Hello, I need a function to compute a new column ADX from a table t
t:(A:1 2 3 4 5 6 7 8 9;DX:5.8 6.5 0.1 7.4 2.2 4.4 5.2 6.0 0.5;C:defrdtac`b)
I’d like to have ADX as 3 functions:
f1: null or 0 applied to first 3 rows
f2: 3 mavg DX applied to row 4
f3: DX + prev ADX applied to remaining rows
How can I do this?
Best regards
Francisco
q)t[`ADX]:(3#0.),sums (3 mavg t.DX)[3],4_t.DX;t
A DX C ADX
----------------
1 5.8 d 0
2 6.5 e 0
3 0.1 f 0
4 7.4 r 4.666667
5 2.2 d 6.866667
6 4.4 t 11.26667
7 5.2 a 16.46667
8 6 c 22.46667
9 0.5 b 22.96667
and optimise the fourth mavg: (3 mavg 4#t.DX)
Thanks for your help, but I had a mistake in the third funtion:
f3: DX + prev ADX applied to remaining rows
f3: (DX + 2*(prev ADX))%3 applied to remaining rows
Cheers
Francisco
it could be
q)t[`ADX]:(3#0.),x{(y+2*x)%3}':(x:(3 mavg t.DX)[3]),4_t.DX;t
A DX C ADX
----------------
1 5.8 d 0
2 6.5 e 0
3 0.1 f 0
4 7.4 r 4.666667
5 2.2 d 3.022222
6 4.4 t 3.666667
7 5.2 a 4.933333
8 6 c 5.733333
9 0.5 b 2.333333
Using the built-in scan shortcut:
q)s:avg t[`DX]1 2 3; /seed
q)update ADX:(s,s(2%3)\1_DX%3) from t where i>2
A DX C ADX
1 5.8 d
2 6.5 e
3 0.1 f
4 7.4 r 4.666667
5 2.2 d 3.844444
6 4.4 t 4.02963
7 5.2 a 4.419753
8 6 c 4.946502
9 0.5 b 3.464335
Terry
Nice one,
I had to look at the reference to find out what
(float) (float)
did.
http://code.kx.com/wiki/Reference/BackSlash
(see note “As of kdb+3.1 2013.07.07, scan has a built in function for the following…”)
Thanks a lot!