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The values for the Y-axis are easy since they are just the values of
the OHLC. The problem comes for the time axis. I had this problem
when I was writing a curve fitting algorithm in AFL. I realized that
if I could make the X-axis (Time) constant - this would prevent
problems as the backtester scanned along the time axis.
I created 4 arrays (OHLC) of just the number of bars I was fitting,
and a fifth array of 1, 2, 3, . . . n that represented time. The time
array never changed regardless of where I was on the overall time axis.
I then copied the OHLC price data for JUST the time interval I was
fitting into the 4 arrays, but the time array always staying the same.
I then computed the curve fit, using these short arrays.
While it was difficult to set up the array subscripts to pick out the
correct prices from the overall data array, this method has proved to
be very robust and stable.
ReefBreak
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> > Status("axismaxy"), Status("axisminy"), Status("pxwidth"), and
> > Status("pxheight") all return zero. I suspect it is because I am
> > running Amibroker under Linux and wine cannot handle the API calls
> > those functions make.
>
> It is highly unlikely. I mean very highly unlikely even if you run
under Linux,
> because you would have serious problems if windows dimensions could
> not be retrieved. I mean all programs would not work properly.
> I bet that you are making mistake.
>
> Try this formula:
>
> Title = "MinY="+Status("axisminy") + " MaxY=" + Status("axismaxy");
> Graph0=Close
>
> and look at chart title.
>
> Note that chart has to show at least one plot to give you non-zero
values.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "bilbo0211" <bilbod@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, December 17, 2007 5:04 AM
> Subject: [amibroker] Re: Regression Line Slope
>
>
> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@> wrote:
> >>
> >> They work for all charts, including price charts. So it will work OK
> >> as long as you use the code in the chart.
> >>
> >> However if you run it from Automatic Analysis - it won't - as there
> > is no "Y axis" in AA
> >> and no chart dimensions because there is no chart.
> >>
> > Hi Tomasz,
> >
> > Status("axismaxy"), Status("axisminy"), Status("pxwidth"), and
> > Status("pxheight") all return zero. I suspect it is because I am
> > running Amibroker under Linux and wine cannot handle the API calls
> > those functions make.
> >
> > In any case, I don't think they would be helpful. The regression line
> > slope does not change when the chart is rescaled which is the behavior
> > I need. The problem is the wide variation in possible slopes between
> > different time frames. What I need is a way to 'normalize' the range
> > of slopes. I think I found a way to do that. I divide the slope by the
> > ATR. I have not thoroughly tested it yet but so far it seems to work
> > pretty well.
> >
> > Bill
> >
> >
> >
> > 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
> >
> >
> >
> >
> >
>
Please note that this group is for discussion between users only.
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