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I'd be happy to have either or both ... portfolio testing can come
first as far as I'm concerned ...
--- In amibroker@xxxxxxxxxxxxxxx, "Silvarius" <silvarius@xxxx> wrote:
> I second Dimitris in his Opinion. Portfolio backtesting enhancement
is much
> more critical IMHO.
>
> Best regards, Jérôme ULRICH
> -----Message d'origine-----
> De : DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
> Envoyé : jeudi 17 avril 2003 21:41
> À : amibroker@xxxxxxxxxxxxxxx
> Objet : [amibroker] The request for "variable" period functions
>
>
> Everybody 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 CCIA
> MACD 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
>
>
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