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Hello,
What timeframe you use does not matter. AMA is universal function and works
REGARDLESS of timeframe.
You must use AMA or loop in order to make recursive calculation
and you really need to read
http://www.amibroker.com/guide/h_understandafl.html
Your questions and problems clearly show that you do not understand
basics and you must re-read "Understand AFL" section of the Guide
as many time as it is required to sink in.
You have many basic errors in your formula.
So instead of:
avrg1=(1-alpha)*Ref(avrg1,-1)+alpha*yield1; //for the first day of chart avrg1=yield1; // WRONG !
you should write:
avrg1= AMA( yield1, alpha );
and instead of:
dvst1=sqrt((1-alpha)*Ref(dvst1,-1)*Ref(dvst1,-1)+alpha*(yield1-avrg1)*(yield1-avrg1)); //for the first day of chart dvst1=1; //
WRONG
you should write
dvst1=sqrt( AMA( yield1, alpha ) );
Plus of course if you are using TimeFrameSet YOU MUST pair it with
TimeFrameRestore and you must use TimeFrameExpand to expand
buy/sell and other arrays.
Again, reading the manual is required:
http://www.amibroker.com/guide/h_timeframe.html
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Angio" <angio1967@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, August 08, 2009 2:02 PM
Subject: [amibroker] Re: Error 29, variable 'xxx' without having been initialized !!!
> Thanks for your reply Tomasz ,
> I had seen the AMA, but in my case does not go well,
> because the calculation is done on the bar above to 5 minutes time frame, not the value of the previous day !!!
>
> Then I have a similar problem with 'devst1' variable.
>
> I put the formula in full so that you can possibly correct it ...
>
> Invest = 100000;
> SetOption( "InitialEquity",Invest);
> SetOption( "MaxOpenPositions",1);
> PositionSize=Invest;
> ApplyStop(0,0,0,0);
> ApplyStop(1,0,0,0);
> ApplyStop(2,0,0,0);
> SetTradeDelays(0,0,0,0);
>
> TimeFrameSet(in5Minute);
>
> Timeopen=TimeNum()==090500 ;
> Timeclose=TimeNum()==172500 ;
> Time1630=TimeNum()==163000 ;
>
> O_OGGI=ValueWhen(Timeopen,O,1);
> C_OGGI=ValueWhen(Timeclose,C,1);
> T_1630=ValueWhen(Time1630,C,1);
>
> Yield1=((T_1630/O_OGGI)-1)*100;
> alpha=0.02;
>
> avrg1=(1-alpha)*Ref(avrg1,-1)+alpha*yield1; //for the first day of chart avrg1=yield1;
>
> dvst1=sqrt((1-alpha)*Ref(dvst1,-1)*Ref(dvst1,-1)+alpha*(yield1-avrg1)*(yield1-avrg1)); //for the first day of chart dvst1=1;
>
> Input1=IIf((Yield1>2*dvst1),1,IIf((Yield1<-2*dvst1),-1,Yield1/(2*dvst1))));
>
> kappa1=Param("kappa1", 0.3, 0, 1, 0.05);
> kappa2=Param("kappa2", -0.3, -1, 0, 0.05 );
>
> Buy=Time1630 AND Input1 >= kappa1;
> Sell=Timeopen;
> Short=Time1630 AND Input1 <= kappa2;
> Cover=Timeclose;
>
> BuyPrice=C;
> SellPrice=O;
> ShortPrice=C;
> CoverPrice=C;
>
> Buy=ExRem(Buy,Sell);
> Sell=ExRem(Sell,Buy);
> Short=ExRem(Short,Cover);
> Cover=ExRem(Cover,Short);
>
> PlotShapes( shapeUpArrow* Buy , colorBlue ,0,L);
> PlotShapes( shapeHollowUpArrow* Cover ,colorBlue ,0,L);
> PlotShapes( shapeHollowDownArrow* Sell,colorRed ,0,H);
> PlotShapes( shapeDownArrow* Short, colorRed ,0, H);
>
> Plot(C,"",colorBlack,styleCandle);
> _N(Title = StrFormat("{{NAME}} - ANG Last_H System - {{INTERVAL}} {{DATE}} - Open %g, Hi %g, Lo %g, Close %g (%.1f%%) Vol "
> +WriteVal( V, 1.0 ) +" {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
>
> eq=Param("equity",1,0,1,1);
> equi=IIf(eq==0,Null,Equity( ));
> Cover1=Flip(Cover,Short);
> Short1=Flip(Short,Cover);
> Buy1=Flip(Buy,Sell);
> Sell1=Flip(Sell,Buy);
> Plot( Equi-Invest,"\n\Equity",IIf(Buy1,colorPaleTurquoise,IIf(Short1,colorRose,colorLightGrey)), styleArea+styleLeftAxisScale);
> dr = Equi- Highest(Equi);
> Plot(dr, "Drawdown", colorDarkRed, styleArea+styleLeftAxisScale );
> Maxdr=LLV(dr,100000);
> Plot( Maxdr , "Max Drawdown", colorDarkRed, styleLine+styleLeftAxisScale );
>
> Sorry for my bad English, I am an Italian boy.
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>>
>> Hello,
>>
>> There is a DEDICATED function that implements just that called AMA
>>
>> xxx = AMA( yyy, alpha );
>>
>> http://www.amibroker.com/f?ama
>>
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>> ----- Original Message -----
>> From: "Angio" <angio1967@xxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Thursday, August 06, 2009 7:08 PM
>> Subject: [amibroker] Error 29, variable 'xxx' without having been initialized !!!
>>
>>
>> > how can I solve this problem in the AFL code?
>> >
>> > xxx=(1-alpha)*Ref(xxx,-1)+alpha*yyy;
>> >
>> > the variable xxx must be set to 1 for the first day !!!
>> >
>> >
>> >
>> >
>> >
>> >
>> > ------------------------------------
>> >
>> > **** 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
>> >
>> >
>> >
>>
>
>
>
>
> ------------------------------------
>
> **** 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
>
>
>
------------------------------------
**** 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/
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