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Re: [amibroker] Re: Laguerre RSI Indicator



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Easy way for neuronaly challanged people like me 
to remember...
 
Z 
=(A*B)+(C*PREV);
can be written in AFL 
as:Z = AMA2( A(rray), B, C );
-CS
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Jayson 
  
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Tuesday, December 09, 2003 12:03 
  PM
  Subject: RE: [amibroker] Re: Laguerre RSI 
  Indicator
  
   
  <FONT face=Arial color=#0000ff 
  size=2>Thanks Dale,
  <FONT face=Arial color=#0000ff 
  size=2> 
  Ara 
  pointed out privately that my first solution was incorrect. Following Tomasz's 
  example in 11896 ...
  <FONT face=Arial color=#0000ff 
  size=2> 
  MS example 
  (close*0.18)+(PREV*0.82)can be written in AFL as:result = AMA2( 
  close, 0.18, 0.82 );orresult = AMA( close, 0.18 
  );
  <FONT 
  face="Courier New"> 
  <FONT face=Arial color=#0000ff 
  size=2>could we perhaps use AMA2 (which I always struggle with) to arrive at 
  something like?........ 
  <FONT face=Arial color=#0000ff 
  size=2> 
  <FONT 
  face=Arial color=#0000ff> 
  g=<FONT face=Arial 
  color=#0000ff size=2>0.5<FONT face=Arial 
  color=#0000ff>;
  L0=<FONT 
  color=#0000ff>AMA2(<FONT 
  size=2>1-g*<FONT 
  size=2>C<FONT 
  size=2>,1<FONT color=#282828 
  size=2>,g);
  L1=-<FONT 
  color=#0000ff>AMA2(g*L0 +<FONT 
  size=2>Ref( L0,-1<FONT 
  size=2>),1<FONT color=#282828 
  size=2>,g);
  L2=-<FONT 
  color=#0000ff>AMA2(g*L1 +<FONT 
  size=2>Ref( L1,-1) 
  ,1<FONT 
  face=Arial color=#0000ff>, g);
  L3=-<FONT 
  color=#0000ff>AMA2(g*L2 +<FONT 
  size=2>Ref( L2,-1<FONT 
  size=2>),1<FONT color=#282828 
  size=2>,g);
  <FONT face=Arial 
  color=#0000ff> 
  cu= <FONT 
  color=#0000ff>IIf(L0>L1, 
  L0-L1,0) +<FONT 
  size=2>IIf(L1>L2, L1-L2,<FONT 
  size=2>0) + IIf<FONT 
  size=2>(L2>L3, L2-L3,0<FONT 
  color=#282828 size=2>);
  cd= <FONT 
  color=#0000ff>IIf(L0<L1, 
  L1-L0,0) + <FONT 
  size=2>IIf(L1<L2, L2-L1,<FONT 
  size=2>0) + IIf<FONT 
  size=2>(L2<L3, L3-L2,0<FONT 
  color=#282828 size=2>);
  temp= <FONT 
  color=#0000ff>IIf(cu+cd==<FONT 
  size=2>0, -1<FONT 
  color=#282828 size=2>,cu+cd);
  x=<FONT 
  color=#0000ff>IIf(temp==-<FONT 
  size=2>1,0<FONT 
  color=#282828 size=2><FONT face=Arial 
  color=#0000ff>,cu/temp);<FONT 
  color=#0000ff>
  <FONT face=Arial 
  color=#0000ff size=2><FONT 
  face=Arial color=#0000ff><FONT 
  color=#282828> 
  <FONT 
  color=#0000ff>Plot(x,"",4);
  <FONT face=Arial color=#0000ff 
  size=2>graphxspace=10;
  <FONT face=Arial color=#0000ff 
  size=2> 
  Regards, 
  Jayson 
  <FONT face=Tahoma 
  size=2>-----Original Message-----From: msc626 
  [mailto:msc626@xxxxxxxxx]Sent: Tuesday, December 09, 2003 1:08 
  PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re: 
  Laguerre RSI IndicatorAlso, check out messages 
  #11896, 12560 & 28399.dale b--- In amibroker@xxxxxxxxxxxxxxx, 
  "rck1135" <rkrebs@xxxx> wrote:> Thanks to Ara, Graham and Jayson 
  for your responses to my post re the > Laguerre RSI 
  indicator.  Obviously, the MS code is vastly different > than the 
  AFL language, but the result is plotted by the 'IF' > statement in the 
  last line; If temp is equal to -1 then display a '0' > otherwise 
  display the value of 'cu divided by temp'.  The trick in > this 
  formula is to duplicate the MS 'Prev' function and I appreciate > 
  the references to past posts on this subject.  The 'Prev' constant 
  > allows one to create self-referencing formulas - one that is able 
  to > reference the previous period's value of itself.  
  Example:> ((H+L+C)/3)+PREV> the formula divides the High, Low 
  and Close price by 3 and then adds > this value to Yesterday's 
  value of the ((H+L+C)/3).  > One wouls assume that the PREV 
  function could be readily replace by > the AB Ref() function, but it is 
  not that easy.  At any rate I will > continue to attemp[t a 
  conversion of this indicator as it is pretty > good.> > 
  Thanks again,> Ron> > > > g:=0.5;> 
  L0:=((1-g)*C) + (g*PREV);> L1:=(-g*L0) + Ref(L0,-1) + (g*PREV);> 
  L2:=(-g*L1) + Ref(L1,-1) + (g*PREV);> L3:=(-g*L2) + Ref(L2,-1) + 
  (g*PREV);> > cu:= If(L0>L1, L0-L1,0) + If(L1>L2, L1-L2,0) 
  + If(L2>L3, L2-L3,0);> cd:= If(L0<L1, L1-L0,0) + If(L1<L2, 
  L2-L1,0) + If(L2<L3, L3-L2,0);> > temp:= If(cu+cd=0, 
  -1,cu+cd);> If(temp=-1,0,cu/temp)Send BUG 
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