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C++ is not necessary ...
This could be done in AFL ... but you'll have to write replacements
for the supplied RSIa / CCIa portions of the calculations.
--- In amibroker@xxxxxxxxxxxxxxx, "Andy" <AndyDavidson@xxx> wrote:
>
> RSIa() is not what I'm after though.that's for if you want to do
the RSI
> calculation on an array different to close. I'm after a function
that
> accepts an array for the *periods*.
>
>
>
> Oh well, I needed an excuse to learn C++ anyway.
>
>
>
> _____
>
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of Steve Dugas
> Sent: 29 March 2006 21:49
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Re: Adaptive indicators / variable periods
>
>
>
> They are built-in Dick - just call RSIA() instaed of RSI(). If you
look at
> RSI() function in the help file, you will see the 2 versions
listed.
>
> Steve
>
> ----- Original Message -----
> From: "areehoi" <rhoierman@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Wednesday, March 29, 2006 3:39 PM
> Subject: [amibroker] Re: Adaptive indicators / variable periods
>
>
> > Steve,
> > I'm interested in looking at the adaptive versions of RSIA() and
> > CCIA() but can't find them in library or files section. Could
you be
> > so kind as to direct me to where they may be found. Thanks
> >
> > Dick H.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@> wrote:
> >>
> >> Hi,
> >>
> >> A couple of the standard indicators have adaptive versions -
RSIA()
> > and CCIA() come to mind. I think you may have to write the
others for
> > yourself.
> >>
> >> Steve
> >> ----- Original Message -----
> >> From: Andy
> >> To: amibroker@xxxxxxxxxxxxxxx
> >> Sent: Wednesday, March 29, 2006 1:27 PM
> >> Subject: [amibroker] Adaptive indicators / variable periods
> >>
> >>
> >> I've looked but can't find anything to help me.hope someone
here
> > can shed some light.
> >>
> >>
> >>
> >> As far as I can see, with the exception of AMA, the "standard"
> > indicator functions, such as RSI, will not accept variable
> > periods.i.e. they can't readily be made adaptive by using an
array as
> > an input. I want to use a modified version of Ehler's Dominant
Cycle
> > Period (which I already have) as the period input to RSI and
> > stochastic momentum (the bit I'm stuck on).
> >>
> >>
> >>
> >> Before I go off and try and build these up from ground level
I was
> > wondering if anyone has any advice or could turn me round and
point me
> > in the right direction.
> >>
> >>
> >>
> >> Andy
> >>
> >>
> >>
> >> 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
> >>
> >>
> >>
> >>
> >>
> >>
> >
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> >
> >
> >
> >
> >
> >
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> >
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> >
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>
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>
> To get support from AmiBroker please send an e-mail directly to
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>
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>
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>
>
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