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Tomasz,
thank you for your reply.
I want to plot MACDBULL, for example, in IB.
Your dialogue with Peter was for AA through exploration.
If I miss something, please advise.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Dimitris,
>
> I provided already the code that calculates the composite
> without AddToComposite, but it requires version 4.32.0 or higher
> (4.36.0 for example) because it uses 'for' loop.
>
> Once you upgrade to the recent version you will enjoy
> the power of native looping in AFL.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Wednesday, May 14, 2003 9:43 PM
> Subject: [amibroker] Array processing in Loops (Tomasz) [was] Re:
The use of the Powsmooth
>
>
> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
<amibroker@xxxx>
> > wrote:
> > > Hello,
> > >
> > > No, I meant use AddToComposite that is exactly provided for
> > creation of composites.
> >
> > Tomasz,
> > AddToComposite scan can create composites, if you are free to
scan
> > and you have nothing else to do.
> > It is not always that easy.
> > Since there is a small distance from theory to application,
please
> > try to understand the problem of the last hour decision. i tried
to
> > give a rough example at the "No title" message. The real thing is
> > much more complicated, when one has to check more than two
> > conditions .
> > TIA
> > Dimitris Tsokakis
> > > But if you really want to do this hard way you may use the code
I
> > provided in my
> > > second response.
> > >
> > > Instead of your
> > > currADX = ForeignADX( ticker, 14 );
> > >
> > > // ^ should hold ForeignADX Array
> > >
> > > for (i=1;i<BarCount;i++)
> > >
> > > {
> > >
> > > MeanADX[i] = MeanADX[i] + currADX[i];
> > >
> > > }
> > >
> > >
> > >
> > > Use:
> > > currADX = ForeignADX( ticker, 14 );
> > > // ^ should hold ForeignADX Array
> > >
> > > MeanADX = MeanADX + currADX;
> > >
> > >
> > > Because it is faster and easier to just use AFL array
processing
> > that allows to add arrays directly.
> > >
> > > Best regards,
> > > Tomasz Janeczko
> > > amibroker.com
> > > ----- Original Message -----
> > > From: bluesinvestor
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Sent: Tuesday, May 13, 2003 8:17 PM
> > > Subject: RE: [amibroker] Array processing in Loops (Tomasz)
[was]
> > Re: The use of the Powsmooth
> > >
> > >
> > > Tomasz,
> > >
> > >
> > >
> > > So when a new ticker is loaded in an exploration MeanADX will
> > remain global and not get reset?
> > >
> > >
> > >
> > > Regards,
> > >
> > > Peter
> > >
> > >
> > >
> > > -----Original Message-----
> > > From: Tomasz Janeczko [mailto:amibroker@x...]
> > > Sent: Tuesday, May 13, 2003 2:04 PM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: Re: [amibroker] Array processing in Loops (Tomasz)
[was]
> > Re: The use of the Powsmooth
> > >
> > >
> > >
> > > Hello,
> > >
> > >
> > >
> > > Why do things so much complicated when they are easy.
> > >
> > >
> > >
> > > You CAN iterate through watch list.
> > >
> > > Simply click on FILTER button and set it to watch list of
your
> > choice.
> > >
> > > Then AA will automatically go through your watch list.
> > >
> > >
> > >
> > > Best regards,
> > > Tomasz Janeczko
> > > amibroker.com
> > >
> > > ----- Original Message -----
> > >
> > > From: bluesinvestor
> > >
> > > To: amibroker@xxxxxxxxxxxxxxx
> > >
> > > Sent: Tuesday, May 13, 2003 5:11 PM
> > >
> > > Subject: [amibroker] Array processing in Loops (Tomasz)
[was]
> > Re: The use of the Powsmooth
> > >
> > >
> > >
> > > Tomasz,
> > >
> > >
> > >
> > > I am trying to find an easy way to code Dimitris' Powsmooth
> > using UM's ABTool DLL (I would like to use a pure AFL method but
> > cannot seem to find a way to iterate through tickers in a
watchlist
> > via AFL).
> > >
> > >
> > >
> > > How does AB handle arrays when enclosed in a loop? This
does
> > not seem to work:
> > >
> > >
> > >
> > > /* 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;
> > >
> > > }
> > >
> > >
> > >
> > > wl = 0; // put your watchlist number (0..63) here; it
should
> > contain some tickers
> > >
> > > // (my WL 1 contains the 100 Nasdaq100 tickers)
> > >
> > >
> > >
> > > xxABtoolInit();
> > >
> > > Filter = 1;
> > >
> > > xtickercount = xxTickerCount(wl);
> > >
> > >
> > >
> > > ticker = xxTickerFirst(wl);
> > >
> > > MeanADX = 0;
> > >
> > > while(ticker != "")
> > >
> > > {
> > >
> > > currADX = ForeignADX( ticker, 14 );
> > >
> > > // ^ should hold ForeignADX Array
> > >
> > > for (i=1;i<BarCount;i++)
> > >
> > > {
> > >
> > > MeanADX[i] = MeanADX[i] + currADX[i];
> > >
> > > }
> > >
> > >
> > >
> > > ticker = xxTickerNext(wl);
> > >
> > > }
> > >
> > >
> > >
> > > xxABtoolInit(); //cleanup
> > >
> > >
> > >
> > > AddColumn(MeanADX,"MeanADX");
> > >
> > >
> > >
> > >
> > >
> > > Thanks in advance,
> > >
> > > Peter
> > >
> > >
> > >
> > > -----Original Message-----
> > > From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
> > > Sent: Monday, May 12, 2003 2:39 AM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: [amibroker] Re: The use of the Powsmooth
> > >
> > >
> > >
> > > Peter,
> > >
> > > thank you for the unexpected [because of time] reply.
> > >
> > > Sleep with the idea and talk again "tomorrow".
> > >
> > > It is 09.30 in Athens now, 32 Celsius and the summer is
already
> > at
> > >
> > > the corner.
> > >
> > > Dimitris Tsokakis
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "bluesinvestor"
> > <investor@xxxx>
> > >
> > > wrote:
> > >
> > > > Dimitris,
> > >
> > > >
> > >
> > > > Unfortunately it is late here and I cannot come with a
simple
> > >
> > > solution
> > >
> > > > to 'step' through foreign tickers to get the ADX
variable.
> > We would
> > >
> > > > have to list all the tickers involved.
> > >
> > > >
> > >
> > > > If there is a way (which I do not know or cannot think of
at
> > the
> > >
> > > moment)
> > >
> > > > then the situation would be easy to solve.
> > >
> > > >
> > >
> > > > Maybe someone will have a suggestion or solution by
morning.
> > >
> > > >
> > >
> > > > Regards,
> > >
> > > > Peter
> > >
> > > >
> > >
> > > > -----Original Message-----
> > >
> > > > From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
> > >
> > > > Sent: Monday, May 12, 2003 1:59 AM
> > >
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > >
> > > > Subject: [amibroker] Re: The use of the Powsmooth
> > >
> > > >
> > >
> > > > Peter,
> > >
> > > > to materialize this idea
> > >
> > > > http://groups.yahoo.com/group/amibroker/message/40198
> > >
> > > > in N100 database we need to write 100 lines with
> > >
> > > > ADX0=
> > >
> > > > ADX1=
> > >
> > > > ADX2=
> > >
> > > > ...
> > >
> > > > ADX99=
> > >
> > > > MeanADX=(ADX0+ADX1+ADX2+...+ADX99)/100;
> > >
> > > > Since you swim better in the iterations world, is there a
> > more
> > >
> > > > elegant way to do it [through stocknum perhaps...]
> > >
> > > > Of course, even if we take it as is, the advantage is
great,
> > >
> > > > especially for intraday use.
> > >
> > > > I suppose we make a STEP here.
> > >
> > > > Dimitris Tsokakis
> > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "bluesinvestor"
> > <investor@xxxx>
> > >
> > > > wrote:
> > >
> > > > > Dimitris,
> > >
> > > > >
> > >
> > > > > Without the JavaScript:
> > >
> > > > >
> > >
> > > > > /*PowSmooth and an application to Dratio*/
> > >
> > > > > dratio=DEMA(1000*(H-L)/(H+L),20);
> > >
> > > > >
> > >
> > > > > for(i=2;i<BarCount;i++)
> > >
> > > > > {
> > >
> > > > > t0[i]=(dratio[i]*dratio[i-1]*dratio[i-2])^(1/3);
> > >
> > > > > s0[i]=(dratio[i]*dratio[i-1])^(1/2);
> > >
> > > > > }
> > >
> > > > > PowSmooth=(s0+t0)/2;
> > >
> > > > >
> > >
> > > > > Filter=1;
> > >
> > > > > AddColumn(dratio,"DRATIO");
> > >
> > > > > AddColumn(s0,"SQRT");
> > >
> > > > > AddColumn(t0,"THIRD");
> > >
> > > > > AddColumn(Powsmooth,"PowSmooth");
> > >
> > > > > Plot(dratio,"dratio",1,8);
> > >
> > > > > Plot(PowSmooth,"PowSmooth",7,1);
> > >
> > > > >
> > >
> > > > > RRR=Powsmooth;// Replace this line with RRR=dratio; to
see
> > the
> > >
> > > usual
> > >
> > > > > Dratioresults
> > >
> > > > > D1=35;
> > >
> > > > > F1=RRR>=D1;F2=RRR<=D1;
> > >
> > > > > Sell=F2;Buy=F1;Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);
> > >
> > > > > Short=Sell;Cover=Buy;Short=ExRem
(Short,Cover);Cover=ExRem
> > >
> > > > (Cover,Short);
> > >
> > > > >
> > >
> > > > > Regards,
> > >
> > > > > Peter
> > >
> > > > >
> > >
> > > > > -----Original Message-----
> > >
> > > > > From: Dimitris Tsokakis [mailto:TSOKAKIS@x...]
> > >
> > > > > Sent: Saturday, May 10, 2003 7:19 AM
> > >
> > > > > To: amibroker@xxxxxxxxxxxxxxx
> > >
> > > > > Subject: [amibroker] The use of the Powsmooth
> > >
> > > > >
> > >
> > > > > The basic property of the Powsmooth
> > >
> > > > > http://groups.yahoo.com/group/amibroker/message/40077
> > >
> > > > > is to filter out fast zigzags, passing through them,
> > without
> > >
> > > > introducing
> > >
> > > > > important lags.
> > >
> > > > > When we use a cross level trading system, many times we
> > loose
> > >
> > > money
> > >
> > > > > because of oscillation of our indicator around the
> > >
> > > > > critical cross level.
> > >
> > > > > If our cross level is "good", then we should expect
[and we
> > shall
> > >
> > > > > see...] strong ask and bid when we are close to this
level.
> > >
> > > > > The result is the well known repeated whipsaws, which
> > usually
> > >
> > > > annihilate
> > >
> > > > > our profits.
> > >
> > > > > Unfortunately, the solution is not to smooth our
nervous
> > >
> > > indicator,
> > >
> > > > it
> > >
> > > > > will usually loose its charm to catch quickly the
market
> > changes.
> > >
> > > > > In this case [traders who use fast indicators will
> > understand
> > >
> > > very
> > >
> > > > well
> > >
> > > > > this syndrom...] the PowSmooth may offer great
assistance.
> > >
> > > > > Its smart curve will gently pass between the
accumulated
> > ziggy
> > >
> > > > points,
> > >
> > > > > avoid cascade entries/exits and substantially increase
our
> > >
> > > profits.
> > >
> > > > > See a characteristic example in the att. gif.
> > >
> > > > > In the first case, the dratio gives 8 trades in two
months,
> > with
> > >
> > > a
> > >
> > > > final
> > >
> > > > > +13%, oscillating around the critical level D=35.
> > >
> > > > > The PowSmooth, for the same ^NDX period, gives two
clear
> > trades
> > >
> > > and
> > >
> > > > > maximizes the profits to +20%.
> > >
> > > > > [settings buy/sell/short/cover at +1open, commission
0.5%,
> > stops
> > >
> > > > > disabled]
> > >
> > > > > The level D=35 is critical for the market, the D_ratio
> > frequntly
> > >
> > > > > oscillates up and down, until the market takes the
decision
> > to go
> > >
> > > > higher
> > >
> > > > > or lower.
> > >
> > > > > The usual D_ratio system gives for the whole market
nice
> > profits,
> > >
> > > > +340%
> > >
> > > > > since Jan2000.
> > >
> > > > > The PowSmooth D_datio makes the difference : +940% for
the
> > same
> > >
> > > > period
> > >
> > > > > and settings.
> > >
> > > > > For ^NDX we could nearly double the profits:
> > >
> > > > > Usual D_ratio : +550%, 37trades/28winners/9losers
> > >
> > > > > PowSmooth : +1165%, 27trades/23winners/4losers.
> > >
> > > > > A +550% is not that bad, a +1165% is much better.
> > >
> > > > > For CSCO, the signal generator of this transcendental
> > system
> > >
> > > [since
> > >
> > > > we
> > >
> > > > > "borrow" CSCO data for the basic curve] the situation
needs
> > >
> > > > > no further comments : the comparison is +370% vs +2000%.
> > >
> > > > > If you use fast and ziggy indicators and Cross level
> > systems,
> > >
> > > take a
> > >
> > > > > look at the PowSmooth, it may make you smile.
> > >
> > > > > Dimitris Tsokakis
> > >
> > > > > I use the trancendental CSCO D_ratio code
> > >
> > > > > /*Powsmooth CSCO D_ratio, written and used by
D.Tsokakis,
> > Sept
> > >
> > > > 2002*/
> > >
> > > > > H=Foreign("CSCO","H");L=Foreign("CSCO","L");
> > >
> > > > > dratio=DEMA(1000*(H-L)/(H+L),20);
> > >
> > > > > EnableScript("jscript");
> > >
> > > > > <%
> > >
> > > > > dratio = VBArray( AFL( "dratio" ) ).toArray();
> > >
> > > > > s=new Array();t=new Array();
> > >
> > > > > s[0]=0;t[0]=0;
> > >
> > > > > for(i=1;i<dratio.length;i++)
> > >
> > > > > {
> > >
> > > > > {t[i]=Math.pow((dratio[i]*dratio[i-1]*dratio[i-
2]),1/3);}
> > >
> > > > > {s[i]=Math.pow((dratio[i]*dratio[i-1]),1/2);}
> > >
> > > > > }
> > >
> > > > > AFL.Var("s0") =s ;
> > >
> > > > > AFL.Var("t0")=t;
> > >
> > > > > %>
> > >
> > > > > Powsmooth=(s0+t0)/2;
> > >
> > > > > RRR=Powsmooth;// Replace this line with RRR=dratio; to
see
> > the
> > >
> > > usual
> > >
> > > > > Dratioresults
> > >
> > > > > D1=35;
> > >
> > > > > F1=RRR>=D1;F2=RRR<=D1;
> > >
> > > > > Sell=F2;Buy=F1;Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);
> > >
> > > > > Short=Sell;Cover=Buy;Short=ExRem
(Short,Cover);Cover=ExRem
> > >
> > > > (Cover,Short);
> > >
> > > > >
> > >
> > > > >
> > >
> > > > >
> > >
> > > > >
> > >
> > > > > Yahoo! Groups Sponsor
> > >
> > > > >
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> > > > >
> > >
> > > >
> > >
> > >
> >
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> > >
> > > > 05
> > >
> > > > > 632198:HM/A=1564415/R=0/*http:/www.netflix.com/Default?
> > >
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> > >
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> > >
> > > > >
> > >
> > > > >
> > >
> > > > > <http://us.adserver.yahoo.com/l?
> > >
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> > >
> > > > >
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> > >
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> >
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> >
> > Send BUG REPORTS to bugs@xxxx
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> > -----------------------------------------
> > Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > --------------------------------------------
> > Check group FAQ at:
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> >
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---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
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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