|
PureBytes Links
Trading Reference Links
|
Add my vote for more variable function parameters in a future AB release -
they make adpative system construction much easier.
John
TJ wrote>
As for variable periods:
Hold, StDev, StdErr, LinRegSlope, CCI could be rewritten relatively fast.
<
----- Original Message -----
From: "CS" <csaxe@xxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, February 19, 2003 4:59 PM
Subject: Re: [amibroker] Need Help
Yes, when I listed ValueWhen, I was referring to the occurrence parameter,
and percent change for Zig, Peak, & etc...
Although I ran into the static parameter for time periods first, I attempted
various work-arounds and then ran into the other static parameter situations
for the other AFL functions that I listed.
Thanks,
-CS
----- Original Message -----
From: Tomasz Janeczko
To: amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, February 18, 2003 11:46 PM
Subject: Re: [amibroker] Need Help
Hello,
As for variable periods:
Hold, StDev, StdErr, LinRegSlope, CCI could be rewritten relatively fast.
ADX, MDI, PDI are a little bit more difficult (not from my point of view
but from the users' point of view - every function that uses inside
recursive-type of smoothing is prone to some "overshoot" effect
if the period (or smoothing factor) changes fast instead of slow.
Zig/Peak/Trough ?
No period here! Do you mean variable percentage ?
If yes this is very bad idea. Why ? Because Zig/Peak/Trough work
on unequal number of bars and as it constructs the lag it uses the
percentage
to find the swing end. Therefore the percentage has to be constant
for all swing length. If you change it somewhere the swing will
represent the percentage only at the swing point (and will not represent
percentages at other points).
You may experiment with these formulas:
http://www.amibroker.com/library/formula.php?id=242
http://www.amibroker.com/library/formula.php?id=241
to find out what happens if variable period is used.
ValueWhen?
Do you really mean ValueWhen ? It is not period-based! (the Nth (last
param) is not a PERIOD but the occurence
and it does not refer to bars)
By the way: it seems that there is a little demand for those features.
As far as I remember I got 2 requests (from you and one more person).
So it will probably need to wait a little (I am currently adding things
requested by *much*
larger group of FT users)
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: CS
To: amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, February 19, 2003 6:23 AM
Subject: Re: [amibroker] Need Help
Excellent.
How about:
ADX
MDI
PDI
LinRegSlope
StdErr
StDev
LinearReg
ValueWhen
Hold
Peak
Trough
Zig
CCI.........
Thanks,
-CS
----- Original Message -----
From: Tomasz Janeczko
To: amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, February 18, 2003 8:45 AM
Subject: Re: [amibroker] Need Help
Hello,
It is NOT like Metastock.
In fact lots of AFL functions accept variable periods:
MA,
AMA,
AMA2,
WMA,
TEMA,
DEMA,
Sum,
Ref,
HHV,
HHVBars,
LLV,
LLVBars
These are basic building blocks that allow to code other indicators
that use variable period.
For example dynamic MACD could be coded as follows:
slowperiod = ..your dynamic period
fastperiod = ..your dynamic period
ff = 2/(fastperiod+1);
sf = 2/(slowperiod+1);
DynMACD = AMA( Close, ff ) - AMA( Close, sf );
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: CS
To: amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, February 18, 2003 5:27 PM
Subject: Re: [amibroker] Need Help
Unfortunately, most of the functions within AFL require a static or
constant input parameter for PERIODS. Like MetaStock.
There are a few, such as MA(ARRAY, PERIODS) which will allow for a
dynamic (changing) Periods parameter.
I suspect that the programming and array memory overhead is
increased, which is why TJ hasn't converted over to dynamic parameter input.
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.
-CS
----- Original Message -----
From: Jim Hutchison
To: amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, February 18, 2003 6:35 AM
Subject: RE: [amibroker] Need Help
Thank you!
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
(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.
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.
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.
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.
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.
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 http://docs.yahoo.com/info/terms/
|