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Not to mention the fact that at least from my own perspective I could
care less about doing this for functions that are easily dealt with
in straight AFL without the newer for/while/if/else constructs which
by their nature will slow things to a semi-crawl.
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
> 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
> >
> >
> >
> > Yahoo! Groups Sponsor
> >
> >
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