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I wrote it in a script awhile back and it of course could be done now
in native AFL with the new version ... The problem is that it's still
not EASILY possible to then use this or other things like this as a
period to drive other things without one coding their own version of
the other things and I have no real deisre to code things like Linear
Regression / Standard Deviation etc although they are certainly
doable.
--- In amibroker@xxxxxxxxxxxxxxx, uenal.mutlu@xxxx wrote:
> Hi Fred,
> if you send me some more information/links/code
> about Hilbert Period etc. then I can try to implement it.
> I must admit I'm new to Hilbert stuff (Hilbert
Transformations/Periods?)
> but it sounds interessting and I would like to learn it too.
> UM
>
>
> ----- Original Message -----
> From: "Fred" <fctonetti@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, April 17, 2003 5:13 PM
> Subject: [amibroker] Re: Dynamic indicators - TJ ?
>
>
> > UM,
> >
> > I don't think so but I'd be happy to try and follow your
explanation
> > if you provide one ... I posed this question to TJ but I did not
get
> > a response.
> >
> > Take for example the case I used the other day where say I want
check
> > the slope of linear regression which could be written as
> >
> > LRS = LinRegSlope(C, Y);
> >
> > In it's simple form Y would be a constant, but lets say I wanted
Y to
> > be equal to the Hilbert Period and for LRS to be calculated bar
to
> > bar based on what the Hilbert Period is as of that bar ... Is
that
> > doable ? If so I'd like to see an example as to how whether in a
For
> > loop or otherwise.
> >
> > Thanks in advance,
> >
> > Fred
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, uenal.mutlu@xxxx wrote:
> > > Hi Fred,
> > > I think this is already possible if the
> > > func is used with different periods
> > > within the new loop constructs.
> > > UM
> > >
> > >
> > > ----- Original Message -----
> > > From: "Fred" <fctonetti@xxxx>
> > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > Sent: Thursday, April 17, 2003 3:33 PM
> > > Subject: [amibroker] Re: Dynamic indicators
> > >
> > >
> > > > 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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