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Peter,
My request is for a built-in SAR(VarIAF,VarAF).
Of course you created a code solution and thank you very much for
sharing. Donīt you think that a built-in function would help people
who do not understand excellent codes like yours ? In the case
somebody wanted to change/tweak something, he should ask Peter all
the time and it is not polite or convenient.
DT
--- In amibroker@xxxxxxxxxxxxxxx, "bluesinvestor" <investor@xxxx>
wrote:
> Dimitris,
>
> I am not sure I understand your request ... did the function I
provided
> not help? I thought SAR(VarIAF,VarAF) was implemented in the funx I
> provided ...
>
> Peter
>
> Dimitris wrote:
> according to your trading style :
> 1. VarIAF1 is slow when the stock is o/s and fast when o/b.
> 2. VarIAF2 is fast when the stock is o/s and slow when o/s.
> 3. VarIAF3 is fast when the stock is either o/b or o/s and slow in
the
> congestive area.
> The following calibration puts all coefficients more or less in the
0.01
> to 0.03 area.
> DEMA(StochD(40),20) , a quite smooth trend detector was used to
generate
> VarIAF values.
> The basic idea was the deviation of the detector from the 50 line.
> The (DEMA(StochD(40),20)-50)/50 oscillates from -1 to +1 for almost
any
> stock and this gives a universal
> character to the VarIAF values.
> Here is the code
>
> // Variable Acceleration Factors for SAR application, by
D.Tsokakis, May
> 2003
> X=(DEMA(StochD(40),20)-50)/50;
> IAF3=0.01*(1+2*abs(X));Plot(IAF3,"",4,1);
> IAF2=0.01*(2-X);Plot(IAF2,"",5,1);
> IAF1=0.01*(2+X);Plot(IAF1,"",7,1);
> Title="VarIAF1 = "+WriteVal(IAF1,1.3) + " , VarIAF2 =
> "+WriteVal(IAF2,1.3) +" , VarIAF3 = "+WriteVal(IAF3,1.3) ;
>
> Note also that a VarAF should be between 10*VarIAF and 20*VarIAF.
> It is obvious that IAF1 [or IAF2] may be used as stand-alone trend
> detector : High prices when o/b, low prices when o/s
> and intermediate prices for the congestive area.
> Except DEMA(StochD(40),20) we may use other trend detectors as IAF
> generators.
> I hope this study will be useful when SAR(VarIAF,VarAF) will be
> implemented.
> Dimitris Tsokakis
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
> Sent: Saturday, May 03, 2003 2:51 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] New file uploaded to amibroker
>
>
> Hello,
>
> This email message is a notification to let you know that
> a file has been uploaded to the Files area of the amibroker
> group.
>
> File : /3 types of Variable IAF,.eml
> Uploaded by : dtsokakis <TSOKAKIS@xxxx>
> Description : 3 types of Variable IAF are described for variable
SAR
> applications
>
> You can access this file at the URL
>
> http://groups.yahoo.com/group/amibroker/files/3%20types%20of%
20Variable%
> 20IAF%2C.eml
>
> To learn more about file sharing for your group, please visit
>
> http://help.yahoo.com/help/us/groups/files
>
> Regards,
>
> dtsokakis <TSOKAKIS@xxxx>
>
>
>
>
>
>
>
> Send BUG REPORTS to bugs@xxxx
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