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Perhaps the survey should be revised to
allow Portfolio backtesting and pyramiding to be a higher priority
than dynamic indicators. Ron D
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Al
Venosa
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, April 17, 2003 7:06
PM
Subject: Re: [amibroker] The request for
"variable" period functions
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>
<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
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