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Re: [amibroker] Adaptive indicators / variable periods



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Hello,

New user's guide will include this doc:

Functions accepting variable periods

The following functions support variable periods (where periods parameter can be array and change from bar to bar):

  • AMA
  • AMA2
  • DEMA
  • HHV
  • HHVBars
  • LinRegSlope
  • LinearReg
  • LinRegIntercept
  • LLV
  • LLVBars
  • MA
  • Ref
  • StdErr
  • TEMA
  • TSF
  • WMA

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: Andy
Sent: Friday, March 31, 2006 12:36 PM
Subject: RE: [amibroker] Adaptive indicators / variable periods

Tomasz,

I should definitely have experimented more with the various functions before I posted my question, but perhaps the user’s guide needs updating to point out the (IMO) extremely useful dynamic nature of the functions that Corey has highlighted?

 

Corey,

Thanks very much indeed for that post. My life, and full transition to AB, has just been made sooo much easier!...I should now be able to construct just about any dynamic variable-period indicator from those basic functions. And I couldn’t agree more about your comments on the significance of these features…

 

With reference to EMA coding, I guess you mean that:

 

EMA(array,period) is equivalent to AMA(array, 2/(period+1))  ???

 

Regards

Andy

 


From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Corey Saxe
Sent: 30 March 2006 19:40
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Adaptive indicators / variable periods

 

 

A few years ago, Tomasz added the ability for dynamic input in some but not all functions, such as:

 

HHV

LLV

HHVBars

LLVBars

Sum

Ref

WMA

DEMA

TEMA

MA

LinRegSlope

LinearReg

LinRegIntercept

StdErr

TSF

 

(If I missed any, please let me know)

 

Some time ago, he also showed how to do EMA through AB coding so it would change its lookback on the fly,

so other changing some other AB functions may be possible also.

 

If I had to pick the one most significant improvement that was added to AB over the years, for me, this would be it.

Everything else I could work around or used some other software for.

It easily doubled the usefulness and scope of the formulas that I use.

 

-CS

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

From: Andy

Sent: Wednesday, March 29, 2006 10:27 AM

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



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