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There are NO magic sticks ... only tools and as I'll say again it's
better if the tools are DOCUMENTED as without documentation it's
all "Gee I hope this is how this works". This is why although I now
do all development in AB because it's mucho fast I still check
results of individual calculations of what I'm using to see what
they're doing ELSEWHERE. Obviously I didn't understand what this was
doing, did you ? do you ?
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> 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
> > > > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
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> > > > >
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> > > > >
> > > > >
> > > > >
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