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Variable period is not that simple.
Let me use an example:
k is either 0.1 or 0.9 bar per bar
0.1, 0.9, 0.1, 0.9 etc
Do not expect AMA(C,k) to zig between AMA(C,0.1) and AMA(C,0.9)
Try in IB the
Plot(AMA(C,0.1),"",4,1);Plot(AMA(C,0.9),"",5,1);
k=0.1+0.8*(Cum(1)%2);//Plot(k,"",2,8);
Plot(AMA(C,k),"",1,8);
It is better to study these cases and learn what is expected before
hitting the magic Apply IB button.
The zig function will be the
(Cum(1)%2==1)*AMA(C,0.1)+(Cum(1)%2==0)*AMA(C,0.9)
as you may see adding the
Plot((Cum(1)%2==1)*AMA(C,0.1)+(Cum(1)%2==0)*AMA(C,0.9),"",2,8);
It is not easy and, let me repeat here, variable inputs is not the
magic stick. If our "logic" is not correct, the upcoming facilities
will not solve any coding [and, above all, trading] problem.
DT
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> Fred,
> take a look at
>
> per=10+Cum(1)%20;//variable period from 10 to 29
> 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);
> Plot(StochDa,"",1,1);Plot(StochD(),"",4,8);
>
> for example.
> DT
> --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
> > 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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> amiquote@xxxxxxxxxxxxxxx
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> > > >
> > > >
> > > >
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