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[amibroker] Re: The request for "variable" period functions



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Although FULL portfolio handling including pair trading and ranking 
would be absolutely wonderful, at the moment I'd settle for a working 
radial button that allows for shrinking position size and an 
accounting routine that keeps one from being more than 100% 
invested.  That at least would allow for some semi-real testing to be 
done in this arena.

As far as indicators go, ALL of them should have the capability to 
work on ANY array and for a length that is variable BAR BY BAR.

--- In amibroker@xxxxxxxxxxxxxxx, "Nurudin Kaba" <n.kaba@xxxx> wrote:
> I also agree with Bill, Al and Jerome...I think adding Dynamic 
Portfolio
> Backtesting would be a great addition.
> 
> Nurudin
> 
> -----Original Message-----
> From: bvandyke [mailto:bvandyke@x...]
> Sent: Thursday, April 17, 2003 20:15
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: The request for "variable" period functions
> 
> 
> 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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