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Dave,
sorry for replying your question in "the wrong way", I will be more
careful in the future.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill" <dmerrill@xxxx>
wrote:
> Hi Dimitris, thanks for replying, but I don't think I understand
your
> answer. It seems like you're showing me the benefits of putting the
> stochastic transformation into a separate function, but you're
preaching to
> the choir. I *know* why I want to do that, that's why I it *was*
written as
> a function in the code I sent. I've had that StochasticTransform
function in
> my standard #include file for a long time; I just made it part of
the code
> itself so people could se the whole thing in one place.
>
> But none of that has to do with the problem I'm seeing. Did you run
the code
> I provided and look at the resulting charts, before and after un-
commenting
> out those lines I suggested? Please do try it; there's something
going on
> that I don't understand, and I'd love your comments.
>
> Anyone else try this?
>
> Dave
> -----Original Message-----
> From: DIMITRIS TSOKAKIS
>
>
> 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
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