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Hello Dimitri;
http://www.paritech.com/education/technical/indicators/volatility/odds
.asp
I would like to personally thank you for your great contributions to
this group, and to myself. You are a Master.
As I responded to Tomasz, I am in awe of your AFL code efficiency, I
felt very comfortable corresponding with you about the study in
question and knew that it was a communication error, that we would
eventually get all the particulars needed to produce great work.
Thank you for the Code and sample .gif.
Please read [tomasz part2], what are your thoughts. If I can help you
in any way, Please let me know.
Best Wishes,
Anthony
--- In amibroker@xxxx, "Dimitris Tsokakis" <TSOKAKIS@xxxx> wrote:
> Dear Anthony,
> Thank you for relpy.
> Your idea "to quantify market direction with several indicators"
> is nice.
> It was not clear to me that you ask for Probabilities.
> So, I retransmit the formulas for Indicator Builder:
>
> Formula 1:Condition 1
>
> cond1=c>ref(c,-1) and ref(c,-1)>ref(c,-2);
> graph2=cond1;
>
> The result is a black bar when cond1 is true.
>
> Formula 2:Probability
>
> d1=90;
> cond1=c>ref(c,-1) and ref(c,-1)>ref(c,-2);
> n1=sum(cond1,d1);
> pr=100*n1/d1;
> graph0=pr;
> title="Cond1 Probability for "+date()+
> " is "+writeval(pr,format=1.2)+" %";
>
> You can read everyday the % of Cond1 occurrence the last d1 days.
> You may change in Formula 2 the d1=90; with another time range.
> You may write in the same, or in another formula an alternative
> condition, as
>
> d1=120;
> cond1=c>ref(c,-1) and ref(c,-1)>ref(c,-2);
> cond2=c<ref(c,-1) and ref(c,-1)<ref(c,-2);
> n1=sum(cond1,d1);
> n2=sum(cond2,d1);
> pr1=100*n1/d1;
> pr2=100*n2/d1;
> graph0=pr1;
> graph1=pr2;
>
> I hope this helps the Ind. Builder part.
> For exploration part you have already received the answer.
>
> Let me please write a comment here.
> For me it is hard to believe that you have a type in excel not
> transferable into AFL, except some built-in excel functions
> like "trend" etc. So, since you write types in excel, you will
> increase your efficiency using AFL. Good luck !
>
> Best Regards
> Dimitris Tsokakis
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