|
PureBytes Links
Trading Reference Links
|
I believe that Fred's point was that any and all data arrays
should be portable, to and from indicators/functions for data manipulation. I
have the same belief and I don't think that it is a radical stretch of the
imagination.
Modern technical analysis software should have the ability to
use whatever numeric data is desired for inputs. For instance, RSIa(Volume,14)
works. Instead of volume, anything else can be used as a "price" input too. Why
not expand that so-called "price" array input to all indicators/functions that
utilize some sort of price data input, instead of having two "RSI"s (RSI &
RSIa)? Or two CCIs?
About prefs for period input... does anyone here really
blindly plot RSI or any indicator using whatever time period is in prefs
(Tools>Preferences)? I sure don't. Prefs for the indicator time periods is
something in AB I have never used. Probably also why I don't plot any of the
canned indicators in prefs too. Each and every one of the markets that I follow
has their own distinct personality, requiring different input
parameters.
Anyway, it is not my intent to create a ruckus here. I am not
demanding that dynamic inputs be put before any other item on TJ's
list.
I merely attempted to state my desire for them based on my
experience. I will welcome multiple position adjustment, integrated portfolio
walk-forward, and Monte Carlo Simulation when they arrive, too. :-)
-CS
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Bob Jagow
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, April 17, 2003 8:55
PM
Subject: RE: [amibroker] Re: The request
for "variable" period functions
"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
callRSI(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 PMTo:
amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re: The request for
"variable" period functionsAlthough FULL portfolio handling
including pair trading and rankingwould be absolutely wonderful, at the
moment I'd settle for a workingradial button that allows for shrinking
position size and anaccounting routine that keeps one from being more than
100%invested. That at least would allow for some semi-real testing
to bedone in this arena.As far as indicators go, ALL of them
should have the capability towork 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 DynamicPortfolio> Backtesting would be a great
addition.>> Nurudin>> -----Original
Message-----> From: bvandyke [mailto:bvandyke@xxxx]> 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@xxxx]> > Envoyé : jeudi 17
avril 2003 21:41> > À :
amibroker@xxxxxxxxxxxxxxx> > Objet :
[amibroker] The request for "variable" periodfunctions>
>> >> > 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> >> >> >>
> Send BUG REPORTS to bugs@xxxx>
> Send SUGGESTIONS to suggest@xxxx>
> ----------------------------------------->
> Post AmiQuote-related messages ONLY to:>
amiquote@xxxxxxxxxxxxxxx> > (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
>
-------------------------------------------->
> Check group FAQ at:> <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html>
>> > Your use of Yahoo! Groups is subject
to the Yahoo! Terms of> Service.> >> >>
> Yahoo! Groups
Sponsor> >> >> >> > Send
BUG REPORTS to bugs@xxxx> > Send SUGGESTIONS to
suggest@xxxx> >
-----------------------------------------> > Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx>
> (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
> -------------------------------------------->
> Check group FAQ at:> <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html>
>> > Your use of Yahoo! Groups is subject to the
Yahoo! Terms of> Service.>>>> Send BUG
REPORTS to bugs@xxxx> Send SUGGESTIONS to suggest@xxxx>
-----------------------------------------> Post AmiQuote-related
messages ONLY to: amiquote@xxxxxxxxxxxxxxx> (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
--------------------------------------------> Check group FAQ
at:> <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html>>
Your use of Yahoo! Groups is subject to<A
href="">http://docs.yahoo.com/info/terms/Send
BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx(Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at:<A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.htmlYour
use of Yahoo! Groups is subject to<A
href="">http://docs.yahoo.com/info/terms/Send
BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Yahoo! Groups Sponsor
ADVERTISEMENT
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|