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Dear Dimitris,
With 3.76 or higher it is possibleto
create composite tickers
using external DLL or ActiveX. This is
not only faster
than JScript based code but also allows
more tuning (including
updating only recent bars).
The main problem is that this solution
requires the user to have some compiler.
Also it is harder to maintain.
On the other hand, it is possible now
(thanks to status() function)
to rewrite the original formula<FONT
face="Arial Greek" size=2> from newsletter 12/2001 to include
only the most recent quotes. As I am in the
process of writing documentation
I hope to address this issue in the
newsletter 14/2001.
As for the newsletters:
Issue 13/2001 will be released Saturday Nov
3rd. and will cover COM support
in AFL (writing ActiveX DLLs
and defining functions in script to use on AFL side)
Issue 14/2001 will show one week later and
will explain how to use modified JScript
composite ticker formula to calculate
surrogate index (as used in CANSLIM strategy).
Best regards,
Tomasz Janeczko
amibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Dimitris
Tsokakis
To: <A
href=""
title=amibroker@xxxxxxxxxxxxxxx>amibroker@xxxxxxxxxxxxxxx
Sent: Friday, November 02, 2001 8:25
AM
Subject: [amibroker] Newsletter Issue
12,2001
Dear Tomasz,
"...to include only the most recent bar.This is,
however, not recommended. I hope to invent some better method soon and include
it in the next release of AmiBroker"
Is there anything we could do to avoid running
the whole database everyday ?
Some people use composite tickers and they seem
to fit to Market description.
I have already moved to the next step,
experimenting with synthesis of some
useful composites like _macdbull and _macdbear
etc.
Some relations do exist between issues above
their Market Stochastic average
and the Mean stochastic itself. Sometimes I get
very interesting anticipating
signals (may be a week before the Direction
change) and I would like to search
more .
Some possible solution to above exposed subject
and some more sheets to
watch graphs(I am already in ...overflow
position) would improve speed of
research.
I know that we are far from any other T/A
software, but we may go further.
Best Regards
Dimitris Tsokakis Your
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