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Re: [amibroker] Re: Graphing beyond the data



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Assuming this was a plug and play code to make it do what I wanted it does not work code errors

disqplay


--- On Tue, 1/6/09, Tomasz Janeczko <groups@xxxxxxxxxxxxx> wrote:
From: Tomasz Janeczko <groups@xxxxxxxxxxxxx>
Subject: Re: [amibroker] Re: Graphing beyond the data
To: amibroker@xxxxxxxxxxxxxxx
Date: Tuesday, January 6, 2009, 8:09 AM

First, you should not be using reserved variables (close)
for your "ideas" because you end up having mess.

So first step is to REFORMULATE your idea to
actually have mathematical sense.

Let suppose that N represents the index of last bar
and you are trying to plot values for N+1, N+2, N+3.

Mathematically

VALUE[ N ] = LastValue( Close ); // that is last value of close - our starting point

now you want this:

VALUE[ N + 1 ] = 1.1 * VALUE[ N ]

VALUE[ N + 2 ] = 1.05 * VALUE[ N + 1 ];

VALUE[ N + 3 ] = 1.025 * VALUE[ N + 2 ];

The above can be generalized to:

VALUE[ N + futurebar ] = ( 1 + 0.2 / 2 ^ futurebar ) * VALUE[ N + futurebar - 1 ];

So next value is previous value multiplied by ( 1 + 0.2 / 2 ^ futurebar ) factor.

Now (the key moment) - you need to DROP thinking that given
array element is hardwired to time. It is not. Array elements
can be used regardless of time.
This allows us to use LAST N bars of actual existing arrays
as a placeholder for "future".

The code below implements entire idea:


Extend = Param("How many bars to extend", 1, 1, 50, 1 );

Value = LastValue( Close );

Result = Null;
i = 0;
while( i <= Extend )
{
Result[ BarCount - Extend - 1 + i ] = Value;
i++;
Value = ( 1 + 0.2 / ( 2 ^ i ) ) * Value;
}

Plot( Close, "Close", colorBlack, styleCandle );
Plot( Result, "Projected prices", colorBlue, styleLine, Null, Null, Extend );

Best regard,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Robert" <disqplay0@xxxxxx com>
To: <amibroker@xxxxxxxxx ps.com>
Sent: Tuesday, January 06, 2009 1:23 PM
Subject: [amibroker] Re: Graphing beyond the data

> ok I have been looking at all the replies to the questions I asked
> but it is still not quite what I was looking to do with the program
>
> so let's try this
>
> I would like to calculate the say the closing cost for the next 5
> days beyond the last day of data. I order to do this I want to use a
> formula that would change the end result each successive day based on
> the calculation performed on the previous day. So it would look
> something like this:
>
> close = EOD
> close1 = close * .1 + close
> close2 = close1 * .05 + close1
> close3 = close2 * .025 + close2
>
> etc.
>
> now is this possible where the look ahead start with the data
> obtained and then using some mathimatical calculations forcing the
> data to look into the future? Shift will give me the results for one
> day if I xshift 5 days it still only returns the same value as if
> looking just one day.
>
> Disq
>
>
>
>
>
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**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

*********************
TO GET TECHNICAL 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

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