Re: [amibroker] Re: EFA vs FFT

["Stephane Carrasset" <s.carrasset@xxxxxxxxxxx>]

<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  DIMITRIS 
  TSOKAKIS 
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Sunday, May 16, 2004 10:41 AM
  Subject: [amibroker] Re: EFA vs FFT
  
  Stephane,a. What should I do after downloading and save this 
  the minimum total error.The only way to express this quantity is to sum 
  the abs(y-C1) for all bars and then minimize it.[In linear reg, for 
  example, we minimise the sum of (y-C1)^2]b1. What is your criterion, 
  if not the minimum of LastValue(Cum(abs(y-C1)));b2. Since you already 
  have the equation of your blue line, check if it gives smaller error to 
  see if it fits better than my white line.
Dimitri, That's the only thing I do today, was to 
compare the afl and the dll
the only difference between the Afl and the dll is 
the line

error=LastValue<FONT 
size=1>(Cum(<FONT 
color=#0000ff size=1>abs(y-new1))); in Afl
and becomes 
error=(Cum<FONT 
size=1>(abs(y-new1))); in 
the dll
 
the error is smallest in afl
<IMG alt="" hspace=0 src="jpg00063.jpg" 
align=baseline border=0>
 
But, I must think again about lastvalue 
in a loop, there is something that's I don't understand 
correctly
a simple example like <FONT 
color=#800000 size=1>
for(i=<FONT color=#ff00ff 
size=1>10;i<<FONT color=#ff00ff 
size=1>12;i++)
{
Plot(MFI<FONT 
size=1>(i),""<FONT 
size=1>,i,1<FONT 
size=1>);
Plot(<FONT 
face="Times New Roman">LastValue<FONT 
size=1>(<FONT face="Courier New" color=#0000ff 
size=1>MFI(i)<FONT 
face="Times New Roman" size=1>)<FONT face="Courier New" 
size=1>,""<FONT 
face="Courier New" size=1>,i<FONT 
size=1>+1<FONT 
face="Courier New" size=1>,<FONT face="Courier New" color=#ff00ff 
size=1>1);
}
shows that for all bars we have the MFI value of barcount 
-1
<BLOCKQUOTE 
>
  c. LastValue is used many times in my code, before the error 
  calculation[ in lastx, Daysback, aa, bb, Hor. I did not understand how 
  do you solve the LastValue in all these cases and where is the problem in 
  error=LastValue(...) line.d. In any case, it is reasonable to ask the 
  total error to be minimum. The error per bar would not make sense. We may 
  have a function that minimizes the error for the first, say, 500 bars but 
  not for all bars.d. I will agree that LastValue(array) is known 
  "before" the last bar.There is no problem here, I use the results of all 
  the LastValue()s exactly at the last bar, not before. This way of use does 
  not introduce any "looking into the future" problem.[A problem, for 
  example, would be to use a LastValue() result in the middle of an 
  array and DECIDE for tomorrows movements]TIADimitris 
  TsokakisPS:Stephane's attachements are at <A 
  href="">http://www.purebytes.com/archives/amibroker/2004/msg07780.html


Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx 
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html








Yahoo! Groups Sponsor


  ADVERTISEMENT 












Yahoo! Groups Links
To visit your group on the web, go to:http://groups.yahoo.com/group/amibroker/ 
To unsubscribe from this group, send an email to:amibroker-unsubscribe@xxxxxxxxxxxxxxx 
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.

Attachment: Description: ""