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Graham, a few queries on your P&F Charts when u get the time 2 reply.
I'm only just in the early stages of learning P&F (halfway thru
Dorsey's latest book), so would the earlier version of your P&F Chart
(4.4) be basically the same method that Dorsey uses?
I note that P&F Chart v4.53 uses closing ATR values, what are the
advantages of using them?
I'm curious did you look into using % log values eg as in BE Broker (
http://www.archeranalysis.com/beb/About.htm ).
Any tips/ideas on how to code that( into v4.4) ?
I presume it's not just a simple matter of using the log scale option
in the Parameters ... Axis & Grid option. Is that right?
And did your KS charts prove effective, I presume it's designed to be
more responsive than standard P&F?
It seems using % log values seems a logical & consistent way to set
boxsizes, but I've yet to look into any studies 2 determine which is
best. If you or anyone could point me to a discussion or studies of
box sizes I'd appreciate it.
Thanks for time.
Regards
Justin
-- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
>
> Basically PFC is calculated in the loops. PFO = PFC +/- Box depending
> on direction
>
> Yes you can I I could have posted a variable box size P&F code at the
> yahoo group files. (I think as it was some time ago now) It was with
> older versions of AFL so not as flexible as now.
>
> I also went beyond P&F with what I called KS chart which has fully
> varying unit size based on recent volatility of the chart. The only
> thing was I had to forgo the XO structure as that relies on single
> size boxes.
>
>
>
> On Mon, 21 Feb 2005 10:40:04 -0000, the_short_fox <theshortfox@xxx>
wrote:
> >
> >
> > Graham,
> >
> > Thank you for the detailed answer.
> > I'm starting to understand the synthax of AFL, much because of your
> > assistance. Thanks.
> >
> > If you won't mind, your post raises another question: you mentioned
> > that PFC stands for closing prices and PFO is for "opening" prices
> > (one box behind, up or down). My question is, what happens if the
> > boxsize varies? How does AmiBroker handles such a situation where
> > the boxsize changes as a function of increasing (or decreasing)
> > prices? Can I plot in AmiBroker a custom-PF array, which is based on
> > a varying boxsize?
> >
> > Thanks again for the updated PF code.
> >
> > Short.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
> > > Hi I will attempt to explain what I can, but firstly if the code
> > > contains jscript then you must have an old version. I have reworked
> > > the PF code to native AFL loops and you can find this in AFL
> > library
> > > on AB site. Using Jscript was the original method to use looping in
> > > AFL.
> > >
> > > PFO and PFC are intermediate variables allowing for the value of
> > close
> > > price (PFC) to be calculated within the loop. PFO is just 1 box
> > size
> > > behind PFC.
> > > Delta allows for the number of final columns of the PF chart to be
> > > moved to the right end of the background bar chart. It is not
> > possible
> > > to change the X axis on the charts which always remain the same
> > number
> > > of bars as the underlying symbol data.
> > >
> > > In the plot I use basic prices, but you may notice the OHLC have
> > been
> > > re-assigned values as calculated from PFO & PFC.
> > >
> > > Yes, have a look at what I produced and placed on AB site
> > > http://www.amibroker.com/library/detail.php?id=348
> > > there are also some older versions, just search the library for P&F
> > >
> > >
> > > On Sun, 20 Feb 2005 14:45:18 -0000, the_short_fox
> > > <amiteh@xxxx> wrote:
> > > >
> > > >
> > > > Hi Graham et al,
> > > >
> > > > As a programmer in a different language, who's a new AmiBroker
> > user,
> > > > I would be thankful if you provide some commentary (here), with
> > > > regards to variables/declarations in the P&F code published by
> > you.
> > > > This way, I hope I'll be able to learn AFL better. Would you
> > mind if
> > > > I ask several questions?
> > > >
> > > > (i) what do PFO and PFC arrays represent?
> > > > (ii) what does delta variable represent?
> > > > (iii) what is Jscript and why is it being used?
> > > > (iv) In the "Plot" function, why is C array used for plotting? As
> > > > far as I understand (I guess I don't, currently) C stands for the
> > > > closing prices of "regular" time-interval bars
> > (daily/weekly/monthly
> > > > etc), not P&F columns (which are time independent). I would be
> > happy
> > > > if you can clarify a little.
> > > > (v) Last question, if you won't mind: is there any way to
> > construct
> > > > a type/record in AmiBroker? i.e, a single varibale that contains
> > > > several sub-variables. I specifically refer to something like
> > this:
> > > >
> > > > Type Column=record
> > > > // Storing information for every 'X' or 'O' column
> > > > // Assuming a maximum of 200 boxes per column
> > > > Sort: integer; // 'X' ---> 1 ; 'O' ---> 0
> > > > MaxPFValue: float; // Highest price for the column (P&F
> > > > perspective)
> > > > MinPFValue: float; // Lowest price for the column (P&F
> > perspective)
> > > > First: integer; // Starting date for the whole column
> > > > Last: integer; // Ending date for the whole column
> > > > end;
> > > >
> > > > As a programmer that is (still) unfamiliar with the synthax of
> > AFL,
> > > > I take this opportunity to thank you in advance for any
> > assistance.
> > > >
> > > > Short.
> > > >
> > > >
> > > > Check AmiBroker web page at:
> > > > http://www.amibroker.com/
> > > >
> > > > Check group FAQ at:
> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > > Yahoo! Groups Links
> > > >
> > > >
> > > >
> > > >
> > > >
> > >
> > >
> > > --
> > > Cheers
> > > Graham
> > > http://e-wire.net.au/~eb_kavan/
> >
> >
> > Check AmiBroker web page at:
> > http://www.amibroker.com/
> >
> > Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
>
>
> --
> Cheers
> Graham
> http://e-wire.net.au/~eb_kavan/
>
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