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[amibroker] Re: Dynamic Indicators Poll -- VOTE AGAIN, PLEASE



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Tomasz,

I agree completely that these are two different areas ... to me they 
are both important with (1) being higher priority then (2) ...

With regards to (1) and more specifically those functions like ATR 
that require multiple arrays ... I understand and in the case of ATR 
I'm not sure I care if this is even dealt with as again it's simple 
enough like my example w/MACD to create ones own ATR with a Foreign 
symbol using straight AFL.  

In the case of a stochastic though it's clearly valid to calculate it 
as 

100 * (C - LLV(C, n)) / (HHV(C, n) - LLV(C, n)) 

as opposed to using highs and lows.  However here again I'm not sure 
I care as it's easy enough to do these in straight AFL with n being 
time variant since HHV and LLV are already have the capability of 
being time variant.


--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx> 
wrote:
> Hello,
> 
> As I mentioned in the other post of mine there are 
> TWO INDEPENDENT areas:
> 
> 1. Make input data array available for functions like RSI
> 2. Make second argument (period) accept array too (variable period).
> 
> Somehow people mix those 2 areas.
> 
> Fred speaks that he wants all functions to cover at least
> area (1).
> 
> The posts of Mark refer to area (2).
> 
> Let me show you example:
> 
> RSI( period ) - this function has no input data array (uses CLOSE 
array
> indirectly) and accepts static period
> 
> (1) RSIa( ARRAY, period ) - this function accepts input data array 
but accepts
> only static period
> 
> (2) RSIa( ARRAY, dynamic_period ) -  this function accepts input 
data array 
> and accepts both static and dynamic_period. 
> (NOTE: Current version of AB does NOT support this RSIa 'flavour' 
yet)
> 
> 
> As to (1): implementation of this is relatively easy.
> There is one caveat however: many analytical functions
> in fact use MORE than one input array. For example Stochastics use
> Close, Open and High arrays as inputs.
> ATR too needs OHLC, not only close.
> 
> As to (2): not every function is suitable for this kind of 
operation. Although 
> theoretically it is possible to rewrite every function to accept 
such 'variable
> periods' the practice shows that transformations that are recurrent 
in nature
> (exponential averages for example) are extremely 'sensitive' if 
parameter(s)
> change to fast. A kind of "frequency modulation" effect appears 
that may produce
> distortions therefore one should be careful working with adaptive 
systems
> using recurrency-based transformations.
> 
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message ----- 
> From: <uenal.mutlu@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Friday, April 18, 2003 5:28 PM
> Subject: Re: [amibroker] Dynamic Indicators Poll -- VOTE AGAIN, 
PLEASE
> 
> 
> > And IMHO also 
> >   LINEARREG, LINREGSLOPE, TSF 
> > should be removed from your list. Please
> > check the remaining too... Test it in AFL editor (it will inform 
you
> > via a small hint window about the params after you type the 
opening brace).
> > UM
> > 
> > ----- Original Message ----- 
> > From: <uenal.mutlu@xxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Friday, April 18, 2003 5:21 PM
> > Subject: Re: [amibroker] Dynamic Indicators Poll -- VOTE AGAIN, 
PLEASE
> > 
> > 
> > > Hi mark, 
> > > can you clarify BBANDBOT and BBANDTOP; 
> > > IMHO they both already do accept user defined arguments
> > > for all the 3 possible parameters to them. 
> > > UM
> > > 
> > > 
> > > ----- Original Message ----- 
> > > From: "markf2" <feierstein@xxxx>
> > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > Sent: Friday, April 18, 2003 4:03 PM
> > > Subject: [amibroker] Dynamic Indicators Poll -- VOTE AGAIN, 
PLEASE
> > > 
> > > 
> > > > In Message 38132, Tomasz pointed out that HHV, LLV, HHVBars, 
LLVBars,
> > > > DEMA, TEMA, MA, WMA, REF, and SUM already work with dynamic
> > > > parameters. When I updated the poll to reflect this, ALL 
votes were
> > > > lost so please vote again if you're still interested, LOL.
> > > > 
> > > > http://groups.yahoo.com/group/amibroker/surveys?id=1071266
> > > > 
> > > > I apologize for the confusion.  The fact that the above 
indicators and
> > > > functions accept dynamic parameters was reflected in release 
notes but
> > > > not in the 4.30 users guide that I used to make the poll.  
The fact
> > > > that so many of you voted for them shows you didn't know 
either, and
> > > > I've asked Tomasz to include this information in the next
> > > > documentation update.
> > > > 
> > > > Mark
> > > > 
> > > > "No good deed goes unpunished."
> > > > --Steve Karnish
> > 
> > 
> > 
> > 
> > Send BUG REPORTS to bugs@xxxx
> > Send SUGGESTIONS to suggest@xxxx
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> > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
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> > 
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http://docs.yahoo.com/info/terms/ 
> > 
> > 
> >


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