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Not any and all data arrays i.e. o, h, l, c, v, etc. but any and all
arrays. For any function XYZ I should be able to calculate an XYZ(XYZ
(Array,Periods),Periods) etc.
--- In amibroker@xxxxxxxxxxxxxxx, "CS" <csaxe@xxxx> wrote:
> 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
> ----- Original Message -----
> From: Bob Jagow
> To: 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
call
> RSI(prefs).
>
> That is, C disallows calling RSI(Array=C,range=14) with RSI(nn).
>
> Bob
>
> -----Original Message-----
> From: Fred [mailto:fctonetti@x...]
> 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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