[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: [amibroker] The request for "variable" period functions



PureBytes Links

Trading Reference Links




I 
second Dimitris in his Opinion. Portfolio backtesting enhancement is much more 
critical IMHO.
<FONT face=Arial color=#0000ff 
size=2> 
Best 
regards, Jérôme ULRICH

  <FONT face=Tahoma 
  size=2>-----Message d'origine-----De : DIMITRIS TSOKAKIS 
  [mailto:TSOKAKIS@xxxxxxxxx]Envoyé : jeudi 17 avril 2003 
  21:41À : amibroker@xxxxxxxxxxxxxxxObjet : 
  [amibroker] The request for "variable" period 
  functionsEverybody asks for variable period 
  possibilities, as if AFL is poor in this logic.Let us take a closer 
  look :Variable Period smoothing functions:MA, DEMA, TEMA do accept 
  variable period.The remaining EMA can accept through 
  EMA(ARRAY,PER)==AMA(ARRAY,2/(PER+1))Is there any other type of 
  smoothing used in your formulas ???RSI works through RSIA, CCI works 
  through CCIAMACD through above described EMA.What is next?How 
  about StochK and StochD with variable per ?Perhaps you do not know that 
  you can do it NOW in pure AFL !!The HHV and LLV functions work fine with 
  variable 
  period.per=10+cum(1)%20;StochKa=MA(100*(C-LLV(L,per))/(HHV(H,per)-LLV(L,per)),3);StochDa=MA(MA(100*(C-LLV(L,per))/(HHV(H,per)-LLV(L,per)),3),3);Is 
  ther any other function you would like to see with variable period 
  ?Search first the definition and then see if it already exists in your 
  AFL potential.It is better to know the definition of a Stochastic, 
  before asking fast software upgrades-enhanchments.In my opinion, the 
  lack of definition will always confuse the user, with fixed or variable 
  period.Dimitris Tsokakis Send 
  BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to 
  suggest@xxxxxxxxxxxxx-----------------------------------------Post 
  AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A 
  href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check 
  group FAQ at: <A 
  href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
  Your use of Yahoo! Groups is subject to the <A 
  href="">Yahoo! Terms of Service. 







Yahoo! Groups Sponsor












Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx 
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html



Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.