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Graham,
A static argument is tone taht has the same value bar to bar ...
X = 5;
RSIx = RSI(X);
A dynamic one has the potential of changing bar to bar ...
X = Cum(1);
RSIx = RSI(X);
The above could be done today via
X = Cum(1);
RSIx = RSIa(X);
But many other functions do NOT have this capability ...
Read the description for RSI and RSIa in the help.
--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> I obviously do not understand what is meant by static and dynamic
> But then I prob wouldn't understand the explanation either :)
>
> Cheers,
> Graham
> http://groups.msn.com/ASXShareTrading
> http://groups.msn.com/FMSAustralia
>
> -----Original Message-----
> From: Fred [mailto:fctonetti@x...]
> Sent: Thursday, 17 April 2003 9:07 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Dynamic indicators
>
> 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
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> >
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>
>
>
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