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Tomasz,
You are amazing. You listen to users and check their observations
and if a problem is found, the fix is out in a day or two.
Such responsiveness is in marked contrast to another stock software
program I use. It took me (and others) several weeks of emails and
post to "convince" the service staff that there really was an issue.
That was over a year ago. That software still has the problem
unfixed (although the support staff no longer try to claim there is
no problem).
I really like AB. Sure I would love to see my wish item at the top
of the TO DO list, but what I really appreciate is the commitment to
quality that you show. You really do listen to users.
Thanks again for a great product and super support.
b
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Fred,
>
> I can confirm that in some cases (when period varies a lot on bar-
by-bar basis)
> variable-period version of LLV/HHV gives incorrect values.
> I fixed this already in the development version and the fix will
be included
> in 4.33.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Fred" <fctonetti@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Friday, April 25, 2003 11:05 PM
> Subject: [amibroker] Re: How does it work, revisited ...
>
>
> > Tomasz,
> >
> > I understand the signal processing issues, what I want to better
> > understand is the calculation method ... We'll let the
description of
> > the methods for DEMA/TEMA/AMA/AMA2/WMA go for now but I would
> > appreciate it if you could check into HHV/LLV/HHVBars/LLVBars
with
> > variable periodicity when you get a chance as these do not
appear to
> > be working correctly or at least not from my understanding of
how
> > they should work. SUM/MA/REF seem to be working as expected.
> >
> > Thanks in advance, Fred
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
<amibroker@xxxx>
> > wrote:
> > > Hello,
> > >
> > > DEMA, TEMA, AMA, AMA2 (etc) work correctly, but they are
recursive
> > functions.
> > > You should really learn some signal processing basics
> > > BEFORE you apply variable periods to all recursive (IIR)
filters as
> > DEMA.
> > > One thing to remember is that DEMA uses PREVIOUS value
> > > to calculate current value therefore no "band-to-band" effect
> > > will appear.
> > > Second thing - If you read something about recursive filters
(IIR)
> > you will
> > > know that the frequency of smoothing parameter change should
> > > be much lower than frequency of the array you want to smooth.
> > > Otherwise very strong aliasing appears.
> > >
> > > LLV - requires further checking
> > >
> > > Best regards,
> > > Tomasz Janeczko
> > > amibroker.com
> > > ----- Original Message -----
> > > From: "Fred" <fctonetti@xxxx>
> > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > Sent: Friday, April 25, 2003 9:35 PM
> > > Subject: [amibroker] Re: How does it work, revisited ...
> > >
> > >
> > > > Tomasz,
> > > >
> > > > Please read my previous post again ... As I stated the
result of
> > SUM
> > > > & MA are AS EXPECTED ... but this is NOT true for LLV as an
> > example
> > > > nor for DEMA and some others ... Why is this ? Am I some
how
> > > > misunderstanding how these are supposed to work ?
> > > >
> > > > Fred
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
> > <amibroker@xxxx>
> > > > wrote:
> > > > > Fred,
> > > > >
> > > > > The result is perfectly OK.
> > > > > =================
> > > > >
> > > > > Your EO (variable period) is either 3 or 9
> > > > > So ResX is a sum of last 3 OR last 9 bars of
> > > > > Cum1 array.
> > > > >
> > > > > So it resulting sum is equal either upper or lower
> > > > > line of the channel.
> > > > >
> > > > > I suggest you to take a piece of paper or Excel sheet and
just
> > > > > 'simulate' the inner working of the code.
> > > > >
> > > > > Best regards,
> > > > > Tomasz Janeczko
> > > > > amibroker.com
> > > > >
> > > > >
> > > > > ----- Original Message -----
> > > > > From: "Fred" <fctonetti@xxxx>
> > > > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > > > Sent: Friday, April 25, 2003 8:54 PM
> > > > > Subject: [amibroker] How does it work, revisited ...
> > > > >
> > > > >
> > > > > > Someone I thought Tomasz stated that there were several
> > functions
> > > > or
> > > > > > indicators call them what you will that were already set
up
> > as
> > > > > > allowing variable periodicities. The question I have is
what
> > are
> > > > > > they calculating ?
> > > > > >
> > > > > > If you plot this on any graph:
> > > > > >
> > > > > > CUM1 = Cum(1);
> > > > > >
> > > > > > EO = IIf(int(CUM1 / 2) * 2 == Cum1, 3, 9);
> > > > > >
> > > > > > Res3 = Sum(Cum1, 3);
> > > > > > Res9 = Sum(Cum1, 9);
> > > > > > ResX = Sum(Cum1, EO);
> > > > > >
> > > > > > Plot(Res3, "3", colorWhite, styleLine | styleThick);
> > > > > > Plot(Res9, "9", colorWhite, styleLine | styleThick);
> > > > > > Plot(ResX, "X", colorRed, styleLine | styleThick);
> > > > > >
> > > > > > You get two white lines with a red line that bounces
back and
> > > > forth
> > > > > > between them. if you change the function from Sum to MA
you
> > get
> > > > the
> > > > > > same type of result, but if you change the function from
Sum
> > to
> > > > LLV
> > > > > > you do not get that result. How does this calculate ?
What
> > > > about
> > > > > > the other ones that were supposed to allow varaible
> > periodicity.
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > > Send BUG REPORTS to bugs@xxxx
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> > > >
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> >
> >
> >
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