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Would AMA() or AMA2() do what you
want?
Bill
----- Original Message -----
Sent: March 06, 2009 6:48 AM
Subject: [amibroker] Re: AFL loop
question
I have done some more "try and error" to see how to make it
work but still have problems referencing previous bar array
values
Length = Param("Length", 1, 1, 100, 1);
k = StDev(C, 10) /
MA(StDev(C, 10), 50);
Alpha = 0.5; //(1-Alpha*k) must always be >
0
factor = Alpha * k;
OCarray[ 0 ] = Close[ 0 ];
for ( i = 1;
i < BarCount; i++)
{
//OCarray[ i ] = factor[ i ] * Close[ i ] + ( 1
- factor[ i ]) * OCarray[ i ]; //this line works
OCarray[ i ] =
factor[ i ] * Close[ i ] + ( 1 - factor[ i ]) * OCarray[ i - 1 ]; //this One
does NOT - Creates empty array
}
Plot(k, "StdDEV", colorRed,
styleLine);
Plot(factor, "factor", colorGreen,
styleLine);
Plot(OCarray,"test", colorBlack, styleLine); //Empty array - no
plot
Can anybody help and point out where is the error in this
code?
Regards
Richard
--- In amibroker@xxxxxxxxxxxxxxx,
"richpach2" <richpach2@xxx> wrote:
>
> 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@> 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
> >
> > > > >
> > > > > > >
> >
> > > > >
> > > > > > >
------------------------------------
> > > > > >
>
> > > > > > > **** IMPORTANT PLEASE READ
****
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> > > > > > > This is *NOT*
technical support channel.
> > > > > > >
> >
> > > > > TO GET TECHNICAL SUPPORT send an e-mail directly
to
> > > > > > > SUPPORT {at} amibroker.com
>
> > > > > >
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SUGGESTIONS please use FEEDBACK CENTER at
> > > > > >
> http://www.amibroker.com/feedback/
>
> > > > > > (submissions sent via other channels won't be
considered)
> > > > > > >
> > > > >
> > For NEW RELEASE ANNOUNCEMENTS and other news always check
>
> > > DEVLOG:
> > > > > > > http://www.amibroker.com/devlog/
>
> > > > > >
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Groups Links
> > > > > > >
> > > > >
> >
> > > > > > >
> > > > >
> >
> > > > > >
> > > > >
>
> > >
> > >
>
>
>
------------------------------------
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IMPORTANT PLEASE READ ****
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**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
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TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
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