[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: Variable periods (for CS)



PureBytes Links

Trading Reference Links

CS and Chuck,
There is a slight confusion here.
RSI( ATR(3) ) is meaningless.
RSIA(ATR(3)) means RSIA(ATR(3),14)
So, there is no subject for not integer period.
ATR(3) is an array and does not need any kind of truncation.
DT 

--- In amibroker@xxxxxxxxxxxxxxx, "CS" <csaxe@xxxx> wrote:
> I could live with integers for time periods.
> I believe that AB already accepts fractional numbers and internally 
runs the integers.
> -CS
>   ----- Original Message ----- 
>   From: Chuck Rademacher 
>   To: amibroker@xxxxxxxxxxxxxxx 
>   Sent: Thursday, April 17, 2003 1:41 PM
>   Subject: [amibroker] Variable periods (for CS)
> 
> 
>   I had no problem understanding what you meant in the RSI 
example.  However, I think that even if we had the capability of 
passing variable "periods" to functions, we would first have to 
convert them to integers.   Otherwise, TJ (or the function) would 
have to make some assumptions that we might not like.
> 
>   In your example, the ATR could be something like 8.3.   I'm 
suggesting that we would need  to use an Integer, Truncate, Round or 
RoundUp function to make that number either 8 or 9 before passing it 
to the (new) RSI function.
> 
>   This discussion started with a question about using variable 
number of periods for LinRegSlope.   I think most people continued 
the discussion about variable periods for other functions.   The 
discussion then grew into other possible variables, which is fine.    
I, for one, would put the emphasis on variable periods.   
> 
> 
> 
> 
>     -----Original Message-----
>     From: CS [mailto:csaxe@x...]
>     Sent: Thursday, April 17, 2003 4:08 PM
>     To: amibroker@xxxxxxxxxxxxxxx
>     Subject: Re: [amibroker] Re: AmiBroker 4.31.0 BETA Question
> 
> 
>     I clearly wrote RSI(14) vs. RSI( ATR(3) ).
>     The difference is the periods input.
> 
>     -CS
>       ----- Original Message ----- 
>       From: DIMITRIS TSOKAKIS 
>       To: amibroker@xxxxxxxxxxxxxxx 
>       Sent: Thursday, April 17, 2003 5:01 AM
>       Subject: [amibroker] Re: AmiBroker 4.31.0 BETA Question
> 
> 
>       CS,
>       something must be more clear:
>       Do you speak for a variable period for RSI(periods) or for 
the RSI of 
>       another function?
>       When we write RSI(12), we mean RSI calculated on Close, 
periods=12.
>       An example of variable period should be like
>       per=10+cum(1)%10;
>       W=RSI(per);
>       It will not work, since built-in RSI() does not accept 
variable 
>       period.
>       The second case is to apply the RSI transformation on another 
>       function, say Stochastics.
>       This is already included through the RSIA(Array,periods) 
function, 
>       but still for a fixed period.
>       It would be better to be more specific, which improvement do 
you ask. 
>       DT
>       --- In amibroker@xxxxxxxxxxxxxxx, "CS" <csaxe@xxxx> wrote:
>       > 
>       > Since converting some of my systems to dynamic parameter 
input, my 
>       success (profits) has increased dramatically.
>       > Unfortunately, most people don't know the difference 
between 
>       dynamic (variable) and static (constant) parameter inputs.
>       > Simplistic Hint:  Static-  RSI(14);    Dynamic-  RSI( ATR
(3) );
>       > 
>       > I have asked TJ to go back and re-work indicators and 
functions to 
>       accept dynamic inputs, but he said that only three other 
people had 
>       asked for the same thing, so it is low on his priority list. 
So, I 
>       have had to resort to manually coding each indicator/function 
in 
>       script, and script sucks. Error messages while debugging are 
so 
>       vague, that they are useless.
>       > The recent inclusion of native AFL looping and flow control 
will 
>       help.
>       > 
>       > There are some functions that accept dynamic input such as 
HHV, 
>       LLV, Sum, Ref, AMA, AMA2, WMA, DEMA, TEMA and MA.
>       > 
>       > It would be nice if all new functions/indicators created 
would 
>       accept dynamic inputs.
>       > 
>       > -CS
>       >   ----- Original Message ----- 
>       >   From: Fred 
>       >   To: amibroker@xxxxxxxxxxxxxxx 
>       >   Sent: Wednesday, April 16, 2003 4:26 PM
>       >   Subject: [amibroker] Re: AmiBroker 4.31.0 BETA Question
>       > 
>       > 
>       >   I believe LinRegSlope takes as it's second argument a NON 
time 
>       >   variant argument or a constant NOT an array like for 
example AMA 
>       >   would.  I don't know but I supect the code I put in my 
original 
>       post 
>       >   won't work any way or if it has a chance of working I 
wouldn't 
>       know 
>       >   how to modify it so it does, maybe 
>       > 
>       >   LRS = LinRegSlope(close[ i ], HilbertPeriod[ i ]);
> 
> 
> 
>       Send BUG REPORTS to bugs@xxxx
>       Send SUGGESTIONS to suggest@xxxx
>       -----------------------------------------
>       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. 
> 
> 
> 
>     Send BUG REPORTS to bugs@xxxx
>     Send SUGGESTIONS to suggest@xxxx
>     -----------------------------------------
>     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. 
> 
> 
>         Yahoo! Groups Sponsor 
>               ADVERTISEMENT
>              
>        
>        
> 
>   Send BUG REPORTS to bugs@xxxx
>   Send SUGGESTIONS to suggest@xxxx
>   -----------------------------------------
>   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.


------------------------ Yahoo! Groups Sponsor ---------------------~-->
Make Money Online Auctions! Make $500.00 or We Will Give You Thirty Dollars for Trying!
http://us.click.yahoo.com/yMx78A/fNtFAA/i5gGAA/GHeqlB/TM
---------------------------------------------------------------------~->

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 http://docs.yahoo.com/info/terms/