|
PureBytes Links
Trading Reference Links
|
I am not requesting any change in the
program. I just wanted information so I didn’t make the same mistake
again.
Thank you for all your help! This is a
great board and Thomaz your help is especially appreciated.
Jim Hutchison
<span
>-----Original Message-----
From: Tomasz Janeczko
[mailto:amibroker@xxxxxx]
Sent: Wednesday, February 19, 2003
2:46 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Need Help
<span
>
<span
>Hello,
<span
>
<span
>As for variable periods:
<span
>Hold, StDev, StdErr, LinRegSlope, CCI could be
rewritten relatively fast.
<span
>
<span
>ADX, MDI, PDI are a little bit more difficult (not
from my point of view
<span
>but from the users' point of view - every function
that uses inside
<span
>recursive-type of smoothing is prone to some
"overshoot" effect
<span
>if the period (or smoothing factor) changes fast
instead of slow.
<span
>
<span
>Zig/Peak/Trough ?
<span
>No period here! Do you mean variable percentage ?
<span
>If yes this is very bad idea. Why ? Because
Zig/Peak/Trough work
<span
>on unequal number of bars and as it constructs the lag
it uses the percentage
<span
>to find the swing end. Therefore the percentage has to
be constant
<span
>for all swing length. If you change it somewhere the
swing will
<span
>represent the percentage only at the swing point (and
will not represent
<span
>percentages at other points).
<span
>You may experiment with these formulas:
<span
><a
href="">http://www..amibroker.com/library/formula.php?id=242
http://www..amibroker.com/library/formula.php?id=241
<span
>to find out what happens if variable period is used.
<span
>
<span
>ValueWhen?
<span
>Do you really mean ValueWhen ? It is not period-based!
(the Nth (last param) is not a PERIOD but the occurence
<span
>and it does not refer to bars)
<span
>
<span
>By the way: it seems that there is a little
demand for those features.
<span
>As far as I remember I got 2 requests (from you and
one more person).
<span
>So it will probably need to wait a little (I am
currently adding things requested by *much*
<span
>larger group of FT users)
<span
>
Best regards,
Tomasz Janeczko
amibroker.com
<span
>----- Original Message -----
<font size=2
face=Arial>From:<font
size=2 face=Arial> <a
href="" title="csaxe@xxxxxxx">CS
<span
>To:<font
size=2 face=Arial> <a
href="" title="amibroker@xxxxxxxxxxxxxxx">amibroker@xxxxxxxxxxxxxxx
<span
>Sent:<font
size=2 face=Arial> Wednesday,
February 19, 2003 6:23 AM
<span
>Subject:<font
size=2 face=Arial> Re:
[amibroker] Need Help
<span
>
<span
>Excellent.
<span
>
<span
>How about:
<span
>ADX
<span
>MDI
<span
>PDI
<span
>LinRegSlope
<span
>StdErr
<span
>StDev
<span
>LinearReg
<span
>ValueWhen
<span
>Hold
<span
>Peak
<span
>Trough
<span
>Zig
<span
>CCI.........
<span
>
<span
>Thanks,
<span
>-CS
<span
>
<span
>----- Original Message -----
<font size=2
face=Arial>From:<font
size=2 face=Arial> <a
href="" title="amibroker@xxxxxx">Tomasz Janeczko
<span
>To:<font
size=2 face=Arial> <a
href="" title="amibroker@xxxxxxxxxxxxxxx">amibroker@xxxxxxxxxxxxxxx
<span
>Sent:<font
size=2 face=Arial> Tuesday,
February 18, 2003 8:45 AM
<span
>Subject:<font
size=2 face=Arial> Re:
[amibroker] Need Help
<span
>
<span
>Hello,
<span
>
<span
>It is NOT like Metastock.
<span
>In fact lots of AFL functions accept variable periods:
<span
>MA,
<span
>AMA,
<span
>AMA2,
<span
>WMA,
<span
>TEMA,
<span
>DEMA,
<span
>Sum,
<span
>Ref,
<span
>HHV,
<span
>HHVBars,
<span
>LLV,
<span
>LLVBars
<span
>
<span
>These are basic building blocks that allow to code
other indicators that use variable period.
<span
>For example dynamic MACD could be coded as follows:
<span
>
<span
>slowperiod = ..your dynamic period
<span
>fastperiod = ..your dynamic period
<span
>
<span
>ff = 2/(fastperiod+1);
<span
>sf = 2/(slowperiod+1);
<span
>
<span
>DynMACD = AMA( Close, ff ) - AMA( Close, sf );
<span
>
<span
>Best regards,
Tomasz Janeczko
amibroker.com
<span
>----- Original Message -----
<font size=2
face=Arial>From:<font
size=2 face=Arial> <a
href="" title="csaxe@xxxxxxx">CS
<span
>To:<font
size=2 face=Arial> <a
href="" title="amibroker@xxxxxxxxxxxxxxx">amibroker@xxxxxxxxxxxxxxx
<span
>Sent:<font
size=2 face=Arial> Tuesday,
February 18, 2003 5:27 PM
<span
>Subject:<font
size=2 face=Arial> Re:
[amibroker] Need Help
<span
>
<span
>Unfortunately, most of the functions within AFL
require a static or constant input parameter for PERIODS. Like MetaStock.
<span
>
<span
>There are a few, such as MA(ARRAY, PERIODS) which will
allow for a dynamic (changing) Periods parameter.
<span
>
<span
>I suspect that the programming and array memory
overhead is increased, which is why TJ hasn't converted over to dynamic
parameter input.
<span
>
<span
>I have had excellent results using dynamic parameters.
It allows me to create systems that change their own input parameters
mid-stream according to specific market events. Unfortunately, I also had
to drop everything for a few months to learn and translate code into vb script.
<span
>
<span
>-CS
<span
>----- Original Message -----
<font size=2
face=Arial>From:<font
size=2 face=Arial> <a
href="" title="phutch@xxxxxxxxxxx">Jim Hutchison
<span
>To:<font
size=2 face=Arial> <a
href="" title="amibroker@xxxxxxxxxxxxxxx">amibroker@xxxxxxxxxxxxxxx
<span
>Sent:<font
size=2 face=Arial> Tuesday,
February 18, 2003 6:35 AM
<span
>Subject:<font
size=2 face=Arial> RE:
[amibroker] Need Help
<span
>
<span
>Thank you!<font size=2
face="Courier New">
Could you tell me why this is needed.
Jim Hutchison
-----Original Message-----
From: Anthony Faragasso [mailto:ajf1111@xxxxxxxx]
Sent: Tuesday, February 18, 2003 9:03 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Need Help
Jim,
After your RS=IIf(Trend == 1,14,IIf(Trend == 2,7,
4)); statement add the
following:
RS=lastvalue(RS);
Best wishes
Anthony
Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx <font
size=2 face="Courier New">
(Web page: <a
href="">http://groups.yahoo.com/group/amiquote/messages/)
Check group FAQ at: <a
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of
Yahoo! Groups is subject to the Yahoo!
Terms of Service.
<span
>
Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx <font
size=2 face="Courier New">
(Web page: <a
href="">http://groups.yahoo.com/group/amiquote/messages/)
Check group FAQ at: <a
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of
Yahoo! Groups is subject to the Yahoo!
Terms of Service.
<span
>
Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx <font
size=2 face="Courier New">
(Web page: <a
href="">http://groups.yahoo.com/group/amiquote/messages/)
Check group FAQ at: <a
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of
Yahoo! Groups is subject to the Yahoo!
Terms of Service.
<span
>
Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx <font
size=2 face="Courier New">
(Web page: <a
href="">http://groups.yahoo.com/group/amiquote/messages/)
Check group FAQ at: <a
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of
Yahoo! Groups is subject to the Yahoo!
Terms of Service.
<span
>
<font size=2
face="Courier New">Post AmiQuote-related
messages ONLY to: amiquote@xxxxxxxxxxxxxxx <font size=2
face="Courier New">
(Web page: <a
href="">http://groups.yahoo.com/group/amiquote/messages/)
Check group FAQ at: <a
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of
Yahoo! Groups is subject to the Yahoo!
Terms of Service.
Yahoo! Groups Sponsor
ADVERTISEMENT
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|