PureBytes Links
Trading Reference Links
|
I wholeheartedly agree with Jerome. Portfolio backtesting and pyramiding,
in my opinion, are much more important that introducing more indicators, dynamic
or not. I sure hope this new task, if adopted, does not distract or slow down
Tomasz from developing what I think lots more people wish to have as part of the
AB engine. My opinion, FWIW.
Al Venosa
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Silvarius
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, April 17, 2003 4:12
PM
Subject: RE: [amibroker] The request for
"variable" period functions
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 : <A
href="">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.
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
ADVERTISEMENT
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.
|