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I
second Dimitris in his Opinion. Portfolio backtesting enhancement is much more
critical IMHO.
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Best
regards, Jérôme ULRICH
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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
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