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[amibroker] Re: AFL loop question



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Hello Brian,

I think, I have a case for using looping where current bar value of a variable is calculated using the previous bar value of that same variable. 

For instance ;

OSarray[current bar] = Alpha * Close[current bar] + (1 + Alpha) * OSarray[previous bar];

Can you please help me out with an example which illustrates this scenario? Is this a case for using "for" loop?

Kind Regards
Richard




--- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@xxx> wrote:
>
> Rich,
> 
> Having fun with HTML character code/WordPress conflict.
> 
> I added a text file near the top of the post "CurrentPivots".
> 
> I will upload AFL (text files) for the other examples later this 
> weekend.
> 
> Right click >> SaveAs or left click to view.
> 
> Download files courtesy of Richard Dale, Norgate Investor Services 
> who offered to host for free so that I don't have to display adds 
> with the downloads.
> 
> Cheers,
> 
> Brian.
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "richpach2" <richpach2@> wrote:
> >
> > Hello Brian,
> > 
> > This is fantastic. I like the idea of counting bars since last 
> pivot.
> > All examples however have small errors (missing operators) and do 
> not
> > compile. Do you mind qualifying these lines;
> > 
> > MPK = PKV2 PKV0 ;//MajorPeak
> > 
> > and
> > 
> > TR = ROC(C,1) 0 ;//TroughRight
> > 
> > 
> > Regards
> > Richard
> > 
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@> wrote:
> > >
> > > Hello Rich,
> > > 
> > > I have done this using variations of the code at the bottom of 
> the 
> > > Pivots post (not so called 'Pivots' at the top which are really 
> > > volatility bands).
> > > 
> > > I have quantified ROC(pivots) and identified serial pivots using 
> > > Valuewhen(Pivot,1) etc.... that was a while ago ... the memory 
> fades.
> > > 
> > > Note this version is sophisticated enought to 'count'bars with == 
> > > lows or highs but I have also used simpler versions with only 
> three 
> > > bars that have differential H or L.
> > > 
> > > 
> > > 
> > > http://zboard.wordpress.com/
> > > 
> > > 
> > > 
> > > 
> > > --- In amibroker@xxxxxxxxxxxxxxx, "richpach2" <richpach2@> wrote:
> > > >
> > > > G'Day Graham,
> > > > 
> > > > Thank you for your comprehensive reply. All the rules you have 
> > > listed
> > > > seem logical as a statement. I learn by example so, I need to 
> > > analyze
> > > > a few examples to gain a better understanding of looping 
> functions.
> > > > 
> > > > I am trying to write a code which will detect first higher low 
> > > trough
> > > > after a downtrend move which can be defined as two lower low 
> troughs
> > > > and two lower low peaks. I am not sure if Zig function is best 
> to do
> > > > that. Should I consider loops for this or use existing Zig 
> function.
> > > > I could not locate anything in the library of similar nature 
> so, I 
> > > can
> > > > use is as an example of such a trend detection pattern.
> > > > Are you aware of any existing AFLs which addresses this or 
> similar
> > > > pattern detection?
> > > > 
> > > > Kind Regards
> > > > Richard
> > > > 
> > > > --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@> wrote:
> > > > >
> > > > > As a general rule I use loops when
> > > > > 
> > > > > 1. Existing AB functions cannot fulfil requirements.
> > > > >       eg use of AMA, Zig, Cum, or ApplyStop functions, or one 
> of 
> > > the
> > > > > many others available
> > > > > 
> > > > > 2. The current bar value of a variable is calculated using the
> > > > > previous bar value of that same variable.
> > > > >        eg EMA if that was not already a built in function in 
> AB
> > > > > 
> > > > > 3. The value of a variable is determined from a specific 
> > > occurrence of
> > > > > a true condition, where that condition can have true values 
> after 
> > > that
> > > > > specific occurrence.
> > > > >        eg trail stop value after Buy signal, that is not one 
> of 
> > > the
> > > > > existing ApplyStop function possibilities.
> > > > >            This could be one that if could write simply would 
> be
> > > > > HighestSince( Buy, H - ATR( 10 ) ), but this gets reset by any
> > > > > subsequent buy signals that you may not want to remove
> > > > >            AB Applystop (ModePoint) currently has 2 
> possibilities 
> > > if
> > > > > my memory is correct, they are
> > > > >                A: Non-Volatile  HighestSince( Buy, H ) - 
> ValueWhen
> > > (
> > > > > buy, ATR( 10 ) ); and
> > > > >                B: Volatile        HighestSince( Buy, H ) - ATR
> ( 
> > > 10 );
> > > > >            These bits of code would vary if you have a entry 
> delay
> > > > after signal.
> > > > > 
> > > > > 4. Loop through a set number series that have no direct 
> relation 
> > > to
> > > > > bar array identification as normally used in bar loops
> > > > >       eg for( n=1; n<=5; n=n+2 )
> > > > > 
> > > > > 5. Probably some others as well, but have written so many 
> cannot
> > > > > always remember everything.
> > > > > 
> > > > > Hopefully my examples of code above are correct, I just typed 
> them
> > > > > into here from my poor memory
> > > > > 
> > > > > -- 
> > > > > Cheers
> > > > > Graham Kav
> > > > > AFL Writing Service
> > > > > http://www.aflwriting.com
> > > > > 
> > > > > 
> > > > > 
> > > > > 2009/2/20 richpach2 <richpach2@>:
> > > > > > Hello,
> > > > > >
> > > > > > Can some please expain use of loop (if, while etc) 
> expression 
> > > in AFL?
> > > > > > When do one need to use a loop and when can one just rely on
> > > > > > processing of the array bar-by-bar. I am still learining 
> AFL 
> > > language
> > > > > > and this area is a bit grey.
> > > > > >
> > > > > > I noticed many Stop processing AFL use "for" loop but I 
> don't
> > > > > > understand why.
> > > > > > Also, if I can use this statement toi define EMA;
> > > > > >
> > > > > > P = ParamField("Price field",-1);
> > > > > > Periods = Param("Periods", 15, 2, 300, 1, 10 );
> > > > > > Plot( EMA( P, Periods ), _DEFAULT_NAME(), ParamColor
> ( "Color",
> > > > > > colorCycle ), ParamStyle("Style") );
> > > > > >
> > > > > > why would I try this AFL doc example;
> > > > > >
> > > > > > myema[ 0 ] = Close[ 0 ];
> > > > > > for( i = 1; i < BarCount; i++ )
> > > > > > {
> > > > > >    myema[ i ] = 0.1 * Close[ i ] + 0.9 * myema[ i - 1 ];
> > > > > > }
> > > > > > This example iterates all bars of close array to calculate
> > > > > > exponential moving average.
> > > > > >
> > > > > > Regards
> > > > > > Richard
> > > > > >
> > > > > >
> > > > > >
> > > > > > ------------------------------------
> > > > > >
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> > > > > >
> > > > > >
> > > > >
> > > >
> > >
> >
>




------------------------------------

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