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Re: [amibroker] Re: Dynamic indicators



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Here is an example from the help:

--------------------------------------------------------------
CCI  -  commodity channel index

SYNTAX  
  CCI( periods = 14 )
  CCIa( array, periods = 14 )  

RETURNS ARRAY  

FUNCTION  
  Calculates the Commodity Channel Index (using periods averaging range ).
  Second version (CCIa) accepts input array, so CCI can be applied to array 
  different than close. (CCIa exists in AFL 2.2+ only (v.4.20+))  

EXAMPLE 
  CCI( 14 )
  CCIa( High, 14 );  
--------------------------------------------------------------

Here, we see that there is also a second form of this indicator
where the user can pass his own input array to the function. 
UM


----- Original Message ----- 
From: "Graham" <gkavanagh@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, April 17, 2003 3:08 PM
Subject: RE: [amibroker] Re: Dynamic indicators


> 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@xxxxxxxxx] 
> 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



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