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Would AMA() or AMA2() do what you want?
Bill
----- Original Message -----
From: richpach2
To: amibroker@xxxxxxxxxxxxxxx
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
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > ------------------------------------
> > > > > > >
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> > >
> >
>
------------------------------------
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