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UM,
Beyond that I'd like to have the ability to have the PERIODS be
varied bar by bar.
--- In amibroker@xxxxxxxxxxxxxxx, uenal.mutlu@xxxx wrote:
> 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@xxxx>
> 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@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
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