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Herman,
It is very hard to estimate today´s StochD().
I watch every 1min the UK FTSE.
The Low of the day is given 4408.2.
Unfortunately it is also the LLV(L,14).
The Close of the day varies from 4408.2 up to the High of the day
4436.2.
Yesterday´s StochD() was quite low, 20.66.
For the StochD() studies it is very important to know if yesterday´s
StochD() will be the StochD() trough, as you understand.
The FTSE session is positive but cool, +0.2%, +0.4%, nothing specific
until now.
I have to wait the end, there are no alternatives for this
multiparametric indicator.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Herman vandenBergen" <psytek@xxxx>
wrote:
> Thank you so much DT, regretfully I'll be enroute back to Canada
for the
> next week or so, so I won't be able to hit the keys as often as I
would like
> :-(
>
> I will surely look at your code later and try to get to read the AB
posts
> now and then :-)
>
> take care,
> herman.
> -----Original Message-----
> From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
> Sent: January 29, 2004 7:57 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Successive Approximation in afl
>
>
> Herman,
> We may have another approach through while() statement.
> [For the simplicity, the //next decimals are in a loop form ]
>
> //Sqrt(X) approximation
> X=2;Precision=7;
> a=1;b=2;
> st0=0.1;//the initial step
> z=0;
> //1st decimal
> i=a;
> while(i^2<X)
> {
> z=i;
> i=i+st0;
> }
> //next decimals
> for(n=1;n<Precision;n++)
> {
> st0=0.1*st0;
> i=z;
> while(i^2<x)
> {
> z=i;
> i=i+st0;
> }
> }
> Title="Sqrt("+WriteVal(X,1.0)+")="+WriteVal(z,1+0.1*n);
>
> When we have the Sqrt(2)=1.41, the next loop will search 1.411,
> 1.412, 1.413, 1.414, 1.415 and will stop there, since 1.415 gives
> false output.
> In this way, the 3rd loop needs 5 steps instead of 10. Since
decimals
> will be equally disributed below and above 5 [I hope you dont
always
> search an 1.99999 !!] we gain many steps.
> Without this, one should begin from 1 and search every 0.00001 up
to
> 1.41421.
> This is done by the full code
>
> //Sqrt(X) full approximation
> X=2;Precision=5;
> a=1;b=2;
> st0=10^(-Precision);//the initial step
> z=0;
> //decimals
> i=a;
> while(i^2<X)
> {
> z=i;
> i=i+st0;
> }
> Title="Sqrt("+WriteVal(X,1.0)+")="+WriteVal(z,1+0.1*Precision);
>
> and it is not the best choice !!
>
> A simple criterion to see the difference, is your endless loop
> detection threshold.
> If it is set, for example, to 100000 iterations, the first method
> will permit Precision=7 whereas the 2nd[full] method will not go
more
> than Precision=5.
>
> The steps of the 1st method depend on the result : You will not be
> that lucky with Sqrt(3.56). It is 1.886796, all the decimal digits
> are >5 and the steps per digit will be 9+9+7+8+10+7
respectively !!
> It is much better to search Sqrt(2.2811), it is 1.510331 and will
> take 6+2+1+4+4+2 steps per digit.
> You may also put a small counter to count the total steps of the
> approximation, it is interesting.
> Dimitris Tsokakis
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Herman vandenBergen"
<psytek@xxxx>
> wrote:
> > Thank you DT, as usual your reply is not only informative but
> entertaining
> > :-) an 8x improvement in speed would be just fine. If my own
> solution is
> > general I will post it.
> >
> > I think I received enough ideas to try a few things, solving a
small
> > challenge with your owninput is half the fun and a better way to
> learn.
> >
> > Thanks everybody and have a great day!
> > herman
> > -----Original Message-----
> > From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
> > Sent: January 29, 2004 2:16 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Re: Successive Approximation in afl
> >
> >
> > Herman,
> > my method is a bit different.
> > I begin with the 1st digit accuracy [10 steps maximum, 1.0 to
1.9]
> > and localize
> > 1.4<sqrt(2)<1.5
> > Then, for the 2nd digit, 10 steps [maximum] again to obtain
> > 1.41<sqrt(2)<1.42
> > and so on.
> > In the average, I need 5 steps per digit and, for a 3-decimal
> > accuracy it will take about
> > 5*5*5=125 steps instead of the normal 1000.
> > Archimedes, the copyright of the method, was not working with
> > decimals.
> > For some reason [not explained anywhere], his first choice
was
> the
> > sevenths of the unity 1/7, 2/7, 3/7 etc .
> > So, in his famous "Measurement of a Circle", he proves that
> > 3+1/7>pi>3+10/71
> > As you see, he slightly increases the denominator [he does not
> > increase the numerator].
> > There are some obscure statements, he never explained, for
> example,
> > how did he came to the [useful approximation]
> > 265/153<sqrt(3)<1351/780 [!!!].
> > but, we can not always have what we want...
> > Dimitris Tsokakis
> > --- In amibroker@xxxxxxxxxxxxxxx, "Herman vandenBergen"
> <psytek@xxxx>
> > wrote:
> > > thanks DT, I have to study your code but I think you have
the
> > general idea.
> > > I have an impossible formula to transform (it contains HHV
and
> LLVs,
> > > stochastic mutation) and want to find the x that would give
me
> the
> > given y.
> > > Right now I linearly increment x untill I hit my y-target,
> this is
> > awfully
> > > slow.
> > >
> > > like y = function(x); // y ranges 0-100 and I want 2 decimal
> places
> > for x
> > > that gives me a given y
> > >
> > > I thought cutting the range in half, see whether it is
greater
> or
> > less, cut
> > > the result in half again, etc. I am not a math guy but I
have
> used
> > > AD-converters that worked like that and what we can do in
> hardware
> > we can do
> > > in software :-)
> > >
> > > thanks for the starter DT,
> > > herman
> > >
> > >
> > >
> > >
> > > -----Original Message-----
> > > From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
> > > Sent: January 28, 2004 9:18 PM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: [amibroker] Re: Successive Approximation in afl
> > >
> > >
> > > Herman,
> > > You mean a procedure like this
> > >
> > > a=1;b=2;z=0;
> > > st0=0.1;st1=0.01;st2=0.01;
> > > //1st decimal
> > > for(i=a;i<b;i=i+st0)
> > > {
> > > if(i^2<2 AND (i+st0)^2>2)
> > > z=i;
> > > }
> > > //2nd decimal
> > > for(i=z;i<z+st0;i=i+st1)
> > > {
> > > if(i^2<2 AND (i+st1)^2>2)
> > > z=i;
> > > }
> > > //...etc
> > > Plot(z,"sqrt(2)",1,1);
> > >
> > > to find sqrt(2) without using all the values from 1 to 2 ?
> > > Dimitris Tsokakis
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Herman vandenBergen"
> > <psytek@xxxx>
> > > wrote:
> > > > Hello,
> > > >
> > > > has anybody come accross a successive approximation
routine
> in
> > afl?
> > > Or
> > > > perhaps js?
> > > >
> > > > thanks,
> > > > herman
> > >
> > >
> > >
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