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Why not just write the indicators in afl. I use them as the basic equation
on many different applications in my search for the ultimate. Except for a
few they are relatively straightforward
Here are some I have been using. I just replace the variables with what I
want
//ATR = Max of ( (H-L) or ABS(L-ref(C,-1)) or ABS(H-ref(C,-1)) )
myATR = max( h-l, max( abs(l-ref(c,-1)), abs(h-ref(c,-1)) ));
//Stochastic
p = 8;
myStochK = (c-LLV(l,p))/(HHV(h,p)-LLV(l,p))*100;
myStochD = EMA((c-LLV(l,p))/(HHV(h,p)-LLV(l,p)),3)*100;
//MACD
ms = 26;
mf = 12;
mg = 9;
myMACD = ema(c,mf) - ema(c,ms);
mySignal = ema(myMACD,mg);
An example of an application I have been researching for amusement
//OBV
X = iif(c>ref(c,-1),1,iif(c<ref(c,-1),-1,0));
myOBV = v;
myOBV = ref(myOBV,-1) + X*v;
//MACD of OBV
Y = myOBV()/100000;
ms = 26;
mf = 12;
mg = 9;
myMACD = EMA(Y,mf) - EMA(Y,ms);
mySignal = EMA(myMACD,mg);
Cheers,
Graham
http://groups.msn.com/ASXShareTrading
http://groups.msn.com/FMSAustralia
-----Original Message-----
From: uenal.mutlu@xxxxxxxxxxx [mailto:uenal.mutlu@xxxxxxxxxxx]
Sent: Thursday, 17 April 2003 8:25 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Dynamic indicators
Hi CS, DT and all,
I too would like dynamic (user modifyable) args to
internal functions. For example the MACD and SIGNAL
functions work only on the Close price. It would be a
plus if user could override the default Close array it internally uses.
The function prototypes then would look like:
MACD(fastperiod = 12, slowperiod = 26, sourcearray = Close);
SIGNAL(fastperiod = 12, slowperiod = 26, signalperiod = 9, sourcearray =
Close);
(here the last param was added).
then such things like the following would be possible:
MACD(12,26,C) > MACD(12,26,EMA(C, 9));
or you could create the MACD for volume etc... :-)
UM
----- Original Message -----
From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, April 17, 2003 2:01 PM
Subject: [amibroker] Re: AmiBroker 4.31.0 BETA Question
> CS,
> something must be more clear:
> Do you speak for a variable period for RSI(periods) or for the RSI of
> another function?
> When we write RSI(12), we mean RSI calculated on Close, periods=12.
> An example of variable period should be like
> per=10+cum(1)%10;
> W=RSI(per);
> It will not work, since built-in RSI() does not accept variable
> period.
> The second case is to apply the RSI transformation on another
> function, say Stochastics.
> This is already included through the RSIA(Array,periods) function,
> but still for a fixed period.
> It would be better to be more specific, which improvement do you ask.
> DT
> --- In amibroker@xxxxxxxxxxxxxxx, "CS" <csaxe@xxxx> wrote:
> >
> > Since converting some of my systems to dynamic parameter input, my
> success (profits) has increased dramatically.
> > Unfortunately, most people don't know the difference between
> dynamic (variable) and static (constant) parameter inputs.
> > Simplistic Hint: Static- RSI(14); Dynamic- RSI( ATR(3) );
> >
> > I have asked TJ to go back and re-work indicators and functions to
> accept dynamic inputs, but he said that only three other people had
> asked for the same thing, so it is low on his priority list. So, I
> have had to resort to manually coding each indicator/function in
> script, and script sucks. Error messages while debugging are so
> vague, that they are useless.
> > The recent inclusion of native AFL looping and flow control will
> help.
> >
> > There are some functions that accept dynamic input such as HHV,
> LLV, Sum, Ref, AMA, AMA2, WMA, DEMA, TEMA and MA.
> >
> > It would be nice if all new functions/indicators created would
> accept dynamic inputs.
> >
> > -CS
> > ----- Original Message -----
> > From: Fred
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Wednesday, April 16, 2003 4:26 PM
> > Subject: [amibroker] Re: AmiBroker 4.31.0 BETA Question
> >
> >
> > I believe LinRegSlope takes as it's second argument a NON time
> > variant argument or a constant NOT an array like for example AMA
> > would. I don't know but I supect the code I put in my original
> post
> > won't work any way or if it has a chance of working I wouldn't
> know
> > how to modify it so it does, maybe
> >
> > LRS = LinRegSlope(close[ i ], HilbertPeriod[ i ]);
>
>
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