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[amibroker] Re: Dynamic indicators



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Do not ignore, for now, the analytic way.
Macd is a difference of two EMAs.
An MACD for Vol, 12,26 would be
MACDvol=EMA(V,12)-EMA(V,26);
You may also introduce variable EMA period [not available now in the 
built-in EMA), using the
AMA(Array,smooth)=EMA(Array,per) with smooth=2/(1+per).
DT 
--- In amibroker@xxxxxxxxxxxxxxx, uenal.mutlu@xxxx wrote:
> 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@xxxx>
> 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 ]);
> > 
> > 
> > ------------------------ Yahoo! Groups Sponsor -------------------
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