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Dimitris,
#40312 was a simple sample code. Of course it makes no
sense to extend it to 100 symbols.
The ABTool plugin allows you to do read the watch list.
I know that you don't trust 3rd party plugins but frankly
reading the watch list inside ABTool plugin is something you can trust.
But anyway...I will provide native AB solution.
One note however: using loops in indicators that iterate
over large number of symbols will SLOW DOWN
formula execution that many times as the number of symbols
you iterate through.
Especially in real-time applications it may become unacceptable
to run large loops inside indicators that get refreshed every second.
Therefore for performance reasons it is much better
to use AddToComposite. And that's why I opted for AddToComposite
solution and provided #40312 as a sample for SMALL number
of symbols.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, May 16, 2003 7:28 AM
Subject: [amibroker] Array processing in Loops (Tomasz) [was] Re: The use of the Powsmooth
> Mark,
> Tomasz replies to the subject were
> http://groups.yahoo.com/group/amibroker/message/40306
> http://groups.yahoo.com/group/amibroker/message/40312
> http://groups.yahoo.com/group/amibroker/message/40313
> http://groups.yahoo.com/group/amibroker/message/40321
> http://groups.yahoo.com/group/amibroker/message/40326
> Especially in #40312, the function GetTicker( index ) should need 100
> if/else
> lines to change Names to numbrers [for an 100 stocks database]
> It seems hard to avoid this step.
> In my "naive" Solution2 at
> http://groups.yahoo.com/group/amibroker/message/40414 I could not
> avoid writing the 100 names.
> The advantage of #40312 is that you do not have to repeat the
> indicator formula 100 times, you need to define ONCE an indicator
> function.
> It is interesting of course, but does not overcomes the main
> disadvantage of the 100 names [note that you should change the code
> lines whenever the N100 changes some members...]
> I hoped, as I wrote at the end of #40414, to "a flexible IB code to
> read internally the database names and give the final MACDBULL" but
> it is N/A for now.
> In other words, we do not have in IB the "Apply To" possibility,
> which plays a very important role in AA: When we select Apply to WL4,
> the program will iterate through all WL4 stocks without any care for
> their names or population.
> I do not know how to "read" the WL4 names from IB window.
> If something will change, I will revert.
> Dimitris Tsokakis
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "MarkF2" <feierstein@xxxx> wrote:
> > I'm also confused by this but then again, I'm not much of a
> programmer
> > and I'm just beginning to learn about loops. So if anyone ever puts
> > together the *complete code* for doing any composite function with
> > loops, *without* a plugin or having to individually list all the
> > stocks that are used to calculate it, I for one would love to see
> it.
> >
> > Mark
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
> > wrote:
> > > Dimitris,
> > >
> > > I have provided 2 versions: one that did not require any plugin
> > > and one that required plugin.
> > >
> > > I hope that this addresses your concern.
> > >
> > > Best regards,
> > > Tomasz Janeczko
> > > amibroker.com
> > > ----- Original Message -----
> > > From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
> > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > Sent: Thursday, May 15, 2003 1:21 PM
> > > Subject: [amibroker] Array processing in Loops (Tomasz) [was] Re:
> > The use of the Powsmooth
> > >
> > >
> > > > Thank you Tomasz, but, this solution was through some 3rd party
> > > > plugin, as far as I understand.
> > > > I do not know what other users may do, but I would never trade
> a
> > > > single euro on some unauthorised plugin, useful perhaps for the
> > > > creator.
> > > > If there is any AFL solution to the question I described at
> > > > http://groups.yahoo.com/group/amibroker/message/40414
> > > > please advise.
> > > > Else, leave the solution2 as is, it works fine and, above all,
> I do
> > > > not expect ANY surprises when the application time comes !!
> > > > I have many reasons to be an amibroker user, I have no reason
> to
> > > > become a 3rd party experimentalist.
> > > > Dimitris Tsokakis
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
> <amibroker@xxxx>
> > > > wrote:
> > > > > Dimitris,
> > > > >
> > > > > The code provided previously by me works in Indicator Builder
> too.
> > > > > Just replace AddColumn by Plot function.
> > > > >
> > > > > Best regards,
> > > > > Tomasz Janeczko
> > > > > amibroker.com
> > > > > ----- Original Message -----
> > > > > From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
> > > > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > > > Sent: Wednesday, May 14, 2003 10:47 PM
> > > > > Subject: [amibroker] Array processing in Loops (Tomasz) [was]
> Re:
> > > > The use of the Powsmooth
> > > > >
> > > > >
> > > > > > 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
> > > > > > > > >
> > > > > > > > > > >
> > > > > > > > >
> > > > > > > > > > >
> > > > > > > > >
> > > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > >
> > > > > >
> > > >
> <http://rd.yahoo.com/M=251812.3170658.4537139.1261774/D=egroupweb/S=17
> > > > > > > > >
> > > > > > > > > > 05
> > > > > > > > >
> > > > > > > > > > >
> > > > 632198:HM/A=1564415/R=0/*http:/www.netflix.com/Default?
> > > > > > > > >
> > > > > > > > > > mqso=60164784&par
> > > > > > > > >
> > > > > > > > > > > tid=3170658>
> > > > > > > > >
> > > > > > > > > > >
> > > > > > > > >
> > > > > > > > > > >
> > > > > > > > >
> > > > > > > > > > > <http://us.adserver.yahoo.com/l?
> > > > > > > > >
> > > > > > > > > > M=251812.3170658.4537139.1261774/D=egrou
> > > > > > > > >
> > > > > > > > > > > pmail/S=:HM/A=1564415/rand=998789952>
> > > > > > > > >
> > > > > > > > > > >
> > > > > > > > >
> > > > > > > > > > > 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 the
> Yahoo!
> > > > > > > > >
> > > > > > > > > > > <http://docs.yahoo.com/info/terms/> Terms of
> > > > Service.
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > > 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
> > > > > > > > >
> > > > > > > > > >
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> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > ------------------------ Yahoo! Groups Sponsor ---
> ------
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> > > > > > > > >
> > > > > > > > > --------------------------------------------------
> ------
> > > > ----
> > > > > > ----
> > > > > > > > -----~->
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > 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
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
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> > > > > > > > >
> > > > > > > > >
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> > > > > > > > >
> > > > > > > > > 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 the
> Yahoo!
> > > > Terms of
> > > > > > > > Service.
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > 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 the Yahoo!
> Terms
> > > > of
> > > > > > > > Service.
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > Yahoo! Groups Sponsor
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > 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 the Yahoo!
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> > > > of
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> > > > > > > > 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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> > > > > > > >
> > > > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > > 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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> > > > > >
> > > > > >
> > > >
> > > >
> > > >
> > > > Send BUG REPORTS to bugs@xxxx
> > > > Send SUGGESTIONS to suggest@xxxx
> > > > -----------------------------------------
> > > > Post AmiQuote-related messages ONLY to:
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>
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> -----------------------------------------
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
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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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