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[amibroker] any futures simulator?



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As for the reason of this absurdity, we make a [usual] mistake here, 
we divide quantities without common measure...
[The tang is a ratio of $/time]
The tangent [in trig] is a ratio of two [perpendicular] sides of an 
orthogonal triangle. These sides have a common measure and any 
further relation makes sense.
Dimitris
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx> 
wrote:
> Herman,
> the angle is not indicative.
> Example for ^N225
> H1=11,186.82, L0=11,097.81
> H1-L0=89.01
> tang=89.01/1 [for two adjacent bars]
> and, finally, g=89.35 deg [!!!!!] for a H1/L0=1.008.
> In other words, the max gain was 0.8% and the angle appears almost 
> 90deg !!!
> Example for BEAS
> H1=6.7, L0=6.59
> H1-L0=0.11
> and, finally, g=6.27 deg for a max gain of 1.6% !!!
> 
> As you see, any quantitative comparison would give absurd results.
> Dimitris
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen" 
> <psytek@xxxx> wrote:
> > Thank you very much DT! Will post if i get any useful results.
> > 
> > btw, it seems that messages below 6433 are no longer availabel on 
> Yahoo.
> > 
> > take care,
> > herman.
> >   -----Original Message-----
> >   From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
> >   Sent: Tuesday, September 07, 2004 2:42 AM
> >   To: amibroker@xxxxxxxxxxxxxxx
> >   Subject: [amibroker] Re: Validating Crossings with the angle 
> between the
> > lines.
> > 
> > 
> >   Herman,
> >   The angle g will be
> > 
> >   x=Cum(1)-1;
> >   Lx=LastValue(x);
> >   g1=atan(H[Lx]-L[Lx-1]);
> >   g2=atan(L[Lx]-H[Lx-1]);
> >   pi=4*atan(1);
> >   g=g1-g2;
> >   f=180/pi;
> >   Title="g1="+WriteVal(f*g1)+", g2="+WriteVal(f*g2)+", 
g="+WriteVal
> >   (f*g);
> >   Plot(LineArray(Lx-1,L[Lx-1],Lx,H[Lx]),"",colorOrange,8);
> >   Plot(LineArray(Lx-1,H[Lx-1],Lx,L[Lx]),"",colorOrange,8);
> >   Plot(C,"",1,64);
> > 
> >   BTW, the result will not satisfy the visual part, as it is 
already
> >   explained [see messages   #3825,#3855,#3862 ]
> >   Dimitris
> >   --- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
> >   <psytek@xxxx> wrote:
> >   > Been staring at this for awhile.... a typical school 
> assignment :-)
> >   How
> >   > would one calculate the angles (in degrees) between two lines 
> that
> >   cross
> >   > between two adjacent bars, for example the angle between a 
line
> >   from the Low
> >   > of bar1 to the High of bar2, that crosses a line from the 
High 
> of
> >   Bar1 to
> >   > the Low of bar2.
> >   >
> >   > The solution needs to include gap conditions and is intended 
to
> >   help me
> >   > qualify line crossings by setting a minimum angle criteria 
and 
> thus
> >   > eliminate whipsaws between near parallel lines.
> >   >
> >   > many thanks for any help you can give,
> >   > herman
> >   >
> >   >
> >   >
> >   > [Non-text portions of this message have been removed]
> > 
> > 
> > 
> >   Check AmiBroker web page at:
> >   http://www.amibroker.com/
> > 
> >   Check group FAQ at:
> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > 
> > 
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