|
PureBytes Links
Trading Reference Links
|
I am just isolating variables. If we
have the same program and version (4.06.1 Jun 19 build), the same indicatorcode
(this I confirmed) and same data we should get the same result. (I
continue to believe in deterministic computing - probably naive in light of
Microsoft!). The questionable variable, and a big one, is the data source
- I use qp2. Perhaps someone using yahoo could compare to your
results?
It does appear that the "box size", the significant
change that defines an X or O in my understanding, should be normalized to the
price of the instrument to account for the difference in WCOME pricingvs.
DJIA, for example. I am referring to the code fragment:
// Calculate PF Chart Box size and minimum Reverse
values// Box =
((tot[i]/(i+1))^.5)/7.3374;
<FONT face=Arial color=#000000
size=2>Cheers,
<FONT face=Arial color=#000000
size=2>
<FONT face=Arial color=#000000
size=2>Richard
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
dtsokakis
To: <A title=amibroker@xxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, July 17, 2002 2:49
PM
Subject: [amibroker] Re: Point &
Figure Chart in AFL
Richard,YHOO via Amiquote.Why do you think it is a
matter of data provider ?Dimitris Tsokakis--- In <A
href="">amibroker@xxxx..., "Richard Alford" <<A
href="">richard.alford@xxxx...> wrote:> but
the point remains that you and I get different results. what isyour
data source?> > Richard> ----- Original
Message ----- > From: dtsokakis > To: <A
href="">amibroker@xxxx... > Sent:
Wednesday, July 17, 2002 1:47 PM> Subject: [amibroker]Re:
Point & Figure Chart in AFL> > >
Richard,> ANY other function works just fine with my
valuable Amibroker 4.06.> Just
fine.> I can not see the reason for this P&F
script.> Anyway, the author perhaps could
expain.> Dimitris Tsokakis> > ---
In amibroker@xxxx, "Richard Alford" <richard.alford@xxxx>
wrote:> > DT, I agree it was not easy to
understand. The attached charts > showed the TWO
results that were generated whenever I entered the > symbol
MSFT - it appears to be a fluke and I cannot reproduce it any
> longer. Although there is not ticker name in the
formula, there was > strange behavior occurring for
MSFT and MSFT only at that time.> > >
> The gist of my reply to you was that using the SAME code as you
> posted and using the code I copied from the files
sections, I > generated the same results - and not the
results that you were > creating. That suggests that
you have a problem in your data and/or > setup.
The only reason for the two codes was to guarantee that there
> wasn't a subtle error - there was
not.> > > > Sorry for adding the
confusion about the MSFT fluke at the same >
time.> > > >
Cheers,> > > >
Richard> > ----- Original Message -----
> > From: dtsokakis >
> To: amibroker@xxxx > >
Sent: Wednesday, July 17, 2002 12:47 AM> >
Subject: [amibroker] Re: Point & Figure Chart in AFL>
> > > > >
Richard,> > It is not easy to understand
this> > "the plot for MSFT changes whenone
changes the symbol go MSFT > from >
> MSFT??? "> > I copied the
formula from> > <A
href="">http://groups.yahoo.com/group/amibroker/files/Point-Figure>
> pasted in my Ind. builder and get the posted
gifs.> > No ticker name is into the
formula.> > What is "the two MSFT "
???> > Do you use the same code from the
above address??> > DT>
> > > > > --- In
amibroker@xxxx, "Richard Alford" <richard.alford@xxxx>
> wrote:> > > Those
are not the figures I generate using the code in > the
"files > > section". (Why wasn't this
put in the AFL library is a question > in
> > my mind???)>
> > > > > Just noticed
that the plot for MSFT changes when one changes > the
> > symbol go MSFT from MSFT??? Not
the case for AMZN or ORCL? > > >
> > > I attached the two MSFT for
comparison, one is "my" copy, and > the
> > other is a copy and paste of the code in
your note. The > difference >
> is the quirk in MSFT, not an error in the code you have used.
And > DT > > do you
really like black on blue borders? Personally, I can
> never > > read your
chart titles.> > > >
> > Cheers,> > >
> > > Richard>
> > > > >
> > > ----- Original Message
----- > > > From: Dimitris
Tsokakis > > > To:
amibroker@xxxx > > > Sent:
Tuesday, July 16, 2002 1:14 PM> >
> Subject: [amibroker] Re: Point & Figure Chart in
AFL> > > >
> > > > >
Mirat,> > > Here is P&F
charts for AMZN, MSFT and ORCL.> >
> Data since Jan 2000.> >
> Is it the expected picture ?>
> > The code, copied from files
section> > > >
> > // PF Chart by Mirat
Dave> > > // Copy and paste
this as a custom indicator.> > >
> > >
EnableScript("jscript");> > >
<%> > > >
> > High = VBArray( AFL( "High" )
).toArray();> > > Low =
VBArray( AFL( "Low" ) ).toArray();> > >
> > > // Calculate running
average stock price for use in > calculating
> > the Box size.>
> > > > >
tot = new Array();> > >
tot[0] = (High[0] + Low[0])/2;> >
> for( i=1; i < High.length; i++ )>
> > {> >
> tot[i] = tot[i-1] + ((High[i] +
Low[i])/2);> > >
}> > > PFO = new
Array();> > > PFC = new
Array();> > > >
> > // initialize first
element> > > >
> > j = 0;> >
> PFO[j] = High[0];> >
> PFC[j] = Low[0];> >
> down = 1; // By default the first bar is a down
bar.> > > >
> > up = 0;> >
> swap = 0;> > >
> > > // perform the loop
that produces PF Chart> > >
> > > for( i = 1; i <
High.length; i++ )> > >
{> > > // Calculate PF Chart
Box size and minimum Reverse values> > >
> > > Box =
((tot[i]/(i+1))^.5)/7.3374;> >
> Reverse = Box * 3;> >
> if( Low[i] < PFC[j] - Box &&
down)> > >
{> > > PFC[j] =
Low[i];> > >
}> > >
else> > >
{> > > if( High[i] >=
PFC[j] + Reverse && down)> >
> {> > >
j++;> > > swap =
1;> > > PFO[j] =
Low[i];> > > PFC[j] =
High[i];> > >
}> > > }>
> > if( High[i] > PFC[j] + Box &&
up)> > >
{> > > PFC[j] =
High[i];> > >
}> > >
else> > >
{> > > if( Low[i] <=
PFC[j] - Reverse && up)> >
> {> > >
j++;> > > PFC[j] =
Low[i];> > > PFO[j] =
High[i];> > > swap =
1;> > > }>
> > }> >
> if( swap )> >
> {> > > swap
= 0;> > > if( up
)> > > {>
> > up = 0;> >
> down = 1;> >
> }> > >
else> > >
{> > > up =
1;> > > down =
0;> > > }>
> > }> >
> }> > >
> > > // Shift chart to the
right to eliminate trailing empty data>
> > // - PF charts are generally smaller/shorter
then the full > stock >
> charts because they lack a time scale.>
> > > > >
delta = High.length - PFO.length;> >
> for( i = High.length; i > delta; i-- )>
> > {> >
> PFO[ i-1 ] = PFO[ i-delta-1];>
> > PFC[ i-1 ] = PFC[
i-delta-1];> > >
}> > > for( i = 0; i <
delta; i++)> > >
{> > > PFO[ i-1 ] =
0;> > > PFC[ i-1 ] =
0;> > > }>
> > AFL.Var("PFO") = PFO;>
> > AFL.Var("PFC") = PFC;>
> > %>> >
> > > > O =
PFO;> > > C =
PFC;> > > >
> > H = (O+C)/2;>
> > L = (O+C)/2;>
> > > > >
GraphXSpace = 9;> > >
Graph0Style = 64;> > >
> > > Graph0Color
=1;> > > Graph0 =
C;> > > >
> > Thanks in advance for any
reply.> > > Dimitris
Tsokakis> > > >
> > Yahoo!
Groups Sponsor > > > >
> > Click
here to find your contact lenses! > > >
> > > Your use of Yahoo!
Groups is subject to the Yahoo! Terms of >
> Service.> > > >
> >
Yahoo! Groups Sponsor >
>
ADVERTISEMENT>
>
> >
> > > > Your use of
Yahoo! Groups is subject to the Yahoo! Terms of >
Service.> >
> Yahoo! Groups Sponsor
>
ADVERTISEMENT>
> >
> Your use of Yahoo! Groups is subject to the Yahoo! Terms
of Service.Your
use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
|