[Jprogramming] tactic programming

[Devon McCormick]

Out of curiousity, is there any particular reason you want a tacit version?

To my eye, still not comfortable with tacit, Raul's initial solution looks
simplest
and most straightforward.

   ocrsum0=: 4 : '+/(}.x) % }:y'              NB. Sum open[n+1]%close[n] -
explicit (Raul's original)
   ocrsum1=: [:+/}.@[%(]}:)                  NB. Sum open[n+1]%close[n] -
tacit
   ocrsum2=: (+/@}.@}:@(%//.@:,:))  NB. Sum open[n+1]%close[n] - tacit using
"oblique"
   100 101 103 104 103 102 (ocrsum0-:ocrsum2) 101 100 104 104 105 103
1
   100 101 103 104 103 102 (ocrsum0-:ocrsum1) 101 100 104 104 105 103
1

Mike Day's solution using "oblique", which is the coolest, works the same
for the
example numbers but otherwise has some unexplained differences:

   open=. 100+?1e2$0 [ close=. 100+?1e2$0
   open (ocrsum0-:ocrsum1) close
1
   open (ocrsum0-:ocrsum2) close
0
   open (ocrsum0,ocrsum2) close
99.05473 98.947048

I also liked Mike's initial approach of combining "open" and "close" into a
single array
as this is more "J-like": it reduces the number of items to keep in synch.

On 6/7/07, j.language at antelecom.net <j.language at antelecom.net> wrote:
>
> Given:
>
> open =: 100 101 103 104 103 102
> close =: 101 100 104 104 105 103
>
> Calculating
>
> +/ open % close
>
> is easy, but how about
>
> +/ open(index+1) % close(index)
>
> In other words summation of the ration between today's
> closing price and tomorrow's opening price.
>
> Easy to do procedurally, but how to do it with tactic
> programming.
>
> Trying to empliment "Historical Open-High-Low-Close
> Volitility: Yang-Zhang" algorithm found at:
>
> http://www.sitmo.com/eq/417
>
> Probably just rewriting something somebody else already did
> in J, but it is good learning new things.
>
> thanks
>
>
>
>
>
>
>
>
>
> ----------------------------------------------------------------------
> For information about J forums see http://www.jsoftware.com/forums.htm
>



-- 
Devon McCormick, CFA
^me^ at acm.
org is my
preferred e-mail