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Frequency Distribution by MG Ferreira |
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From: robcpettit <robcpettit / at / yahoo.co.uk> Hi, I think the answer no but I have to ask. Is it possible to do
frequency distribution charts, in the traditional bell shape, without
purchasing tradesim. =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-= From: mgf_za_1999 <no_reply / at / yahoogroups.com> Hi Robert, I think this is not that difficult to do actually, using a few 'Cum' and 'LastValue' statements should do the trick. It won't be as nice as you'd want it to be, but will be a lot easier than copy and paste to Excel. If I have more time, I'll see if I can cook up something for this. Regards =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-= Actually I am in so much trouble now with all the time I just spent on this very interesting challenge. Here it is |
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{MG Ferreira} {Number of bins, use log(n) if not sure} {What we want to distribute, change to your liking} {Calcs} {Count frequency in each bin} Freq:=(CumFreq-Ref(CumFreq,-1))/(UsePct*nn+(UsePct=0)); {Now fit a normal distro to it} NormFin;Freq
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This asks you to give the number of bins, say 10. Use log(#obs) if you are not sure, and I should probably have used this somewhere as well. It then calculates the frequency distro and also fits a normal distro to it, which it plot. If you enter say 20 bins (the max) then the first 20 + 2 values contain the frequency and normal distros. The rest you can basically ignore. Now, this is plotted on a date axis. To plot it on a proper axis can not be done, but just change the last line to something like NormFin;Freq;yMin+BinSize*(ii-2) to get the values of the x axis as well. You can then copy this out to say Excel for further analysis. Regards =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-= MG Ferreira, Thank you for your reply, well beyond the kind of reply
was expecting. This looks like it took some time to put together so
its much appreciated and Ill have fun playing with it. It will take a
while to learn whats actually happening. =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-= From: robcpettit <robcpettit / at / yahoo.co.uk> I hate to ask, as youve spent long enough on this, Ive messed around
with this but my lack of understanding doesnt help. Id like a
distribution of say how many times a price changes by 1, or 2, or 3,
or -1, or -2 etc. Which areas would I have to change. Ive altered the
formula to c-(ref(c,-1) and played around with other parts. With the
ref to bins is this setting up different areas to add repeated values
to. Sorry for my lack of understanding. I have excel so I can use that. =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-= Hi Robert, Please, don't be so apologetic about it! You are free to ask and I
guess this forum is exactly for this - a free flow of ideas, You are right in changing the c-ref(c,-1) bit. Also, specify the starting bin (this is the minimum observed percentage change in the original) to say -5. Then the histogram will start at -5. Now, make BinSize:=1, then the histogram starts at -5, the next bin at -4 etc. Change these (yMin and BinSize) to whatever applies to you. If you have a histogram with more than 20 bins, you'd have to extend the big formula with all the lastvalue's in, but it should be more or less obvious how to do this. And, of course, if you do this, let me have a copy of it please. Regards =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-= From: Khamsina <Khamsina11 / at / yahoo.fr> Hi MG, =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-= From: mgf_za_1999 <no_reply / at / yahoogroups.com> Hi there, The whole frequency distro is shuffed into the first few (20 or so) observations of a time series. Everything beyond this is just a straight line. So zoom in to the plot and then slide right to the beginning of it. Regards =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=
> straight line. So zoom in to the plot and then slide right to the This of course means you have to slide to the left.... Regards |
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