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I agree with Al and Jerome also...very much so as to the order of
priority of enhancements to AB. Dynamic Portfolio Backtesting is an
area that will help set AB truly apart from the competition and many
of us eagerly await such capacities.
Bill
--- In amibroker@xxxxxxxxxxxxxxx, "Al Venosa" <advenosa@xxxx> wrote:
> 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
>
> ----- Original Message -----
> From: Silvarius
> To: 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.
>
> 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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