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thanks Steve,
installed the files but still get the arrays filled
with zeros. For the time being I will use Fred's code in my attempts
to reproduce this "centre of gravity" system,
regards, Ed
----- Original Message -----
Sent: Tuesday, April 14, 2009 4:13
PM
Subject: Re: [amibroker] Re: Gravity
center mustafa Belkhayate
hi Ed,
This might be due to the file rscproxy.dll not found, when you download
the zip file, copy of the unzipped rscproxy folder to under the
"library" folder of the R installation folder. Also (I don't know if this is
required or not) copy the file rscproxy.dll to the "bin" folder of R.
rdgs, SW
From: Edward Pottasch <empottasch@xxxxxxxbe> To:
amibroker@xxxxxxxxxps.com Sent: Tuesday, April 14, 2009 10:04:13
PM Subject: Re: [amibroker]
Re: Gravity center mustafa Belkhayate
hi Steve,
I also installed :
R 2.8.1
R_Scilab_DCOM3. 0-1B5
C++ runtime: vcredist_x86. exe
(using WinXP, Amibroker 5.24Beta).
do not get an error message now but the array I
try to plot (Lowress of Polyfit) are filled with zeros .... must have
something missing still.
regards, Ed
----- Original Message -----
Sent: Tuesday, April 14, 2009 2:57
PM
Subject: Re: [amibroker] Re: Gravity
center mustafa Belkhayate
Hello,
The testing env for R-plugin I used is:
Windows Vista Home
AmiBroker 5.20 Real Time
ESignal Data Source
R 2.8.1 for Windows
R_Scilab_DCOM3. 0-1B5..exe
rscproxy.dll (as the R Dcom documentation suggested)
RMathAFL.dll (by Patrick)
However, there is a little wrong that the plugin sometimes gives error
when it seems is doing refreshing/recalcul ating. When I scroll on the
Amibroker date axis, the error will be gone and the chart re-displayed.
However, this little error is not similiar to yours.
I have no idea yet. Maybe you could compare the env, particular if we
are using the same version of the Dcom server?
Rdgs,
SW
From: Edward Pottasch
<empottasch@xxxxxxx be> To: amibroker@xxxxxxxxx ps.com Sent: Tuesday, April 14, 2009 8:35:56
PM Subject: Re: [amibroker]
Re: Gravity center mustafa Belkhayate
thanks Steve,
that looks really simple to implement. I
did not work with the RMath plugin yet. I get
an error message saying: Error 47. Exception occurred during AFL formula
execution at address: 77124EBC, code: C0000005
same error for the separate pieces of
code.
any idea? RMath plugin is loaded..
thanks, rgds, Ed
----- Original Message -----
Sent: Tuesday, April 14, 2009 1:58
PM
Subject: Re: [amibroker] Re: Gravity
center mustafa Belkhayate
Hello
I tried to post yesterday however my message seems got lost (I can't
see it appears in the group after long hours), so I post again today, I'm
sorry if this is a duplicate message:
my reply yesterday: about doing Lowess smoothing in R-plugin
Example: (please adjust the span parameter accordingly)
RMathSetArray( BarIndex( ),"x"); RMathSetArray( Close,"y"
); RMathProcedure( "y.loess <- loess(y ~ x, span=0.25, data.frame(x=
x,y=y))") ; RMathProcedure( "y.predict <- predict(y.loess,
data.frame(x= x))"); Lowress = RMathGetArray( "y.predict" );
Plot(Lowress, "Lowress" , colorRed);
Polyfit: thanks Ed for the link of AFL, below is similar
function in R (I hardcoded the nth order, pls adjust the polynomia order
accordingly)
Example:
RMathSetArray( BarIndex( ),"x"); RMathSetArray( Close,"y"
); RMathProcedure( "y.polyfit <- lm( y ~ x + I(x^2) + I(x^3) +
I(x^4)+I(x^5) + I(x^6) + I(x^7) + I(x^8))"); // RMathProcedure(
"y.polyfit <- lm( y ~ x + I(x^2) + I(x^3) + I(x^4))"); //
4th order RMathProcedure( "y.predict <- predict(y.polyfit,
data.frame(x= x))"); Polyfit = RMathGetArray( "y.predict" );
Plot(Polyfit, "Polyfit" , colorRed);
regards,
SW
From: Edward Pottasch
<empottasch@xxxxxxx be> To: amibroker@xxxxxxxxx ps.com Sent: Tuesday, April 14, 2009 6:12:01
PM Subject: Re:
[amibroker] Re: Gravity center mustafa Belkhayate
rgds, Ed
----- Original Message -----
Sent: Friday, April 10, 2009 5:04
PM
Subject: [amibroker] Re: Gravity
center mustafa Belkhayate
I checked the UTube video. The upper and lower bands + the dashed
lines are a least squares regression fit to a cubic equation. They are
offset above and below by some measure of volatility like ATR. The
yellow line in the middle is a least squares fit to a straight line
(linear regression) over the same number of bars as the cubic.
I
have coded a least squares fit to a quadratic in AFL - and there have
been postings here also. The main problem with coding is that the x-axis
time values numbers get so big that they occasionally exceed the maximum
32 bit floating point range (10^38 i think) causing the calculation to
blow up. I got around this problem by copying the price/time data to
separate arrays with time time array starting at zero. This stopped the
code from blowing up when the numbers got too big.
With a cubic,
things would be even worse since the matrix is 4x4 rather than 3x3 as in
the quadratic case.
ReefBreak
--- In amibroker@xxxxxxxxx
ps.com, "conrad_faber" <cfaber@xxx> wrote: > > The
money he claims to make comes mostly from his Martingale MM....many
small wins till the Tsunami strikes. Good luck, it may be worth it in
the end. > > > --- In amibroker@xxxxxxxxx
ps.com, "Edward Pottasch" <empottasch@ > wrote: >
> > > thanks. Yes came across oan and read somewhere about
repainting. Oan claims he makes tons of money with it. But repainting is
basicly looking into the future. Hard to test such a system but will
study it some more, > > > > regards, Ed > >
> > > > > > ----- Original Message -----
> > From: conrad_faber > > To: amibroker@xxxxxxxxx
ps.com > > Sent: Friday, April 10, 2009 3:31 PM >
> Subject: [amibroker] Re: Gravity center mustafa Belkhayate >
> > > > > > > > > >
> FWIW > > > > The indicator that is used by oan
on his FF benkyalate thread is based on the centre of gravity indicator
of which there are two types. One repaints the past as new bars are
formed (used by oan) and one does not. Not having used it myself I do
not know which one your code relates to. Best to search FF
forums. > > > > Regards Conrad > > >
> --- In amibroker@xxxxxxxxx
ps.com, "Edward Pottasch" <empottasch@ > wrote: > >
> > > > thanks, > > > > > > yes
similar to what you see on this video: > > > > >
> http://www.youtube. com/watch? v=zD_zIkEymE0 >
> > > > > it plots the lines in real time but I can't
see if it changes the lines at a later stage when information poures in.
I do not "speak" mql4 language therefor I ask. But it shouldn't be too
hard to translate. If somebody knows it will save me the effort. >
> > > > > regards, Ed > > > > >
> > > > > > > > > > >
> > ----- Original Message ----- > > > From: reinsley
> > > To: amibroker@xxxxxxxxx
ps.com > > > Sent: Friday, April 10, 2009 1:56
PM > > > Subject: Re: [amibroker] Gravity center mustafa
Belkhayate > > > > > > > > >
> > > > > > > > > > >
> I have got a CD demo running with MetaTrader 4 platform. >
> > I did not checkin to get real time quotes, but on historical
datas only > > > the last 150 bars can plot the GC. >
> > I did not count exactly, it's between 150 and 200 bars. Always
the last > > > bars and the same number of bars, you cannot
move the indicator in the > > > past, unless to remove
datas. > > > > > > So I suppose it looks into
the future. We cannot have such a smooth > > > curve in the
past and keep the same turning points. > > > > >
> Another Belkhayate Timing indicator was supplied but it hangs the
PC. > > > > > > However it worth to test it in
real time before to write bad things > > > about
it. > > > > > > Best regards > > >
> > > Edward Pottasch a écrit : > > > >
> > > > > > > > > > > >
looks interesting: > > > > > > > > http://www.tradings ystemforex. com/expert-
advisors- backtesting/ 219-belkhayate- expert-advisor. html >
> > > <http://www.tradings ystemforex. com/expert-
advisors- backtesting/ 219-belkhayate- expert-advisor.
html> > > > > > > > > did not try
to translate it yet. Anyone know if this code looks into the >
> > > future? Is this system of Belkhayate related to this
filter: > > > > > > > > http://codebase. mql4.com/ 2297 <http://codebase. mql4.com/ 2297> > > >
> > > > > ? > > > > > > >
> thanks, > > > > > > > > regards,
Ed > > > > > > > > > > >
> > > > > > > > > ----- Original
Message ----- > > > > *From:* Michel Guibert
<mailto:michelg14@ > > > > > *To:* amibroker@xxxxxxxxx
ps.com <mailto:amibroker@xxxxxxxxx
ps.com> > > > > *Sent:* Thursday, April 09, 2009
8:23 PM > > > > *Subject:* [amibroker] Gravity center
mustafa Belkhayate > > > > > > > >
Hi > > > > > > > > The gravity center
from Mustafa Belkhayate on Prorealtime is looking > > > >
close to the following code , anybody has an idea about
converting > > > > it in Amibroker ?? > > >
> ============ ========= ========= ========= ========= ==== >
> > > k=p3 // Variable p3= 65 > > > > >
> > > de48=DPO[k*2] (close) > > > > if
de48=de48[1] and de48[1]=de48[ 2] and de48[2]<>de48[ 3]
then > > > > flag=1 > > > > endif >
> > > n=(k*2)-4 > > > > p=(n/2)-1 > >
> > d100=DPO[n]( close) > > > > moy100=close-
d100 > > > > co=(moy100-moy100[ 1]+(close[
p])/n)*n > > > > if flag[1]=1 and flag[2]=0 then >
> > > hh=co[1] > > > > endif > > >
> if flag[1]=1 then > > > > co=hh > > >
> endif > > > > n=p3 mod 2 > > > >
p=(p3-n)/2 > > > > p3=(2*p)+1 > > > > once
x=0 > > > > w=abs((p-x)/ p) > > > >
w=w*w*w > > > > w=(1-w) > > > >
w=w*w*w > > > > x=x+1 > > > > if
barindex=p3 then > > > > a=0 > > > >
b=0 > > > > e=0 > > > > for i=1 to
p3 > > > > z=barindex-i+ 1 > > > >
a=a+w[z] > > > > b=b+w[z]*(i) > > > >
e=e+(i)*(i)* w[z] > > > > next > > > >
endif > > > > if barindex>p3 then > > >
> c=0 > > > > d=0 > > > > for i=1 to
p3 > > > > z=barindex-i+ 1 > > > >
c=c+co[p3+p- i]*w[z] > > > > d=d+co[p3+p- i]*w[z]*(
i) > > > > next > > > > endif > >
> > alpha=(a*d-b* c)/(a*e-b* b) > > > >
beta=(c*e-b* d)/(a*e-b* b) > > > > lowess=alpha*
(p+1)+beta > > > > if barindex < p3*2 then >
> > > lowess=undefined > > > > endif >
> > > > > > > zz = close - lowess > >
> > zzsigma = STD[p3](zz) > > > > bb1 = lowess +
zzsigma > > > > bb2 = lowess +1.618* zzsigma > >
> > bb3 = lowess +2* zzsigma > > > > bl1 = lowess -
zzsigma > > > > bl2 = lowess - 1.618* zzsigma >
> > > bl3 = lowess - 2* zzsigma > > > > >
> > > return lowess, bb1, bb2, bb3, bl1, bl2, bl3 > >
> > > > > > > > > > ------------
--------- --------- --------- --------- --------- - > > >
> Internet Explorer 8 makes surfing easier. Get it now! > >
> > <http://go.microsoft .com/?linkid= 9655265> > >
> > > > > > > > > >
> >
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