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<FONT face=Arial color=#0000ff
size=2>Hi DT,
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>The easiest way would be to save the RSI() before modification and then
calculate the percentage change between the two - this could be show as an
indicator...it is quite interesting to see what happens if you set a change and
then move it along the X-axis.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>take care,
<FONT face=Arial color=#0000ff
size=2>herman
<FONT face=Arial color=#0000ff
size=2>
<FONT
face=Arial>CursorBar = SelectedValue<FONT
color=#000000>(BarIndex())
== BarIndex<FONT
face=Arial>(); ParamPrice = <FONT
color=#0000ff>SelectedValue(<FONT
color=#ff0000>Close) * (<FONT
color=#ff00ff>1 + <FONT
color=#ff00ff>0.01 *<FONT
color=#0000ff>Param("Close
% Change",0<FONT
color=#000000>,-10<FONT
color=#000000>,10<FONT
color=#000000>,0.1<FONT
size=2>)); RSIs = <FONT
color=#0000ff>RSI(<FONT
color=#ff00ff>4<FONT
color=#000000>); Close<FONT
color=#000000> = IIf<FONT
color=#000000>(CursorBar,ParamPrice,<FONT
color=#ff0000>Close<FONT
face=Arial>); <FONT
color=#0000ff>Plot(<FONT
color=#ff0000>C,<FONT
color=#ff00ff>"Close",<FONT
color=#ff00ff>1,<FONT
color=#ff00ff>64<FONT
color=#000000>); Plot<FONT
color=#000000>(RSI<FONT
color=#000000>(4<FONT
color=#000000>),"RSI(4)"<FONT
color=#000000>,1<FONT
color=#000000>,1<FONT
color=#000000>|styleOwnScale<FONT
color=#000000>,0<FONT
color=#000000>,500<FONT
size=2>); StoRSI4 = (<FONT
color=#0000ff>RSI(<FONT
color=#ff00ff>4)-<FONT
color=#0000ff>HHV(<FONT
color=#0000ff>RSI(<FONT
color=#ff00ff>4),<FONT
color=#ff00ff>4))/(<FONT
color=#0000ff>HHV(<FONT
color=#0000ff>RSI(<FONT
color=#ff00ff>4),<FONT
color=#ff00ff>4)-<FONT
color=#0000ff>LLV(<FONT
color=#0000ff>RSI(<FONT
color=#ff00ff>4),<FONT
color=#ff00ff>4))*<FONT
color=#ff00ff>100<FONT
color=#000000>; Plot<FONT
color=#000000>(RSIs,"RSI(4)"<FONT
color=#000000>,5<FONT
color=#000000>,1<FONT
color=#000000>|styleOwnScale<FONT
color=#000000>|styleNoLabel<FONT
color=#000000>,0<FONT
color=#000000>,500<FONT
size=2>); <FONT
color=#0000ff>Plot(StoRSI4,<FONT
color=#ff00ff>"StoRSI4",<FONT
color=#ff00ff>1,<FONT
color=#ff00ff>1|<FONT
color=#ff0000>styleOwnScale|<FONT
color=#ff0000>styleNoLabel,<FONT
color=#ff00ff>0,<FONT
color=#ff00ff>500<FONT
color=#000000>); Plot<FONT
color=#000000>((RSIs-RSI<FONT
color=#000000>(4<FONT
color=#000000>))/RSI<FONT
color=#000000>(4<FONT
color=#000000>)*100<FONT
color=#000000>,"%Change"<FONT
color=#000000>,4<FONT
color=#000000>,1<FONT
color=#000000>|styleOwnScale<FONT
color=#000000>|styleNoLabel<FONT
color=#000000>,-100<FONT
color=#000000>,400<FONT
size=2>); <FONT
color=#ff0000>for(n=<FONT
color=#ff00ff>0;n<=<FONT
color=#ff00ff>100;n=n+<FONT
color=#ff00ff>10) <FONT
color=#0000ff>Plot(n,<FONT
color=#ff00ff>"",<FONT
color=#ff00ff>0,<FONT
color=#ff00ff>1|<FONT
color=#ff0000>styleOwnScale,<FONT
color=#ff00ff>0,<FONT
color=#ff00ff>500<FONT
color=#000000>); GraphXSpace<FONT
color=#000000> = 50<FONT
color=#000000>;
<FONT face=Tahoma
size=2>-----Original Message-----From: DIMITRIS TSOKAKIS
[mailto:TSOKAKIS@xxxxxxxxx]Sent: January 25, 2004 7:11
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
Using Param() to analyze system
price-sensitivityHerman,It would be interesting
to calculate how many bars we need to absorb a 10% distortion of C [absorb
means distortion < 1% for example]. Unfortunately it also depends on
the initial RSI(4) value and the number is not the same for any
stock.It may takes 30 or 40 bars sometimes.Dimitris Tsokakis--- In
amibroker@xxxxxxxxxxxxxxx, "Herman vandenBergen" <psytek@xxxx>
wrote:> Thank you DT, for your explanation and demo. Shows that it
is best to> understand the indicators one is using :-)>
> have a great day!> herman.> -----Original
Message-----> From: DIMITRIS TSOKAKIS
[mailto:TSOKAKIS@xxxx]> Sent: January 25, 2004 4:38
PM> To: amibroker@xxxxxxxxxxxxxxx>
Subject: [amibroker] Re: Using Param() to analyze system
price-sensitivity> > > --- In
amibroker@xxxxxxxxxxxxxxx, "Herman vandenBergen"
<psytek@xxxx>> wrote:> >
Hello,> >> > It took TJ's help to
get this little gem going, it allows you to> place
your> > cursor anywhere on your chart and modify/vary,
using the Param(),> the price> >
bar at that position. This is very useful when evaluating
the> response of> > systems and
indicators.> >> > Note that the
modified price is only available to subsequent code> in
the> > same formula. If you want to test a system you
need to either paste> the code> >
ahead of your system's code or copy it into an include file. Or,
if> you need> > the change to apply
to many formulas, you could use the> SaveParameter()
and> > GetParameter() OSAKA functions I posted some
weeks ago to> accomplish that.>
>> > In system analysis you may find that in some
systems a small price> change of>
> a few cents may make the difference between going Short or Long.
In> > Indicator analysis you may find that the effect of
a price change> last much> >
longer than you thought. For example the code below shows that
a> price> > change may effect the
RSI(4) value as far away 20 bars away.>
>> > have fun!> >
herman.> >> >
CursorBar = SelectedValue(BarIndex()) ==
BarIndex();> > ParamPrice = SelectedValue(Close) * (1 +
0.01 *Param("Close %> >
Change",0,-10,10,0.1));> > Close =
IIf(CursorBar,ParamPrice,Close);> >
Plot(C,"Close",1,64);> >
Plot(RSI(4),"RSI(3)",1,1|styleOwnScale,0,500);> >
StoRSI4 =
(RSI(4)-HHV(RSI(4),4))/(HHV(RSI(4),4)-LLV(RSI(4),4))*100;>
> Plot(StoRSI4,"StoRSI4",1,1|styleOwnScale,0,500);> >
for(n=0;n<=100;n=n+10) Plot>
(n,"",0,1|styleOwnScale|styleNoLabel,0,500);> >
GraphXSpace = 50;> > Herman,> The
RSI uses EMA.> [see varPER.txt in the Files
section]> Due to the recursive EMA character, a step change
of C needs> [theoretically] infinite number of bars to be
absorbed.> [see <A
href="">http://www.amibroker.com/library/detail.php?id=116
]> In practical use you see a finite number of bars because
of the 2-> digit accuracy of your
results.> If RSI was using MA, then the adaption time would
be finite.> Try to change by 20% a Close value 50 bars ago
for MA> >
R1=MA(C,4);Plot(R1,"R1",1,1);> L1=LastValue(Cum(1));
D=50;> Ic=C;>
percentage=20/100;>
C[L1-D]=(1+percentage)*Ic[L1-D];>
R2=MA(C,4);> Plot(R2,"R2",4,1);> The
distortion will disappear in 4 bars, no matter if you use>
percentage 20% or 50% or 100%.> If you try now>
> R1=EMA(C,4);Plot(R1,"R1",1,1);>
L1=LastValue(Cum(1)); D=50;> Ic=C;>
percentage=20/100;>
C[L1-D]=(1+percentage)*Ic[L1-D];>
R2=EMA(C,4);> Plot(R2,"R2",4,1);> the
distortion will have much longer impact and it changes as
you> change the percentage.> Dimitris
Tsokakis> > > > > > Send
BUG REPORTS to bugs@xxxx> Send SUGGESTIONS to
suggest@xxxx>
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