PureBytes Links
Trading Reference Links
|
styleownscale is just that. you cannot really get another plot to
exactly scale the same
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
2009/6/30 Ken H <sfehendo@xxxxxxxxxxxx>:
>
>
> Hi Bruce
> Try adding this.
>
> Plot(0, "", colorBlue,styleNoLabel);
>
> or use the following
>
> _SECTION_BEGIN("MACD");
> r1 =
> Param( "Fast avg", 12, 2, 200, 1 );
> r2 = Param( "Slow avg", 26, 2, 200, 1 );
> r3 = Param( "Signal avg", 9, 2, 200, 1 );
> Plot
> ( ml = MACD(r1, r2), StrFormat(_SECTION_NAME()+"(%g,%g)", r1, r2),
> ParamColor("MACD color", colorRed ), ParamStyle("MACD style") );
> Plot
> ( sl = Signal(r1,r2,r3), "Signal" + _PARAM_VALUES(), ParamColor("Signal
> color", colorBlue ), ParamStyle("Signal style") );
> Plot
> ( ml-sl, "MACD Histogram", ParamColor("Histogram color", colorBlack ),
> styleNoTitle | ParamStyle("Histogram style", styleHistogram | styleNoLabel,
> maskHistogram ) );
> Plot
> (0, "", colorBlue,styleNoLabel);
>
> Cheers
>
> Ken
>
> --- On Tue, 30/6/09, Dennis Brown <see3d@xxxxxxxxxxx> wrote:
>
> From: Dennis Brown <see3d@xxxxxxxxxxx>
> Subject: Re: [amibroker] Re: Brain fried, How do I plot a zero line on my
> MACD
> To: amibroker@xxxxxxxxxxxxxxx
> Received: Tuesday, 30 June, 2009, 10:40 AM
>
> Bruce,
> Thanks for your suggestions. They are appreciated. I will contact you
> off-line for further discussion about these.
> I am glad to see that I am not the only one who would like to have more
> control over the number of bars used in AFL. I posted one bug related to
> these long ago, and commented on the one way nature of SBR, but never posted
> my own suggestion for having the ability to reduce the number of bars via
> SBR, because I previously could not get any responses from this forum or
> support about how I should go about trying to do this. I did not want to
> suggest something without knowing it was desired by more than myself, or
> understanding if there was another way to do it. I have now posted a
> suggestion #1790, so we have a place holder for the desired functionality.
> http://www.amibroke r.com/feedback/ view_bug. php?bug_id= 1790
> Best regards,
> Dennis
> On Jun 29, 2009, at 9:19 AM, bruce1r wrote:
>
> Dennis -
>
> I was just making sure about you understanding of the SetBarsRequired( )
> placement. I agree with most of your summary, but let's put the minor
> points aside and turn to your issue. FWIW, I'd like to have full control
> over bar requirements also. Actually - even more than you want, but that's
> another story. Its something that I and Fred and I have both discussed with
> Tomasz some time ago. I might even muse on TJ's reasoning in his current
> design, but he really should comment. But, we have to deal with the hand
> that we're dealt.
>
> My impression is that you have an "all in one" indicator that you try to
> use as a control and analysis center. I'll confess that I've written one of
> these also, but moved away from that type of design for various reasons. I
> think that we are at a point that if you want to explore some workarounds,
> we'll have to examine your requirements in detail, and this is probably best
> moved o ffline to e-mail.
>
> Before I do that, I'll offer some comments that I hope might be of general
> interest about this general problem. Let's recap your statement about the
> design issue -
>
> You said - "In my case, I sometimes want to take a one shot pass at allthe
> bars to gather some statistics and save them, then immediately dropback to
> some minimum number of bars to speed up the user interface for changing
> parameters in the parameter window or even working with on-chart buttons,
> and go back to real time trading."
>
> So, given that as the problem statement, some alternatives are -
>
> Note that having say SetBarsRequired( 100,0), for example, DOES NOT
> preclude passing all of the data. I suspect that what you want is to expand
> the back bars then call Equity() and gather stats. A viable alternative in
> some cases is just to programatically zoom to the full range, run and store
> the stats,and programatically zoom back to the original range. This
> preserves the 100 bars back setting.
> Another slightly more flexible alternative is to run the backtestin the AA.
> To do this, you shell out to a JScript "controller" program which invokes
> the appropriate AA backtest and stores the results. In your case, though,
> this might require the passing of many parameters in static variables,
> though. However, I use this technique for running a portfolio backtest over
> a dynamic watchlist on demand from an indicator. BTW, it seems to "free up"
> the indicator display, but I have only run this on EOD data and can't
> comment on how much parallelism can be achieved on RT data. And, I assume
> that TJ has the appropriate lock-outs, but after about a year and a half of
> use, no problems.
> The backtest "indicator" can be run in another document. This document can
> have a different, full data range. This has the advantage of only
> calculating when when visible, but I'd still put a trigger on it. But,
> again, some parameter communication would be needed.
>
> Each individual would have to decide on the trade-off's. #1 is the easiest.
> #2 might allow for some interesting things if and when TJ implements
> multi-processor support. There are even a few other alternatives. But this
> is probably enough food for thought.
>
> -- BruceR
>
> --- In amibroker@xxxxxxxxx ps.com, Dennis Brown <see3d@xxx> wrote:
>>
>> Bruce,
>>
>> Yes, I understand the SBR requirements. My AFLs have it as the last
>> statement. The thing I was showing below was some wishful thinking if
>> the way SBR worked were modified to allow for reducing the number of
>> bars at each call. In fact it would be good to iterate how it works
>> here so nobody gets confused by my musings:
>>
>> When the indicator chart is first run, it takes a pass just to figure
>> out how man y bars are required (it also compiles other information to
>> speed executions). Each function, or loop may have a different
>> requirement for historical bars previous to the FirstVisibleBar. This
>> first AFL pass might give erroneous results since it does not know
>> until the end of the pass what all the requirements are, but I think
>> it uses all bars, so that should not cause a problem. It is a peak
>> detecting function, so that it only increased the number of bars
>> required, and never decreases them. If I have operations that write
>> information to files or static variables, I disable the writes during
>> this pass since the ChartID is not valid yet.
>>
>> Subsequent AFL passes now know how many bars to load from the database
>> to make sure that the visible bars show accurate results.
>>
>> If some new conditional AFL code executes during one of the subsequent
> &g t; AFL passes, for instance an AddToComposite( ) function that requires
>> all bars, or an SetBarsRequired( ) function with a larger number of
>> bars, the next pass of AFL will load more bars and this will be the
>> new minimum bars requirement. However, I have noticed in my charts,
>> that the first pass after a new requirement may not use the higher
>> number of bars for an extra pass, so I am not sure about the exact
>> sequence. Perhaps, a new requirement caused another "bar
>> requirements" gathering pass first. This can lead to errors if you
>> are saving results on a one shot basis in a static variable or file.
>>
>> If an SetBarsRequired( ) statement is found at the very end of the AFL,
>> then it will override the previous requirements. However, it still
>> will not allow you to reduce the requirements after the first pass.
>>
>> I am not aware of any detailed descriptions or flow charts of this
>> execution process for AFL, so all of this is just from observations
>> while debugging code, and might be incorrect.
>>
>> I was musing about giving the user AFL control over the reducing the
>> number of bars used on subsequent passes.
>>
>> In my case, I sometimes want to take a one shot pass at all the bars
>> to gather some statistics and save them, then immediately drop back to
>> some minimum number of bars to speed up the user interface for
>> changing parameters in the parameter window or even working with on-
>> chart buttons, and go back to real time trading. It is a real drag
>> when I have to wait 5 seconds between every parameter change -- which
>> is the fastest I have been able to drop back to from the 20 second
>> full pass with SBR working in its current operating mode. At 5
>> seconds, a lot of the user interface functions stop worki ng. It takes
>> me quite a while to get my chart back to trading fast after using more
>> bars for a (not so) quick test.
>>
>> Of course, once the user takes control of the number of bars required,
>> it is his responsibility to monitor the requirements carefully.
>>
>> BR,
>> Dennis
>>
>>
>> On Jun 28, 2009, at 9:17 PM, bruce1r wrote:
>>
>> > Dennis -
>> >
>> > Close, but not quite. If you were going to use SetBarsRequired( ) to
>> > control the lookback, it is CRITICAL that it be the LAST statement in
>> > the program. If it is not, subsequent statements ( such as HHV() )
>> > may
>> > add to the requirement. If you want to see a detailed explanation of
>> > this, refer to Tomasz's QuickAFL article in the KB.
>> >
>> > Regarding the issues that you described in your previous response to
>> > me,
>> > there are a couple of ways to deal with the issue that you are
>> > describing. When the teenagers go to bed and its quiet later, I'll
>> > try
>> > to outline one.
>> >
>> > -- BruceR
>> >
>> > --- In amibroker@xxxxxxxxx ps.com, Dennis Brown see3d@ wrote:
>> >>
>> >> Yes Tony,
>> >>
>> >> This is close to what I was referring to as the array solution,
>> >> though
>> >> I would probably write it like this to make it symmetrical:
>> >>
>> >> minmax = LastValue( HHV( abs( m ), r ) );
>> >>
>> >> It would be interesting if we could have a faster operation such that
>> >> if we used a SetBarsRequired( r, 0 ) in the preceding statement to
>> >> reduce the range so the the range equaled the number of bars
>> >> specified, that the returned value would be a single number of the
>> >> result. Hmmmmm. If that mode were available, it would look like
>> > this:
>> >>
>> >> m = MACD();
>> >>
>> >> fb = Status("FirstVisibl eBar");
>> >> lb = Status("LastVisible Bar");
>> >> r = lb - fb;
>> >>
>> >> SetBarsRequired( r, 0 )
>> >> maximum = HHV( abs( m ), r );
>> >> Plot( m, "MACD", colorRed, styleOwnScale, -maximum, maximum );
>> >> Plot(0, "", colorBlack, styleOwnScale, -maximum, maximum);
>> >>
>> >> Just a little brainstorming.
>> >>
>> >> BR,
>> >> Dennis
>> >>
>> >> On Jun 28, 2009, at 8:31 AM, Tony Grimes wrote:
>> >>
>> >>>
>> >>>
>> >>> Try this solution, array style:
>> >>>
>> >>> m = MACD();
>> >>>
>> >>> fb = Status("FirstVisibl eBar");
>> >>> lb = Status("LastVisible Bar");
>> >>> r = lb - fb;
>> >>>
>> >>> minimum = LastValue( LLV( m, r ) );
>> >>> maximum = LastValue( HHV( m, r ) );
>> >>>
>> >>> Plot( m, "MACD", colorRed, styleOwnScale, minimum, maximum );
>> >>> Plot(0, "", colorBlack, styleOwnScale, minimum, maximum);
>> >>>
>> >>>
>> >>> On Sat, Jun 27, 2009 at 11:16 AM, Dennis Brown see3d@
>> >>> wrote:
>> >>>
>> >>>
>> >>> Maybe not...
>> >>>
>> >>> Through this discussion, the problem has been reduced to aligning
>> > the
>> >>> min/max range of a MACD styleOwnScale plot to another zero line
>> >>> styleOwnScale plot statement. Therefore, the only way to do this is
>> >>> to find the min/max values of the MA CD function in the visible bars
>> >>> range and use those numbers in both plot statements, or make the
>> > MACD
>> >>> range symmetrical and then the zero line statement can be any
>> >>> symmetrical range.
>> >>>
>> >>> I am happy with my dual colored plot line at this point. However, to
>> >>> complete the original idea, I could use a simple loop to find the
>> > min/
>> >>> max numbers of the MACD, but I am now wondering if there is a
>> > "faster"
>> >>> execution way using array logic instead?
>> >>>
>> >>> It seems like a waist of time to create an array of the Min/Max over
>> >>> that range for all bars, then just use the last value. I use loops
>> >>> when I only want a single number result related to the Min/Max value
>> >>> over the last n bars only (like the v isible bar range). Am I missing
>> >>> an opportunity to approach this in a more efficient way?
>> >>>
>> >>> BR,
>> >>> Dennis
>> >>>
>> >>>
>> >>>
>> >>> On Jun 27, 2009, at 9:06 AM, gmorlosky wrote:
>> >>>
>> >>>> maybe....
>> >>>>
>> >>>> IF ( MACDline == Signalline) // histogram value equals zero
>> >>>> X = lastvalue(MACDline- Signalline) ;
>> >>>> Plot (X,"", colorblack);
>> >>>>
>> >>>> --- In amibroker@xxxxxxxxx ps.com, Dennis Brown see3d@ wrote:
>> >>>>>
>> >>>>> Yes, I have it set to 100%. The absolute values of the indicator
>> >>>>> will
>> >>>>> vary wildly, depending on the price and volatility of the stock.
>> > I
>> >>>& gt;> plot ES, so the values are quite large at times.
>> >>>>>
>> >>>>> BR,
>> >>>>> Dennis
>> >>>>>
>> >>>>> On Jun 26, 2009, at 5:58 PM, monitorit wrote:
>> >>>>>
>> >>>>>> If that's all you needed, the color change would be best. But, I
>> >>>>>> think the solution I suggested would work... you would still
>> > plot/
>> >>>>>> see value very high or low just within a section defined by
>> >>> pane*1/
>> >>>>>> minvalue [at least it has for me]. BTW, presently what is the
>> >>> upper
>> >>>>>> and lower bounds of the MACD in relationship to the height of
>> > the
>> >>>>>> pane? Is it 100% of the pane height?
>> >>>>>> Dan
>> >>>>> ;>
>> >>>>>> --- In amibroker@xxxxxxxxx ps.com, Dennis Brown <see3d@> wrote:
>> >>>>>>>
>> >>>>>>> Dan,
>> >>>>>>>
>> >>>>>>> This is what I usually do for indicators when I know the range
>> > of
>> >>>>>>> values. However, MACD is an unbounded indicator, so I don't
>> > know
>> >>>>>>> how
>> >>>>>>> large the values are. It is only the zero crossings and
>> > relative
>> >>>>>>> peaks that are useful info here.
>> >>>>>>>
>> >>>>>>> I just thought there would be some simple shortcut to actually
>> >>>>>>> scanning the visible bars for the min/max values to use in the
>> >>> plot
>> >>>>>>> statemen ts. I think I will just switch colors of the MACD from
>> >>> red
>> >>>>>>> to
>> >>>>>>> green if it is above or below zero instead of resorting to yet
>> >>>>>>> another
>> >>>>>>> loop.
>> >>>>>>>
>> >>>>>>> Thanks,
>> >>>>>>> Dennis
>> >>>>>>>
>> >>>>>>>
>> >>>>>>> On Jun 26, 2009, at 4:40 PM, monitorit wrote:
>> >>>>>>>
>> >>>>>>>> Dennis,
>> >>>>>>>> Hi. You might try this- Place a value in minvalue section but
>> >>>>>>>> none
>> >>>>>>>> in maxvalue section [I think maybe a value like 2 equates to
>> > 1/2
>> >>>>>>>> pan e height] of your MACD and zero plot statements.
>> >>>>>>>> Also,styleNoRescale in the zero plot statement. This worked
>> > for
>> >>>>>>>> me
>> >>>>>>>> when I wanted to plot a histogram and a dot on the top of the
>> >>>>>>>> histogram. Not sure if it works with a line. If it doesn't,
>> > you
>> >>>>>>>> could try plotohlc with H=max(0,my#) and L=min(0,my#) .
>> >>>>>>>>
>> >>>>>>>> Dan
>> >>>>>>>>
>> >>>>>>>> --- In amibroker@xxxxxxxxx ps.com, Dennis Brown <see3d@> wrote:
>> >>>>>>>>>
>> >>>>>>>>> Hello,
>> >>>>>>>>>
>> >>>>>>>>> This must be simple, but my AFL brain is fried today. I have
>> > an
>> >>>>>>>>> MACD
>> >>>>>>>>> plot on top of my main price chart, and I want to plot a zero
>> >>>>>>>>> line
>> >>>>>>>>> over it. It is plotted as StyleOwnScale of course. I can't
>> > use
>> >>>>>>>>> StyleLeftAxis because I am using it for something else. I
>> >>>>>>>>> guess I
>> >>>>>>>>> could do something to figure out where the visible high and
>> > low
>> >>>>>>>>> values
>> >>>>>>>>> of the MACD are, but it seems like it should be easier than
>> >>> that.
>> >>>>>>>>>
>> >>>>>>>>> TIA,
>> >>>>>>>>> Dennis
>> > >>>>>>>>
>> >>>>>>>>
>> >>>>>>>>
>> >>>>>>>>
>> >>>>>>>>
>> >>>>>>>> ------------ --------- --------- ------
>> >>>>>>>>
>> >>>>>>>> **** 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
>> >>>>>>>> SUPPORT {at} amibroker.com
>> >>>>>>>>
>> >>>>>>>> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
>> >>>>>>>> http://www.amibroke r.com/feedback/
>> > >>>>>>> (submissions sent via other channels won't be considered)
>> >>>>>>>>
>> >>>>>>>> For NEW RELEASE ANNOUNCEMENTS and other news always check
>> >>> DEVLOG:
>> >>>>>>>> http://www.amibroke r.com/devlog/
>> >>>>>>>>
>> >>>>>>>> Yahoo! Groups Links
>> >>>>>>>>
>> >>>>>>>>
>> >>>>>>>>
>> >>>>>>>
>> >>>>>>
>> >>>>>>
>> >>>>>>
>> >>>>>>
>> >>>>>> ------------ --------- --------- ------
>> >>>>>>
>> >>>>>> **** 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
>> >>>>>> SUPPORT {at} amibroker.com
>> >>>>>>
>> >>>>>> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
>> >>>>>> http://www.amibroke r.com/feedback/
>> >>>>>> (submissions sent via other channels won't be considered)
>> >>>>>>
>> >>>>>> For NEW RELEASE ANNOUNCEMENTS and other news always check
>> > DEVLOG:
>> >>>>>> http://www.amibroke r.com/devlog/
>> >>>>>>
>> >>>>>> Yahoo! Groups Links
>> >>>>>>
>> >>>>>>
>> >>>>>>
>> >>>>>
>> >>>>
>> >>>& gt;
>> >>>>
>> >>>>
>> >>>> ------------ --------- --------- ------
>> >>>>
>> >>>> **** 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
>> >>>> SUPPORT {at} amibroker..com
>> >>>>
>> >>>> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
>> >>>> http://www.amibroke r.com/feedback/
>> >>>> (submissions sent via other channels won't be considered)
>> >>>>
>> >>>> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
>> >>>> http://www.amibroke r.com/devlog/
>> >>>>
>> >>>> Yahoo! Groups Links
> & gt; >>>>
>> >>>>
>> >>>>
>> >>>
>> >>>
>> >>>
>> >>>
>> >>>
>> >>
>> >
>> >
>> >
>> >
>> > ------------ --------- --------- ------
>> >
>> > **** 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
>> > SUPPORT {at} amibroker.com
>> >
>> > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
>> > http://www.amibroke r.com/feedback/
>> > (submissions sent via other channels won't be considered)
>> >
>> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
>> > http://www.amibroke r.com/devlog/
>> >
>> > Yahoo! Groups Links
>> >
> & gt; >
>> >
>>
>
>
>
>
> ________________________________
> Access Yahoo!7 Mail on your mobile. Anytime. Anywhere. Show me how.
>
>
------------------------------------
**** 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
SUPPORT {at} amibroker.com
TO SUBMIT 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/
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|