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Nope, I just find it amusing that after poo-poo'ing this stuff for
days, it's obvious that a bunch of effort got put into something not
though to be worth while and personally I don't like band-aide
programming.
--- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxxx> wrote:
> Pretty grumpy there, Fred!
>
> d
>
> -----Original Message-----
> From: Fred [mailto:fctonetti@x...]
> Sent: Saturday, April 19, 2003 11:14 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Fw: Smoothing Factors
>
>
> Urgent ? The only thing URGENT is your apparent need to find work
> arounds.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Dimitris Tsokakis"
<TSOKAKIS@xxxx>
> wrote:
> > Here is some applications.
> >
> > /*Analytic RSI of an Array with fixed period*/
> > t=14;// fixed period
> > Var=C;// variable array
> > Up=IIf(Var>Ref(Var,-1),abs(Var-Ref(Var,-1)),0);
> > Dn=IIf(Var<Ref(Var,-1),abs(Var-Ref(Var,-1)),0);
> > Ut=Wilders(Up,t);Dt=Wilders(Dn,t);
> > RSIvar=100*(Ut/(Ut+Dt));// the RSI of an array with fixed period
> > Plot(RSIvar,"",1,1);
> > Plot(RSI(t),"",2,2);// verification1
> > Plot(RSIA(Var,t),"",4,8);// verification2
> >
> > /*Analytic RSI of an Array with variable period*/
> > Tvar=14;// variable period
> > Var=C;// variable array
> > Up=IIf(Var>Ref(Var,-1),abs(Var-Ref(Var,-1)),0);
> > Dn=IIf(Var<Ref(Var,-1),abs(Var-Ref(Var,-1)),0);
> > Ut1=AMA(Up,1/Tvar);Dt1=AMA(Dn,1/Tvar);
> > RSIvar1=100*(Ut1/(Ut1+Dt1));// the RSI of an array with variable
> period
> > Plot(RSIvar1,"",4,8);
> > Plot(RSI(14),"",2,2);// verification
> >
> > Application1: the RSI of Close when period varies from 14 to 28
> >
> > Tvar=14+Cum(1)%15;// variable period from 14 to 28
> > Var=C;// variable array
> > Up=IIf(Var>Ref(Var,-1),abs(Var-Ref(Var,-1)),0);
> > Dn=IIf(Var<Ref(Var,-1),abs(Var-Ref(Var,-1)),0);
> > Ut1=AMA(Up,1/Tvar);Dt1=AMA(Dn,1/Tvar);
> > RSIvar1=100*(Ut1/(Ut1+Dt1));// the RSI of an array with variable
> period
> > Plot(RSIvar1,"",4,8);
> > Plot(RSI(14),"",2,1);// comparison with RSI(14)
> >
> > Application2 : The RSI of StochD(20) with variable period from 14
> to 28
> >
> > Tvar=14+Cum(1)%15;// variable period from 14 to 28
> > Var=StochD(20);// variable array
> > Up=IIf(Var>Ref(Var,-1),abs(Var-Ref(Var,-1)),0);
> > Dn=IIf(Var<Ref(Var,-1),abs(Var-Ref(Var,-1)),0);
> > Ut1=AMA(Up,1/Tvar);Dt1=AMA(Dn,1/Tvar);
> > RSIvar1=100*(Ut1/(Ut1+Dt1));// the RSI of an array with variable
> period
> > Plot(RSIvar1,"",1,8);
> >
> > Tvar=14;// fixed period
> > Var=StochD(20);// variable array
> > Up=IIf(Var>Ref(Var,-1),abs(Var-Ref(Var,-1)),0);
> > Dn=IIf(Var<Ref(Var,-1),abs(Var-Ref(Var,-1)),0);
> > Ut1=AMA(Up,1/Tvar);Dt1=AMA(Dn,1/Tvar);
> > RSIvar2=100*(Ut1/(Ut1+Dt1));// the RSI of an array with fixed
period
> > Plot(RSIvar2,"",4,8);
> >
> > Since we read urgent requests for this subject, use temporarily
> these AFL solutions until Tomasz will add similar subjects to
> > official editions/upgrades.
> >
> > ----- Original Message -----
> > From: Dimitris Tsokakis
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Saturday, April 19, 2003 2:04 PM
> > Subject: Smoothing Factors
> >
> >
> > Any EMA or Wilders smoothing may contain variable period through
> AMA smoothing.
> > We just need some relations, posted many times in this list.
> > Save somewhere the IB code for further reference
> >
> > Wilderssmooth=14;
> > EMAsmooth=2*Wilderssmooth-1;
> > AMAsmooth=2/(EMAsmooth+1);
> > Plot(Wilders(C,Wilderssmooth),"",1,1);
> > Plot(EMA(C,EMAsmooth),"",4,8);
> > Plot(AMA(C,AMAsmooth),"",2,2);
> >
> > you will verify that after the 2*t first bars the tree plots
> coincide [with a second decimal accuracy]
> > and we can call them the same thing.
> > Consequently, any T/A formula including EMA [like MACD] or
Wilders
> [like RSI] smoothing may be equivalent
> > to an AMA formula, which accepts variable period by default.
> > Since MA, DEMA and TEMA also accept variable period, I do not see
> any smoothing procedure missing in AFL
> > structure.
> > Dimitris Tsokakis
>
>
>
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