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"Work on any array" is a straw man, Fred.
The ONLY reason I can see that they don't & therefore the need for RSIa,
etc. in addition to RSI, etc. is that Tomasz wanted to be able to call
RSI(prefs).
That is, C disallows calling RSI(Array=C,range=14) with RSI(nn).
Bob
-----Original Message-----
From: Fred [mailto:fctonetti@xxxxxxxxx]
Sent: Thursday, April 17, 2003 5:38 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: The request for "variable" period functions
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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