|
PureBytes Links
Trading Reference Links
|
I'll leave that for the more technical minded users to ponder :)))
--- In amibroker@xxxx, "Tomasz Janeczko" <tj@xxxx> wrote:
> Hello,
>
> I have got an idea of the function that will allow
> recurse calculations in the manner very similar to
> IIR (Infinite Impulse Response) filters found in electronics.
>
> The formula for nth element of the array is
>
> y[ n ] = x[ n ] + b1 * y[ n - 1 ] + b2 * y[ n - 2 ] + b3 * y[ n -
3 ] + ...
>
> Note that b1, b2, ... will be time-variant arrays
> and the formula is self-referencing (using it's previous values y[
n - 1], y[ n - 2], ...)
>
> In AFL notation this would look like:
>
> y = Recurse( X, B1, B2, B3, ... );
>
> where all X, Bn, Y are arrays.
>
> I think that such function will provide greater functionality than
> MS's PREV (because of possibility to reference not only the
previous value)
>
> Best regards,
> Tomasz Janeczko
> ===============
> AmiBroker - the comprehensive share manager.
> http://www.amibroker.com
|