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[amibroker] Composites Update without scan( was Re: Relative Indicator Values)



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An interesting side effect of 
http://groups.yahoo.com/group/amibroker/message/40042
is that we may calculate MeanIndicators without AddToComposite() use.
It is obvious from
H1=H;L1=L;C1=C;
N0="^NDX";H=Foreign(N0,"H");L=Foreign(N0,"L");C=Foreign(N0,"C");
StochD0=StochD();
N1="MSFT";H=Foreign(N1,"H");L=Foreign(N1,"L");C=Foreign(N1,"C");
StochD1=StochD();
N2="INTC";H=Foreign(N2,"H");L=Foreign(N2,"L");C=Foreign(N2,"C");
StochD2=StochD();
H=H1;L=L1;C=C1;
MeanStochD=(StochD0+StochD1+StochD2)/3;
we may have the MeanStochD of a database as a daily function, updated 
with the new EOD without scan the database.
The great advantage is in intraday use, if you ever run 10 or 20 
times/session the AddToComposite() formula to see
is the MeanIndicator crosses the critical level or not.
The same idea may be applied to
http://groups.yahoo.com/group/amibroker/message/40045
expressed with the most recent amibroker function() property :
/* WRITE ONCE */
function ForeignADX( symbol, period )
{
/* save original price arrays */
SC = C;
SO = O;
SH = H;
SL = L;

C = Foreign( symbol, "C" );
H = Foreign( symbol, "H" );
L = Foreign( symbol, "L" );
O = Foreign( symbol, "O" );

Result = ADX( period ); // REPLACE THIS BY ANY AFL FUNCTION

/* restore original arrays */
C = SC;
O = SO;
H = SH;
L = SL;

return Result;
}


/* USE MANY TIMES */

ADX0=ForeignADX( "MSFT", 14 );

ADX1=ForeignADX( "IBM", 14 ); 

ADX2=ForeignADX( "AAPL", 14 );

MeanADX=(ADX0+ADX1+ADX2)/3;


Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx> 
wrote:
> Tomasz,
> My intention was to present an [interesting IMO] AddToComposite() 
> application, to show  "what can be done".
> I did not claim it was the shortest way to Rome.
> BTW, in your code you need the analytic definition of Stochastic 
> functions .
> [do you consider it easily available to a user ? I love the 
> definitions but, many messages in this list will not agree] 
> I am not sure if people have an easy reference to the analytic 
> definition for ANY AFL built-in function.
> Just some examples : accdist(), adx( ), chaikin(  ), mfi( ).
> Much more, who knows if adx(), for example, is a function of C or H 
> or L or V or a combination ?
> You also suppose a user familiar to T/A anlytic expressions, ie an 
> advanced user.
> [I do not have the same experience from the messages of this list]
> And, of course, I knew a quite simple solution without 
AddToComposite
> () or Function() or analytic definition use before posting
> this contribution.
> Just replace all HLCV arrays, redefine them at the end and thatīs 
it.
> H1=H;L1=L;C1=C;V1=V;
> N="^NDX";H=Foreign(N,"H");L=Foreign(N,"L");C=Foreign(N,"C");
> StochDNDX=StochD();
> N="MSFT";H=Foreign(N,"H");L=Foreign(N,"L");C=Foreign(N,"C");
> StochDMSFT=StochD();
> N="INTC";H=Foreign(N,"H");L=Foreign(N,"L");C=Foreign(N,"C");
> StochDINTC=StochD();
> Plot(StochDNDX,"^NDX",4,1);Plot(StochDMSFT,"MSFT",1,1);Plot
> (StochDINTC,"INTC",2,1);
> H=H1;L=L1;C=C1;V=V1;
> Plot(StochD(),Name(),7,2);
> Thank you for the interesting Function() example.
> Dimitris Tsokakis
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" 
<amibroker@xxxx> 
> wrote:
> > Hello,
> > 
> > Much easier to use (not requiring any pre-scan) and less resource 
> consuming is
> > ( AB 4.33 or higher )
> > 
> > function ForeignStochD( symbol, Kperiod, Dperiod )
> > {
> >  FC = Foreign( symbol, "C" );
> >  FH = Foreign( symbol, "H" );
> >  FL = Foreign( symbol, "L" );
> > 
> >  FASTSTOCHK = 100*(FC-LLV(FC,kPeriod))/(HHV(FH,kPeriod)-LLV
> (FL,kPeriod));
> >  SLOWSTOCHK = MA( FastStochK, Dperiod );
> >  SLOWSTOCHD = MA( SLOWSTOCHK, Dperiod ); 
> >  return SLOWSTOCHD;
> > }
> > 
> > Plot( ForeignStochD( "MSFT", 14, 3 ), "Stoch MSFT", colorRed );
> > 
> > Plot( ForeignStochD( "IBM", 14, 3 ), "Stoch MSFT", colorBlue );
> > 
> > Plot( ForeignStochD( "AAPL", 14, 3 ), "Stoch MSFT", colorGreen );
> > 
> > 
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message ----- 
> > From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Thursday, May 08, 2003 10:04 PM
> > Subject: [amibroker] Relative Indicator Values
> > 
> > 
> > > To compare indicator X values with some reference stocks, run 
in 
> AA 
> > > the
> > > 
> > > X=StochD();
> > > AddToComposite(X,"~StochD"+Name(),"C");
> > > Buy=0;
> > > 
> > > All individual Stochastics are now separate tickers
> > > ~StochD^NDX
> > > ~StochDAAPL
> > > ~StochDMSFT
> > > etc.
> > > In IB paste
> > > 
> > > Plot(Foreign("~StochD^NDX","C"),"^NDX",4,8);
> > > Plot(Foreign("~StochDMSFT","C"),"MSFT",1,1);
> > > Plot(Foreign("~StochDINTC","C"),"INTC",2,1);
> > > Plot(Foreign("~StochD"+Name(),"C"),Name(),7,2);
> > > 
> > > to compare each stock StochD with the 3 references ^NDX, MSFT, 
> INTC.
> > > 
> > > X may be any complicated function. Just place
> > >  
> > > X=myFunction;
> > > AddToComposite(X,"~myFunctionName"+Name(),"C");
> > > Buy=0;
> > > 
> > > Dimitris Tsokakis
> > > 
> > > 
> > > 
> > > Send BUG REPORTS to bugs@xxxx
> > > Send SUGGESTIONS to suggest@xxxx
> > > -----------------------------------------
> > > Post AmiQuote-related messages ONLY to: 
amiquote@xxxxxxxxxxxxxxx 
> > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > > --------------------------------------------
> > > Check group FAQ at: 
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
> > > 
> > > Your use of Yahoo! Groups is subject to 
> http://docs.yahoo.com/info/terms/ 
> > > 
> > > 
> > >


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