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Hello,
I got a while to take a look at this script and I have to compliment you
for this very nice idea.
As to different outputs on various machines - please note that the chart
changes significantly when you the history length changes.
So if someone has more data loaded his chart may look significantly different
but this is "by-design" I guess.
(Similar thing happens with other cumulative-type indicators like OBV)
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "mirat_dave" <mirat_dave@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, July 19, 2002 3:59 PM
Subject: [amibroker] Re: Point & Figure Chart in AFL
> Hello Richard and Dimitris,
>
> Sorry to have caused so much confusion.
>
> Since most stocks since 2000 have been trending down, you may get a
> only a few bars because the P&F Chart ignores small up moves and only
> extends down bars when the price moves more than the box size. Since
> 2000, you may very well have only a few bars. Try loading more data
> for at least one stock.
>
> I used AmiQuote and Yahoo for the data. I have data from January
> 1994. The AmiBroker version on which I created this file is 4.0.0
> Apr 26 2002.
>
> I do not know if the AmiBroker version is causing the difference. I
> saw that it worked for Richard on MSFT (although I am not sure what
> the whole MSFT v. MSFT issue was - it seems to have resolved
> itself). Perhaps Richard also has more data loaded.
>
> As you can see from the script, it is very simple. If problems
> continue, I would be happy to go through it in detail to see if there
> is a coding error.
>
> I'm afraid I have no other explanation other than more data. Let's
> try that first.
>
> Mirat
>
> PS I would post .gifs of my charts but I do not know how to attach a
> file to my reply. Although that would not help resolve the issue. :-)
>
>
>
>
>
> --- In amibroker@xxxx, "Richard Alford" <richard.alford@xxxx> wrote:
> > I am just isolating variables. If we have the same program and
> version (4.06.1 Jun 19 build), the same indicator code (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
> pricing vs. 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;
> >
> > Cheers,
> >
> > Richard
> > ----- Original Message -----
> > From: dtsokakis
> > To: amibroker@xxxx
> > 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 amibroker@xxxx, "Richard Alford" <richard.alford@xxxx>
> wrote:
> > > but the point remains that you and I get different results.
> what
> > is your data source?
> > >
> > > Richard
> > > ----- Original Message -----
> > > From: dtsokakis
> > > To: 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 when one changes the symbol go
> > MSFT
> > > from
> > > > MSFT??? "
> > > > I copied the formula from
> > > > 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
> > > > >
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