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Fred,
It *IS* possible but will be slow.
The idea is to call 'static' version of the function
for each bar separately to produce 'dynamic version'.
Variable_Period = ....
for( i = 0; i < BarCount; i++ )
{
temp = LinearReg( Close, Variable_Period[ i ] );
VariableLinReg[ i ] = temp[ i ];
}
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Fred" <fctonetti@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, April 17, 2003 9:41 PM
Subject: [amibroker] Re: Dynamic indicators - TJ ?
> TJ,
>
> Hilbert Transforms or Periods are NOT the issue ...
>
> The issue is being able to take the result of that calculation and
> then using the period as the period on a bar by bar basis for
> indicators like RSI, Stochastic, Standard Deviation, Linear
> Regression etc. I don't believe this is possible now without one
> rewritting these indicators for ones own purposes even with the new
> release. Am I wrong ? If so can you please provide an example of
> how to do this ?
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
> wrote:
> > Hello,
> >
> > As far as I know Hilbert transform is already available
> > http://www.amibroker.net/3rdparty/Ehlers_Readme.txt
> >
> > http://www.amibroker.net/3rdparty/Ehlers.dll
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message -----
> > From: <uenal.mutlu@xxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Thursday, April 17, 2003 9:10 PM
> > Subject: Re: [amibroker] Re: Dynamic indicators - TJ ?
> >
> >
> > > 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
> > >
> > >
> > >
> > >
> > > Send BUG REPORTS to bugs@xxxx
> > > Send SUGGESTIONS to suggest@xxxx
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>
>
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