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Mornin'
Mark,
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This is
my first post on this thread and I'm surely not a
mathematician.
<FONT face=Arial color=#0000ff
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<FONT face=Arial color=#0000ff
size=2>However, I do want to thank you for the idea of creating a test watchlist
or group with pairs of data files. I don't understand the
term "dimensional coherency", although I'm beginning to do so, thanks to
you. I do understand that some indicators and systems do not work if
you change from "actual futures prices" to "backadjusted futures prices", for
instance. I would always just try running a test case on each
set of data to see if the system or indicator was affected. I never
thought of the very simple task of having some manufactured data already set up,
as you propose, to do such testing.
<FONT face=Arial color=#0000ff
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<FONT face=Arial color=#0000ff
size=2>I created the data over night, however, and every system
that I have tested so far gives me the same results. This is probably
true because I have been extremely careful to make sure that the systems had
dimensional coherency even though I didn't know what it was
called.
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Thanks
again.
<BLOCKQUOTE
>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: MarkF2
[mailto:feierstein@xxxxxxxxx]Sent: Monday, June 23, 2003 7:09
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
Dimensionally Coherent Relative StrengthGentlemen,
since I'm the one who brought up dimensional coherency tobegin with, let
me make a suggestion.To get into mathematical discussions about this
is a waste of time. It would require precise definitions and could even
degenerate intothe posting of formal proofs. Is that what this forum
is about?Instead, simply make a group in your database with two files
of testdata... one would contain "real" historical data and the second
wouldcontain the *price data* (O,H,L,C) from the real file miltiplied by
aconstant that is not equal to 1. Then put up the original
angleindicator and toggle back and forth between the two data files if
youwant a visually compelling example of incoherency. You'll also
have atool to easily test any other theories about which indicators
orsystems are dimensionally coherent.Mark--- In
amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
<TSOKAKIS@xxxx>wrote:> Franco,> sorry for the wrong
spelling.> See the original ref posted above, Mr Eckhardt paragraph is
more than > clear for the Angles question [I hope we remember the
starting point > of this loooong thread]> Dimitris> ---
In amibroker@xxxxxxxxxxxxxxx, "fgornati" <fgornati@xxxx> wrote:>
> --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" >
<TSOKAKIS@xxxx> wrote:> > > Franko,> > > we
will make a lot of rounds without definitions. Do you have, > > >
perhaps, Eckhardt reference on the subject ?> > > > No, I
don't. I'm based on Mark's quoting.> > BTW, you surely know that you
could always normalize the MACDs > dividing them for example for
something such as> > > > Plot(MACDofy/HHV(MACDofy,
50)*100,"MACD of 10*x",colorBlue,1);> > Plot(MACDofx/HHV(MACDofx,
50)*100,"MACD of x",colorRed,1); > > > > Dimitris,
pleeease put a 'c' instead of a 'k'. Franco not Franko ;-)> >
> > Have a nice day> > > >
FrancoSend
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