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Read your statements one at a time ONCE AND ONLY ONCE and tell me
where you see recursion ...
--- In amibroker@xxxxxxxxxxxxxxx, "dalengo" <dalengo@xxxx> wrote:
>
> could you please take a look at msg #93076.
> this is a simple recursion, constructs a moving average.
> do you see any problem with the code? it should do what
> TS code does. Code below does not...
> ?
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxxx> wrote:
> >
> > Again ... you are assuming that each statement is going to be
> > executed more than once i.e. ONCE PER BAR ...
> >
> > If this hard to visualize then do it in Excel so you can see
> it ...
> > make a column for each variable ... write the equation for the
> > variable at the top and copy it down ... nothing in any
> calculation
> > can be related to anything calculated further down in the AFL
> because
> > the results of what is further down will not have been calculated
> at
> > the time that the statements above are calculated ... again
> because
> > each one is executed ONLY ONCE ...
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxxx> wrote:
> > >
> > > I tried several variations, but I'm not getting it. It plots,
> but
> > has a
> > > very odd reaction with different periods and does not emulate
> the
> > chart
> > > previously posted and attached again. If any Tradestation
person
> > would
> > > like to have a look.
> > >
> > >
> > >
> > > Here's the code I have so far (with notes).
> > >
> > >
> > >
> > > //================= TWITCH FUNCTION ======================
> > >
> > > /*
> > >
> > > EASYLANGUAGE FUNCTION:
> > >
> > > Inputs: price(NumericSeries), initLength(NumericSimple);
> > >
> > > variables: length(0), x(0), y(0), y1(0), y2(0), u(0), u1(0),
u1_2
> > (0),
> > > u_2(0);
> > >
> > >
> > >
> > > If initLength <2 then length = 2 else length = initlength;
> > >
> > > if CurrentBar = 1 then begin
> > >
> > > x=(1- cosine(360/Length))/0.414213562;
> > >
> > > u=-x + squareroot(x*x+2*x);
> > >
> > > u1= 1.0-u;
> > >
> > > u1_2=u1*u1;
> > >
> > > u_2=u*u;
> > >
> > > y1=price;
> > >
> > > y2=y1;
> > >
> > > end;
> > >
> > > y=u_2* price+2*u1*y1-u1_2*y2;
> > >
> > > y2=y1;
> > >
> > > y1=y;
> > >
> > >
> > >
> > > TWITCH=Y
> > >
> > >
> > >
> > > //From Fred:
> > >
> > >
> > >
> > > Subject: [amibroker] Re: EasyLanguage question
> > >
> > >
> > >
> > > In the ela/d/s code ...
> > >
> > >
> > >
> > > Y = u_2* price+2*u1*y1-u1_2*y2;
> > >
> > > y2 = y1;
> > >
> > > y1 = y;
> > >
> > >
> > >
> > > The next time Y is calculated ( on the next bar ) Y2 will have
> the
> > >
> > > value of Y from two bars ago ... Y1 will have the value of Y
> from
> > >
> > > one bar ago ...
> > >
> > > */
> > >
> > > function twitch (tprice, initLength)
> > >
> > > { /*
> > >
> > > Code for this function coded by: BobR
> > >
> > > Code from Futures magazine Jan 2006, P39
> > >
> > > Adapted to Amibroker by TerryH on 1/31/2006
> > >
> > > */
> > >
> > >
> > >
> > > length = Max( 2, initLength);
> > >
> > > for (t = 1; t < BarCount; t++)
> > >
> > > {
> > >
> > > x[t] = (1 - cos(360 / length)) / 0.414213562;
> > >
> > > u[t] = -x[t] + sqrt(x[t]^2 + 2 * x[t]);
> > >
> > > u1[t] = 1 - u[t];
> > >
> > > //u1_2 = u1 * u1; //Substituted u1^2
> > >
> > > //u_2 = u * u; //Substituted u^2
> > >
> > > y1[t] = tprice[t-1];
> > >
> > > y2[t] = y1[t-1];
> > >
> > > }
> > >
> > > for (t = 1; t < BarCount; t++)
> > >
> > > {
> > >
> > > y[t] = u[t]^2 * tprice[t] + 2 * u1[t] * y1[t] - u1[t]^2
> * y2
> > [t];
> > >
> > > y2[t] = y1[t-1];
> > >
> > > y1[t] = y[t-1];
> > >
> > > }
> > >
> > > return y;
> > >
> > > }
> > >
> > > //================= END FUNCTION ======================
> > >
> > >
> > >
> > > Period = Param("Twitch Period",21,2,100,1,5); //number of bars
> to
> > use in
> > > "average"
> > >
> > > TwValue = twitch(C,period);
> > >
> > >
> > >
> > > Plot(C,Name(),colorBlack,styleLine);
> > >
> > > Plot(TwValue,"Twitch",colorRed);
> > >
> > >
> > >
> > > --
> > >
> > > Terry
> > >
> > >
> > >
> > > -----Original Message-----
> > > From: amibroker@xxxxxxxxxxxxxxx
> [mailto:amibroker@xxxxxxxxxxxxxxx]
> > On
> > > Behalf Of Terry
> > > Sent: Tuesday, January 31, 2006 12:50
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: RE: [amibroker] Re: EasyLanguage question
> > >
> > >
> > >
> > > Thanks Fred. That should let me make this thing work with a
loop.
> > >
> > >
> > >
> > > --
> > >
> > > Terry
> > >
> > >
> > >
> > > -----Original Message-----
> > >
> > > From: amibroker@xxxxxxxxxxxxxxx
> [mailto:amibroker@xxxxxxxxxxxxxxx]
> > On
> > >
> > > Behalf Of Fred
> > >
> > > Sent: Tuesday, January 31, 2006 11:43
> > >
> > > To: amibroker@xxxxxxxxxxxxxxx
> > >
> > > Subject: [amibroker] Re: EasyLanguage question
> > >
> > >
> > >
> > > In the ela/d/s code ...
> > >
> > >
> > >
> > > Y = u_2* price+2*u1*y1-u1_2*y2;
> > >
> > > y2 = y1;
> > >
> > > y1 = y;
> > >
> > >
> > >
> > > The next time Y is calculated ( on the next bar ) Y2 will have
> the
> > >
> > > value of Y from two bars ago ... Y1 will have the value of Y
> from
> > >
> > > one bar ago ...
> > >
> > >
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxxx> wrote:
> > >
> > > >
> > >
> > > > I am trying to convert a function called Twitcher from
> > TradeStation
> > >
> > > > EasyLanguage. Twitcher concept was published in last month's
> > >
> > > FUTURES
> > >
> > > > Magazine. Code is from a user's group.
> > >
> > > >
> > >
> > > > QUESTION: Does the following code for y refer to the next bar
> and
> > >
> > > next 2
> > >
> > > > bars or previous bars?
> > >
> > > >
> > >
> > > > Y = u_2* price+2*u1*y1-u1_2*y2;
> > >
> > > > y2 = y1;
> > >
> > > > y1 = y;
> > >
> > > >
> > >
> > > > Here's the entire EasyLanguage code (for the twitcher
function)
> > >
> > > >
> > >
> > > > EASYLANGUAGE FUNCTION:
> > >
> > > > Inputs: price(NumericSeries), initLength(NumericSimple);
> > >
> > > > variables: length(0), x(0), y(0), y1(0), y2(0), u(0), u1(0),
> u1_2
> > >
> > > (0),
> > >
> > > > u_2(0);
> > >
> > > >
> > >
> > > > If initLength <2 then length = 2 else length = initlength;
> > >
> > > > if CurrentBar = 1 then begin
> > >
> > > > x=(1- cosine(360/Length))/0.414213562;
> > >
> > > > u=-x + squareroot(x*x+2*x);
> > >
> > > > u1= 1.0-u;
> > >
> > > > u1_2=u1*u1;
> > >
> > > > u_2=u*u;
> > >
> > > > y1=price;
> > >
> > > > y2=y1;
> > >
> > > > end;
> > >
> > > > y=u_2* price+2*u1*y1-u1_2*y2;
> > >
> > > > y2=y1;
> > >
> > > > y1=y;
> > >
> > > >
> > >
> > > > TWITCH=Y
> > >
> > > > --
> > >
> > > > Terry
> > >
> > > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > > 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
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > > 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
> > >
> > >
> > >
> > > http://groups.yahoo.com/group/amibroker/
> > >
> > >
> > >
> > > amibroker-unsubscribe@xxxxxxxxxxxxxxx
> > >
> > >
> > >
> > > http://docs.yahoo.com/info/terms/
> > >
> >
>
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