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RE: [amibroker] Dynamic indicators



PureBytes Links

Trading Reference Links

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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