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Well, Mark, I have to admit I know nothing about adaptive indicators, so
obviously I haven't ever tested them. In fact, I don't even know what an MCS is
(I hate acronyms, and I've worked for the Government all my life!!)! I have
tested various position sizing algorithms, as I'm a firm believer in position
sizing as a means of controlling risk. All I know is that portfolio backtesting
and pyramiding are tops on my wish list and have been ever since I bought AB
back in Nov of 2001, and judging from many posts in the far and near past, I
think there are lots of others who are anxiously awaiting this feature, too.
Since the topic of adaptive indicators was only introduced for the first time
yesterday, I believe, I was just thinking that perhaps it hasn't been a top
priority on many people's wish lists. I will gladly concede to you and others if
I'm wrong, since I still consider myself a rank beginner in AFL as well as
trading in general. Tell me more about adaptive indicators and what their
advantages are over static ones. Maybe give some examples? Thanks.
Al Venosa
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
markf2
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, April 17, 2003 9:50
PM
Subject: [amibroker] Re: The request for
"variable" period functions
Really? Have you done much testing with adaptive
indicators? Haveyou ever tried position sizing with MCS (which is
much more powerfuland versatile)? --- In <A
href="">amibroker@xxxxxxxxxxxxxxx, "Al
Venosa" <advenosa@x...> wrote:> I
wholeheartedly agree with Jerome. Portfolio backtesting andpyramiding, in
my opinion, are much more important that introducingmore indicators,
dynamic or not. I sure hope this new task, ifadopted, does not distract or
slow down Tomasz from developing what Ithink lots more people wish to have
as part of the AB engine. Myopinion, 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 backtestingenhancement is much more
critical IMHO.> > Best regards, Jérôme
ULRICH> -----Message
d'origine-----> De : DIMITRIS TSOKAKIS
[mailto:TSOKAKIS@xxxx]> 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 inyour
> 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@xxxx> Send SUGGESTIONS to
suggest@xxxx>
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