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Dave,
Suppose we want to create the Stoch transformation for various
arrays, say MACD() and Signal().
The first method is analytic, you have to repeat 4 lines per array
a1=Signal();t=14;
H1=HHV(a1,t);L1=LLV(a1,t);
st=100*(a1-L1)/(H1-L1);
Plot(st,"StochSignal",1,1);
a1=MACD();t=14;
H1=HHV(a1,t);L1=LLV(a1,t);
st=100*(a1-L1)/(H1-L1);
Plot(st,"StochMACD",2,1);
The function method will give the same result in an elegant form.
Define first the st-function steps and then apply for any array.
//The Stochastic transformation
function st(array,t)
{
H1=HHV(array,t);
L1=LLV(array,t);
return 100*(array-L1)/(H1-L1);
}
Plot(st(Signal(),14),"StochSignal",1,1);
Plot(st(MACD(),14),"StochMACD",2,1);
The advantage of the function method is obvious.
Dimitris Tsokakis
PS: Note here that this st-function is a pseudo-stochastic, since the
arrays do not have HLC.
Expect saturated values for both 0 or 100 limits.
--- In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill" <dmerrill@xxxx>
wrote:
> I'm seeing a weird problem that I think may be the result of
something I
> don't understand about variable scoping. Check this out:
>
> ----------------------
> function StochTransform(array, period) {
> local LowValue;
> LowValue = LLV(array, period);
> return 100 * (array - LowValue) / (HHV(array, period) -
LowValue);
> }
>
> Diff = Signal(12, 26, 9);
> StochDiff = StochTransform(Diff, 5);
>
> //JunkIgnored = StochTransform(C, 14); // <<< ENABLING THIS
CHANGES Diff,
> WHY???
> //JunkIgnored = StochTransform(Diff, 14); // <<< BUT THIS
DOESN'T
> ----------------------
>
> First enter it into IB as given above, look at the chart, then
enable the
> first of the two commented out lines at the bottom. Notice that
Diff (blue
> histogram) changes drastically. Now enable the second one and not
the first,
> and things go back to "normal".
>
> I don't get this at all. It seems like it must be due to
interaction between
> the two calls to StochTransform, and in fact, if you create a copy
of the
> function called StochTransform2, and call that the second time, no
problem.
> Guessing further from the fact that using the same value for
the 'array'
> parameter in both cases also prevents the problem, most likely the
conflict
> is with the reuse of that formal parameter when the function is
called the
> second time.
>
> I've never seen this behavior before, and I don't understand it.
Among other
> things, if it's really true that you can't call the same function
more than
> once without interactions like this, a lot of code I've written
that I
> thought worked, didn't. Or is there some simple stupid bug in this
test that
> I'm missing?
>
> Ideas? Tomasz?
>
> Dave
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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