|
PureBytes Links
Trading Reference Links
|
Brian,
Since top posting is the convention here, if someone were to complain
about your top posting they would be out of place in that they would
have to complain about everyone else's top posting also. I
appreciate all your posts. However, because of the way lines get
artificially split with past post indentations I often skip reading
any post that is not on top unless I really need to know the
information. And since I don't archive past the conclusion post of
interesting (to me) threads, a bottom post may get missed entirely
when I review top posts for the conclusion of the thread on a
subsequent search.
I would appreciate top posting by all as the convention that is most
useful to the list --and including the whole thread with any reply.
My 2 cents, FWIW.
Best regards,
Dennis
On Dec 2, 2007, at 6:36 AM, Thomas Ludwig wrote:
>
>> Bob,
>>
>> If I top post some people ask me to change because in their email
>> datbases they don't know who is answering what.
>> (it actually looks better at the website and I personally prefer it
>> but I changed to help the email savers).
>>
>> If I bottom post it looks crappy at the website and it is harder for
>> me but those who save have a better record - I can't win.
>>
>> I miss having Yuki around - one of the few women in a forum full of
>> grumpy males and a Japanese woman to boot - also one who was quite
>> comfortable with us.
>>
>> Yes, I do talk far too much sometimes.
>
> Brian, don't worry - it's always great to read your comments, and I
> think
> everybody here appreciates your dedication!
>
> Regards,
>
> Thomas
>
>
>>
>> brian_z
>>
>>
>> If I bottom post --- In amibroker@xxxxxxxxxxxxxxx, "Bob Jagow"
>>
>> <bjagow@xxx> wrote:
>>> Not her bottom posting <g>
>>>
>>> -----Original Message-----
>>> From: amibroker@xxxxxxxxxxxxxxx
>>
>> [mailto:amibroker@xxxxxxxxxxxxxxx] On
>>
>>> Behalf Of brian_z111
>>> Sent: Friday, November 30, 2007 11:32 PM
>>> To: amibroker@xxxxxxxxxxxxxxx
>>> Subject: [amibroker] Re: help needed on adx coding.
>>>
>>> Do you miss her?
>>>
>>> brian_z
>>>
>>> --- In amibroker@xxxxxxxxxxxxxxx, "Bob Jagow" <bjagow@> wrote:
>>>> How come, Brian, that you usually end up in my "too big to read"
>>>
>>> spam
>>>
>>>> folder?
>>>> My only excuse is that I'm hardly acute enuf to pluck a single
>>>
>>> wheat kennel
>>>
>>>> from a pile of chaff.
>>>> Even worse, only you [now that Yuki has departed, supposedly to
>>>
>>> spend her
>>>
>>>> ill-gotten gains], bury the chaff at the end of the quoted msg.
>>>>
>>>> Chidingly,
>>>> Bob
>>>>
>>>> -----Original Message-----
>>>> From: amibroker@xxxxxxxxxxxxxxx
>>>
>>> [mailto:amibroker@xxxxxxxxxxxxxxx] On
>>>
>>>> Behalf Of brian_z111
>>>> Sent: Friday, November 30, 2007 4:32 PM
>>>> To: amibroker@xxxxxxxxxxxxxxx
>>>> Subject: [amibroker] Re: help needed on adx coding.
>>>>
>>>> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@>
>>>>
>>>> wrote:
>>>>> Yes, BUT... you truncated my original response.
>>>>> I did not only say that it was discussed before.
>>>>> I also wrote:
>>>>> " See for example this:
>>>>> http://finance.groups.yahoo.com/group/amibroker/message/116612
>>>>> "
>>>>>
>>>>> So I also added EXACT LINK to the post that presents the
>>
>> solution
>>
>>>>> (so I did perform a search for person who asked and provided
>>
>> him a
>>
>>>> result that answers the question).
>>>>
>>>>> So I don't even expect the user to use search as I did this for
>>>>
>>>> him/her already.
>>>>
>>>>> Do you expect me to copy-paste old posts instead of putting the
>>>>
>>>> link ? I hope not.
>>>>
>>>>
>>>> No, of course not.
>>>>
>>>> No, I don't expect you to do anything other than what you perceive
>>>
>>> to
>>>
>>>> be the right course of action. I am simply haolding a discussion
>>>
>>> with
>>>
>>>> the purpose of exchanging information. My expectation of others is
>>>> that they are free to accept or reject my opinions and apply (or
>>>
>>> not)
>>>
>>>> them in any way they like.
>>>>
>>>> Yes, your response was above and beyond - as I said "no one can
>>
>> ask
>>
>>>> you to do more". Also, it is not a critique of you (publically and
>>>> privately I respect you). Since it was not a critique of you I
>>>
>>> didn't
>>>
>>>> reference your behaviour (which was exemplary anyway).
>>>>
>>>> I truncated your answer because I was only addressing the 'go
>>>> search', and by implication, the 'go read the manual' mantra.
>>>>
>>>> I simply listed some factual observations, without drawing any
>>>> inferences or asking anybody to do anything.
>>>>
>>>> I am observing:
>>>>
>>>> 1) That all of the information I need to learn "how to use AB",
>>>> rather than "how to apply AB", is not in the help manual.
>>>> 2) That the help manual contains 'out of date' material.
>>>> 3) That a lot of helpful material, that is additional to the
>>
>> manual
>>
>>>> is available in various places BUT searching to find that
>>
>> material,
>>
>>>> with the methods at my disposal, are very inefficient (perhaps
>>
>> there
>>
>>>> are some, as yet unknown to me, methods I can use).
>>>> 4) That "you' have asked "us" (the users) to make every effort to
>>>
>>> use
>>>
>>>> the above resources before contacting support - to free your time
>>>
>>> for
>>>
>>>> more productive pursuits - I 100% agree with this and anyway I am
>>>> super proud to do it under my own steam.
>>>> 5)The majority of AB users are in full time employment and so are
>>>> time challenged.
>>>> 6) It is human nature to avoid what is excessively painful, for
>>>> little or no gain, and seek out what is pleasurable and/or returns
>>>> hign gain.
>>>> 7) Internet forums are "live" - solutions posted there tend to get
>>>> lost in the 'electronic void'.
>>>> 8)The ways in which we acquire info have changed (there is so much
>>>
>>> of
>>>
>>>> it) - generally people are not going to read what we write because
>>>> there is too much of it - they only want to do targetted searching
>>>> for an answer to the now problem (and what is wrong with that? -
>>>
>>> that
>>>
>>>> is exactly tha nature of the net and why we love it!)
>>>> 9) Even if people do read all the material, levels and speed of
>>>> comprehension vary - we can't help that - it is not our fault.
>>>>
>>>> I would like to correct myself though - the out of date material
>>
>> in
>>
>>>> the manual is the worst part of the AB experience, followed by the
>>>> inefficient search tools.
>>>>
>>>> I haven't drawn any inferences from this (so far) but IYO are any
>>
>> of
>>
>>>> the above points 1-9 factually incorrect.
>>>>
>>>> If they are not I propose a possible conclusion:
>>>>
>>>> 1) "We" will never be able to control peoples behaviour - some
>>>
>>> people
>>>
>>>> will always continue to expect others to do their "dirty" work for
>>>> them so there is no point 'railing' against that.
>>>>
>>>> 2) Not every one is tarred with the same brush and a majority
>>
>> prefer
>>
>>>> to learn from the documented material without bothering anyone
>>
>> else
>>
>>>> (the forum, support) - policies should be directed towards the
>>>> silent, and good, majority.
>>>>
>>>> 3) If all up to date relevant information isn't in the manual
>>
>> people
>>
>>>> will have to try elsewhere (if all the info was in the manual and
>>
>> it
>>
>>>> was easy to find there would be no need to go elsewhere except to
>>>> discuss application, which it is not a duty of AB to teach
>>
>> anyway).
>>
>>>> 4) If elsewhere takes too long and doesn't return much then they
>>>
>>> only
>>>
>>>> have two choices - email support, or ask the question here and
>>
>> hope
>>
>>>> for an answer (of course no one can expect an answer, let alone
>>>> demand one because we are all volunteers).
>>>>
>>>> 5) People who post good solutions to this board can't complain if
>>
>> no
>>
>>>> one ever reads them again - they have been offered better
>>>> alternatives.
>>>>
>>>> SUMMARY??????
>>>>
>>>> It is helpful if people provide a link, or directions where to
>>
>> find
>>
>>>> the info as an answer but saying 'read the manual' and/or 'search'
>>>> doesn't achieve and constructive outcomes.
>>>>
>>>> The best solution would be not to swim against the tide of human
>>>> nature and the times AND address the root cause of the problem.
>>>>
>>>> As I said before - this is a discussion point and not an
>>>
>>> expectation.
>>>
>>>> Regards,
>>>>
>>>> brian_z
>>>>
>>>>> Best regards,
>>>>> Tomasz Janeczko
>>>>> amibroker.com
>>>>> ----- Original Message -----
>>>>> From: "brian_z111" <brian_z111@>
>>>>> To: <amibroker@xxxxxxxxxxxxxxx>
>>>>> Sent: Friday, November 30, 2007 1:51 AM
>>>>> Subject: [amibroker] Re: help needed on adx coding.
>>>>>
>>>>>> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@>
>>>>>>
>>>>>> wrote:
>>>>>>> It was discussed in detail before. Use search.
>>>>>>
>>>>>> Tomasz,
>>>>>>
>>>>>> No one could ask you personally to do more for us than you
>>>>
>>>> already do
>>>>
>>>>>> so I am not complaininhg or criticizing. I would, however,
>>
>> like
>>
>>>> to
>>>>
>>>>>> put forward another perspective on this issue of searching.
>>>>>>
>>>>>> Many times you and others say - "it has been discussed before
>>>>
>>>> many
>>>>
>>>>>> times and search the board".
>>>>>>
>>>>>> It is true that often people are more enthusiastic about
>>
>> getting
>>
>>>>>> others to help than they are about helping themselves but
>>
>> please
>>
>>>>>> consider this:
>>>>>>
>>>>>> 1) I am not one of them and IMO finding the information we
>>
>> need
>>
>>>>>> (assuming it is 100% there in the first place) is absolutely
>>
>> the
>>
>>>>>> worst part of the Amibroker experience.
>>>>>>
>>>>>> 2) I wasn't here before. That's not my fault - just life's
>>>>>> coincidence.
>>>>>> I can't possibly read every message from the past - anyway
>>
>> many
>>
>>>>>> things have changed and a lot of the info is out of context or
>>>>>> redundant so it is a long search for an occasional gem.
>>>>>>
>>>>>> 3) I am researching for some answers on Amiquote at the
>>
>> moment,
>>
>>>> to
>>>>
>>>>>> add some detail on the subject to the UKB. I got thousands of
>>>>
>>>> hits
>>>>
>>>>>> under AmiQuote, when searching this forum, but most of them
>>
>> are
>>
>>>>>> irrelevant because it appears that in the past a link with
>>>>
>>>> Amiquote
>>>>
>>>>>> in it was at the bottom of all messages. So in the end I just
>>>>>> searched "Tomasz" and "AmiQuote current" for 549 messages
>>
>> (that
>>
>>>> is
>>>>
>>>>>> not thorough research but it will have to do - I now that the
>>>>
>>>> info I
>>>>
>>>>>> want is in a post by Dimitri but that is another day or two
>>
>> out
>>
>>>> of my
>>>>
>>>>>> life to search all Dimitris Yahoo posts). So far it has taken
>>
>> me
>>
>>>> 2
>>>>
>>>>>> hours to read the first 50 messages (the search doesn't return
>>>>>> a 'true' thread so I have to manually manage the jump from
>>>
>>> search
>>>
>>>> to
>>>>
>>>>>> topic to thread and back for every single one (don't think I
>>>>
>>>> don't
>>>>
>>>>>> feel like throwing in the towel either because the end gain
>>
>> will
>>
>>>> be
>>>>
>>>>>> very small but stubborness has it's uses).
>>>>>>
>>>>>> 4) I wasn't around when Fred first posted his answer the first
>>>>
>>>> time.
>>>>
>>>>>> I did notice the recent post.
>>>>>> I didn't answer because I have other duties to meet beside
>>>>
>>>> helping in
>>>>
>>>>>> the forum.
>>>>>>
>>>>>> If I wanted to find that post again (and I knew it was there
>>
>> and
>>
>>>>>> that it was by Fred) how hard would that be? How much harder
>>>>
>>>> would
>>>>
>>>>>> it be if the person 'on the hunt' didn't have that prior info?
>>>>
>>>> Near
>>>>
>>>>>> impossible. What would they search for? "Generalized Price
>>>>
>>>> Required
>>>>
>>>>>> to Meet am Indicator Goal".
>>>>>>
>>>>>> 5) I have tried everything to make my searching easierm
>>>
>>> including
>>>
>>>>>> PGOffline which had unresolved glitches on my computer.
>>>>>>
>>>>>> It doesn't get any better when I search the Ami homepage and
>>>>
>>>> Googling
>>>>
>>>>>> Ami.com or Ami.net isn't a barrel of laughs either.
>>>>>>
>>>>>> So, I am not looking for an argument.
>>>>>> I have just put my point up on the board against yours.
>>>>>>
>>>>>> Regards,
>>>>>>
>>>>>> brian_z
>>>>>>
>>>>>>> See for example this:
>>
>> http://finance.groups.yahoo.com/group/amibroker/message/116612
>>
>>>>>>> and the entire thread.
>>>>>>>
>>>>>>> Best regards,
>>>>>>> Tomasz Janeczko
>>>>>>> amibroker.com
>>>>>>> ----- Original Message -----
>>>>>>> From: "Prashant Nayak" <pnayak@>
>>>>>>> To: <amibroker@xxxxxxxxxxxxxxx>
>>>>>>> Sent: Thursday, November 29, 2007 5:32 PM
>>>>>>> Subject: [amibroker] Re: help needed on adx coding.
>>>>>>>
>>>>>>>> Dear friends,
>>>>>>>>
>>>>>>>> Bit dissapointed, nobody comming forward to help a person
>>>>
>>>> stuck
>>>>
>>>>>> with
>>>>>>
>>>>>>>> the coding.
>>>>>>>>
>>>>>>>> is it really uncodeable ?
>>>>>>>>
>>>>>>>> Prashant
>>>>>>>>
>>>>>>>> --- In amibroker@xxxxxxxxxxxxxxx, "Prashant Nayak"
>>
>> <pnayak@>
>>
>>>>>> wrote:
>>>>>>>>> Hi friend,
>>>>>>>>>
>>>>>>>>> even this does not work. Seniors please help to rectify
>>
>> this
>>
>>>>>> code
>>>>>>
>>>>>>>> or
>>>>>>>>
>>>>>>>>> a new code please.
>>>>>>>>>
>>>>>>>>> Tomas, pls help.
>>>>>>>>>
>>>>>>>>> Pras
>>>>>>>>>
>>>>>>>>> --- In amibroker@xxxxxxxxxxxxxxx, "vichooo_1999"
>>>>
>>>> <vichooo_1999@>
>>>>
>>>>>>>>> wrote:
>>>>>>>>>> I think u r looking for a forecaster which gives a value
>>>
>>> at
>>>
>>>>>> which
>>>>>>
>>>>>>>>> +DI
>>>>>>>>>
>>>>>>>>>> will cross -DI.
>>>>>>>>>>
>>>>>>>>>> Try the following
>>>>>>>>>>
>>>>>>>>>>
>>>>>>>>>> P0 = C;
>>>>>>>>>>
>>>>>>>>>> Acc = 0.0001;
>>>>>>>>>>
>>>>>>>>>> LVBI = LastValue(BarIndex());
>>>>>>>>>> Mult = 1;
>>>>>>>>>> for (i = 0; i < 10; i++)
>>>>>>>>>> {
>>>>>>>>>> if (P0[LVBI] >= 1)
>>>>>>>>>> i = 99;
>>>>>>>>>> else
>>>>>>>>>> Mult = Mult * 10;
>>>>>>>>>> }
>>>>>>>>>> // ***********************************************
>>>>>>>>>>
>>>>>>>>>> P1 = Ref(P0, 1) * Mult;
>>>>>>>>>> UpDn = 100 * P1[LVBI];
>>>>>>>>>>
>>>>>>>>>> for (i = 0; i < 200; i++)
>>>>>>>>>> {
>>>>>>>>>>
>>>>>>>>>> Calc = PDI();
>>>>>>>>>> Calc = MDI();
>>>>>>>>>>
>>>>>>>>>> Goal = LastValue(cross(PDI(),MDI()));
>>>>>>>>>>
>>>>>>>>>> if (Calc[LVBI] < Goal)
>>>>>>>>>> P1[LVBI] = P1[LVBI] + UpDn;
>>>>>>>>>> else
>>>>>>>>>> P1[LVBI] = P1[LVBI] - UpDn;
>>>>>>>>>> UpDn = UpDn / 2;
>>>>>>>>>> if (UpDn <= Acc)
>>>>>>>>>> {
>>>>>>>>>> j = i;
>>>>>>>>>> i = 99999;
>>>>>>>>>> }
>>>>>>>>>> }
>>>>>>>>>>
>>>>>>>>>> Accuracy = 100 * (abs(Goal - Calc) / Goal);
>>>>>>>>>> Filter = BarIndex() == LVBI;
>>>>>>>>>> AddColumn(Ref(P1, -1) / Mult, "Todays Price", 1.2);
>>>>>>>>>> AddColumn(P1 / Mult, "Goal Price", 1.2);
>>>>>>>>>> AddColumn(P0-P1 , "Goal Price diff", 1.2);
>>>>>>>>>>
>>>>>>>>>>
>>>>>>>>>>
>>>>>>>>>>
>>>>>>>>>>
>>>>>>>>>>
>>>>>>>>>> tyr and see if it works. I f it does not then some
>>>>
>>>> seniorguys
>>>>
>>>>>>>> have
>>>>>>>>
>>>>>>>>> to
>>>>>>>>>
>>>>>>>>>> rectify the code.
>>>>>>>>>>
>>>>>>>>>> cheers
>>>>>>>>>>
>>>>>>>>>>
>>>>>>>>>>
>>>>>>>>>>
>>>>>>>>>>
>>>>>>>>>>
>>>>>>>>>>
>>>>>>>>>>
>>>>>>>>>>
>>>>>>>>>>
>>>>>>>>>>
>>>>>>>>>> --- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic"
>>
>> <fimdot@>
>>
>>>>>> wrote:
>>>>>>>>>>> A starting point is the folder in the Files section
>>>>
>>>> titled
>>>>
>>>>>>>> "Cross
>>>>>>>>
>>>>>>>>>> Predictions"
>>>>>>>>>>
>>>>>>>>>>> Bill
>>>>>>>>>>>
>>>>>>>>>>> ----- Original Message -----
>>>>>>>>>>> From: "Prashant Nayak" <pnayak@>
>>>>>>>>>>> To: <amibroker@xxxxxxxxxxxxxxx>
>>>>>>>>>>> Sent: Tuesday, November 20, 2007 12:38 PM
>>>>>>>>>>> Subject: [amibroker] Re: help needed on adx coding.
>>>>>>>>>>>
>>>>>>>>>>>> Thanks Prashanth, but valuewhen syntax will not work
>>>>
>>>> here.
>>>>
>>>>>>>> what
>>>>>>>>
>>>>>>>>> i
>>>>>>>>>
>>>>>>>>>>>> need to code for a adx forecaster which gives out
>>
>> the
>>
>>>>>> price
>>>>>>
>>>>>>>> at
>>>>>>>>
>>>>>>>>>> which
>>>>>>>>>>
>>>>>>>>>>>> it will become a buy.
>>>>>>>>>>>>
>>>>>>>>>>>> Pls help me code a forecaster for adx.
>>>>>>>>>>>>
>>>>>>>>>>>> Prashant
>>>>>>>>>>>>
>>>>>>>>>>>> --- In amibroker@xxxxxxxxxxxxxxx, "Prashanth"
>>>>>>
>>>>>> <prash454.ta@>
>>>>>>
>>>>>>>>>> wrote:
>>>>>>>>>>>>> Have you checked out "Valuewhen" Syntax.
>>>>>>>>>>>>>
>>>>>>>>>>>>> Cheers
>>>>>>>>>>>>>
>>>>>>>>>>>>> Prashanth
>>>>>>>>>>>>>
>>>>>>>>>>>>> ----- Original Message -----
>>>>>>>>>>>>> From: Prashant Nayak
>>>>>>>>>>>>> To: amibroker@xxxxxxxxxxxxxxx
>>>>>>>>>>>>> Sent: Monday, November 19, 2007 10:36 PM
>>>>>>>>>>>>> Subject: [amibroker] Re: help needed on adx
>>
>> coding.
>>
>>>>>>>>>>>>> Dear Friends,
>>>>>>>>>>>>>
>>>>>>>>>>>>> I look forward to your help pls.
>>>>>>>>>>>>>
>>>>>>>>>>>>> Pras
>>>>>>>>>>>>>
>>>>>>>>>>>>> --- In amibroker@xxxxxxxxxxxxxxx, "Prashant
>>>>>>>>
>>>>>>>> Nayak" <pnayak@>
>>>>>>>>
>>>>>>>>>>>> wrote:
>>>>>>>>>>>>>> Dear Friends,
>>>>>>>>>>>>>>
>>>>>>>>>>>>>> I would highly appreciate if anybody can help
>>
>> me
>>
>>>> on
>>>>
>>>>>> the
>>>>>>
>>>>>>>>>> below
>>>>>>>>>>
>>>>>>>>>>>>> issue,
>>>>>>>>>>>>>
>>>>>>>>>>>>>> as i am otherwise stuck on my coding.
>>>>>>>>>>>>>>
>>>>>>>>>>>>>> Prashant.
>>>>>>>>>>>>>>
>>>>>>>>>>>>>>
>>>>>>>>>>>>>> --- In amibroker@xxxxxxxxxxxxxxx, "Prashant
>>>>>>>>>
>>>>>>>>> Nayak" <pnayak@>
>>>>>>>>>
>>>>>>>>>>>> wrote:
>>>>>>>>>>>>>>> Dear friends,
>>>>>>>>>>>>>>>
>>>>>>>>>>>>>>> I am trying to code adx explorer on
>>
>> crossover,
>>
>>>> but
>>>>
>>>>>>>> need
>>>>>>>>
>>>>>>>>>> help
>>>>>>>>>>
>>>>>>>>>>>> on
>>>>>>>>>>>>
>>>>>>>>>>>>> the
>>>>>>>>>>>>>
>>>>>>>>>>>>>>> following:
>>>>>>>>>>>>>>>
>>>>>>>>>>>>>>> how to determine the price at which +di will
>>>>
>>>> cross -
>>>>
>>>>>> di
>>>>>>
>>>>>>>>>>>>>>> Appreciate help on the same from experts.
>>>>>>>>>>>>>>>
>>>>>>>>>>>>>>> Prashant
>>>>>>>>>>>>
>>>>>>>>>>>>
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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
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/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> 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/
|