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[amibroker] Re: Fw: Smoothing Factors



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Fine ... but maybe you should go back and read the history of this 
conversation.  I thought the primary importance was to have the 
functions be able to deal with arrays, any arrays without having to 
bandaide things by saving things into what should be protected arrays 
to begin with and beyond that it would be "nice" to have variable 
periodic capabilities for those functions that are NOT EASILY 
REPLICATABLE in straight AFL code.  As I posted days ago it's a 
simple enough exercise to build ones own variable period MACD or RSI 
using the functions that already exist WITHOUT resorting to 
for/while/if/else, but for some functions to the best of my knowledge 
it's just not possible.

The constant mis-characterization of discussions like this as "WE 
MUST HAVE THIS ASAP" or this is URGENT is worse than listening to the 
liberal press and it's of no particular value to have questions that 
were never asked then answered and purported to be solutions for 
problems that don't exist.

--- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxxx> wrote:
> 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.
>  
> Step back and re-read your messages this am..  did you forget to 
take
> that little purple pill?  
>  
> d
> 
> -----Original Message-----
> From: Fred [mailto:fctonetti@x...] 
> Sent: Saturday, April 19, 2003 11:27 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Fw: Smoothing Factors
> 
> 
> 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
> > > 
> > > 
> > > 
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