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[amibroker] Re: Dynamic indicators



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Example
per=10+Cum(1)%10;
Plot(EMA(C,per),"",7,1);
will not function, since EMA does not accept variable per.
But, you may see it [and use it] with

per=10+Cum(1)%10;
smooth=2/(per+1);
W=AMA(C,smooth);

Play a little with
per=10+Cum(1)%10;
smooth=2/(per+1);
W=AMA(C,smooth);
Plot(W,"",4,8);Plot(EMA(C,10),"",5,1);Plot(EMA(C,20),"",5,1);
it is interesting.
DT
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx> 
wrote:
> Example
> per=10+Cum(1)%10;
> Plot(EMA(C,per),"",7,1);
> will not function, since EMA does not accept variable per.
> But, you may see it [and use it] with
> 
> per=10+Cum(1)%10;
> smooth=2/(per+1);
> W=AMA(C,smooth);
> 
> Play a little with
> per=10+Cum(1)%10;
> smooth=2/(per+1);
> W=AMA(C,smooth);
> Plot(W,"",4,8);Plot(EMA(C,10),"",5,1);Plot(EMA(C,20),"",5,1);
> it is interesting.
> DT
> --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" 
<TSOKAKIS@xxxx> 
> wrote:
> > 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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