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[amibroker] Re: Fw: Smoothing Factors



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Fred,
perhaps you should read again your
http://groups.yahoo.com/group/amibroker/message/38177
I posted
http://groups.yahoo.com/group/amibroker/files/varPER.txt 
to cover temporarily this subject for both categories 1 and 2 as 
clearly descibed by Tomasz.
Do you prefer votes than codes ?
I did not understand the aggressive style and I will not add anything 
towards this direction.
I prefer much better the AFL posibilities, no matter if some people 
call it ..."band-aide programming"
Dimitris Tsokakis 


--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
> 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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