.m"

```
function [retval,newrange] = do_x_day_perc(inst, x, buysell_col, ret_col)
```  global blk;

retval = zeros(max(size(inst)),1);

window = zeros(x,1);
num_in_window = 0;
firstindex = 0;

for i = 1:max(size(inst))
window(++num_in_window) = inst(i);
if (num_in_window == x)

if (firstindex == 0)
firstindex = inst(i);
endif

# calculate a perc and store it in retval
returns = blk(window, buysell_col) .* blk(window, ret_col);
wins = max(size(find(returns>0)));
losses = max(size(find(returns < 0)));
if ((wins + losses) != 0)
retval(i) = wins/(wins+losses);
else
retval(i) = 0;
end

window(1:(x-1)) = window(2:x);
num_in_window--;
endif
else
if (i > 1)
retval(i) = retval(i-1);
endif
endif
endfor

newrange=[firstindex, inst(max(size(inst)))];
endfunction
```
----------------------------------------------------------------------- -----------------------------------
```
```
thank you again, i am extremely grateful for any input into getting this to work again.
```
-max

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```
```

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Octave is freely available under the terms of the GNU GPL.

Octave's home on the web:  http://www.octave.org
How to fund new projects:  http://www.octave.org/funding.html
Subscription information:  http://www.octave.org/archive.html
-------------------------------------------------------------

```