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RE: [amibroker] Blank bars in right margin, plotting into the future



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It is 10min before 15:00, in the middle of the Aegean sea.
Internet connection will be poor the next hours.
I need 4-5h to prepare the night fishing, now that the winds calm 
down.
Wish me luck [my calculations are not always enough...]
For any fascinating AFL news, 10 h later, our "marconi" said to sign 
off, he knows better.
DT
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx> 
wrote:
> YHOO [and/or web] delays are funny sometimes.
> Anyway, we talk the same language, another AFL plus...
> Have a nice day
> Dimitris Tsokakis
> --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" 
<TSOKAKIS@xxxx> 
> wrote:
> > Example:
> > If the Close array has a 10% distortion 100 bars ago [GREEN 
> > TRIANGLE], when the RSI(4) has less than 0.01 distortion ?
> > Try the
> > 
> > R1=RSI(4);
> > Plot(R1,"R1",1,1);
> > L1=LastValue(Cum(1)); D=100;
> > Ic=C;
> > percentage=10/100;
> > C[L1-D]=(1+percentage)*Ic[L1-D];
> > R2=RSI(4);
> > Plot(R2,"R2",4,1);
> > Plot((Cum(1)>L1-D)*(abs(R1-R2)<0.01),"",7,2+styleThick);
> > GraphXSpace=1;
> > PlotShapes((Cum(1)==L1-D)*shapeUpTriangle,colorBrightGreen);
> > 
> > Dimitris Tsokakis
> > --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" 
> <TSOKAKIS@xxxx> 
> > wrote:
> > > Herman,
> > > 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@x...]
> > > >   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 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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> > > > 
> > > > 
> > > > 
> > > > --------------------------------------------------------------
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