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RE: [amibroker] Re: Fw: Smoothing Factors



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You 
really should chill out.  If you don't like what he's doing then don't use 
it.  You're getting very possessive of this product and being very 
ungrateful for the contributions of others if they don't do it the way that you 
think it ought to be done.
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Step 
back and re-read your messages this am..  did you forget to take that 
little purple pill?  
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  <FONT 
  face=Tahoma size=2>-----Original Message-----From: Fred 
  [mailto:fctonetti@xxxxxxxxx] Sent: Saturday, April 19, 2003 11:27 
  AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re: 
  Fw: Smoothing FactorsNot 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@xxxx] > > 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 
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