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Dear Tomasz,
I am glad that my question anticipated good news.
Will you also provide us with some more graphing sheets or it is hard
to implement.
Best Regards
Dimitris Tsokakis
--- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> Dear Dimitris,
>
> With 3.76 or higher it is possible to 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 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
> ----- Original Message -----
> From: Dimitris Tsokakis
> To: amibroker@xxxx
> 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
>
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