Khamsina11 wrote:
...I just can't translate it into AFL :-( .
Unfortunately, it far more difficult for me (loop, array).
here it is (i think). hopefully you have something to compare with.
let me know if it is wrong and i'll have another go at it. use ctrl-R
to call up the PARAM feature. adjust between 1 and 100.
brian and joe, this is not a linear regression and there is no need to
have it explained. it's just code.
\jeff
------------------------------------------------
Len=Param("Len",10,1,100,1);
k=1.253314;
Mean = MA(Avg, Len);
SumSqr=0;
for (i=Len-1;i<BarCount;i++)
{
for (j =0 ;j<Len;j++)
{
X[j] = C[i-j] - Mean[i];
if(j==0) MaxY=MinY=Y[j]=X[j];
else
{
Y[j] = Y[j-1] + X[j];
if(Y[j] > MaxY) MaxY = Y[j];
if (Y[j] < MinY) MinY = Y[j];
}
SumSqr[i] = SumSqr[i] + X[j]^2;
}
Rng[i]= MaxY - MinY;
}
scale=sqrt(SumSqr/Len);
Estmtr = log(Rng/(k * Scale)) / log(Len);
Plot(Estmtr,"Estmtr",colorBlack,styleLine);
---------------------------------------------------------
original code:
Inputs: Len(Numeric);
Vars: Mean(0), j(0), k(1.253314), SumSqr(0), Scale(0), MaxY(0),
MinY(0), Rng(0);
Arrays: X[100](0), Y[100](0);
Mean = Average((h+c+l)/3, Len);
SumSqr = 0;
for j = 0 to Len - 1 begin
X[j] = C[j] - Mean;
SumSqr = SumSqr + X[j] * X[j];
end;
Scale = SquareRoot(SumSqr / Len);
Y[0] = X[0];
MaxY = X[0];
MinY = X[0];
for j = 1 to Len - 1 begin
Y[j] = Y[j - 1] + X[j];
if Y[j] > MaxY then MaxY = Y[j];
if Y[j] < MinY then MinY = Y[j];
end;
Rng = MaxY - MinY;
Estmtr = Log(Rng/(k * Scale)) / Log(Len);
------------------------ Yahoo! Groups Sponsor --------------------~-->
What would our lives be like without music, dance, and theater?
Donate or volunteer in the arts today at Network for Good!
http://us.click.yahoo.com/Tcy2bD/SOnJAA/cosFAA/GHeqlB/TM
--------------------------------------------------------------------~->
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
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:
http://docs.yahoo.com/info/terms/