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The AMA or AMA2 .vs. EMA will give you a simple view of the
differences in potential.
--- In amibroker@xxxxxxxxxxxxxxx, "Al Venosa" <advenosa@xxxx> wrote:
> 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
> ----- Original Message -----
> From: markf2
> To: 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?
Have
> you ever tried position sizing with MCS (which is much more
powerful
> and versatile)?
>
> --- 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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