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RE: [amibroker] Re: Adaptive indicators / variable periods



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Thanks Tomasz…interesting food for thought.

 


From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Tomasz Janeczko
Sent: 29 March 2006 22:44
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: Adaptive indicators / variable periods

 

Variable period RSI is actual quite easy to write in pure AFL, and it does not even require any single loop:

 

function VarPeriodRSI( array, periods )
{
  Chg = array -
Ref( array, -1 );
  pc =
Max( Chg, 0 );
  nc =
Max( -Chg, 0 );

  pa =
AMA( pc, 1/periods );
  na =
AMA( nc, 1/periods );

  
return 100 * pa / ( pa + na );
}


Best regards,
Tomasz Janeczko
amibroker.com

----- Original Message -----

From: Andy

Sent: Wednesday, March 29, 2006 11:06 PM

Subject: RE: [amibroker] Re: Adaptive indicators / variable periods

 

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@xxxxxxxxxxxxx>
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@xxx> 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
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>>
>>
>>
>>
>>
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