|
PureBytes Links
Trading Reference Links
|
Because those are STILL static arguments.
--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> 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@xxxx [mailto:uenal.mutlu@x...]
> 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@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 ]);
> >
> >
>
> Send BUG REPORTS to bugs@xxxx
> Send SUGGESTIONS to suggest@xxxx
> -----------------------------------------
> 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/
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Make Money Online Auctions! Make $500.00 or We Will Give You Thirty Dollars for Trying!
http://us.click.yahoo.com/yMx78A/fNtFAA/i5gGAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
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/
|