[EquisMetaStock Group] Re: Power( DataArray, VariablePower ) MS function

["MG Ferreira" <quant@xxxxxxxxxxxxxxxx>]

Thanks for your kind words!  The ln and exp has many uses, one is to
determine sums of stuff that is otherwise very difficult to calculate
or that gives rise to overflows.  I don't have an example handy, but
will post one when it comes to mind.  I think you can calculate
geometric averages this way for one, or use it to calculate very
accurate, time weighted return figures.  The beauty of it is locked up
in the fact that

log( a x b ) = log( a ) + log( b )

and

log ( a ^ b ) = b log ( a )

and you can write books just on this and the indicators you can derive
from it.  After applying this, just use exp to get back to 'real'
values, since exp( log( a ) ) = a ... <tonk>

Regards
MG Ferreira
TsaTsa EOD Programmer and trading model builder
http://www.ferra4models.com
http://fun.ferra4models.com








--- In equismetastock@xxxxxxxxxxxxxxx, "Jose Silva" <josesilva22@xxxx>
wrote:
> 
> Excellent, MG.
> 
> Here is the MetaStock code version:
> 
> ================
> Power - variable
> ================
> ---8<--------------------
> 
> { Power(DataArray,VariablePower) MS function }
> { With thanks to MG Ferreira }
> { http://www.metastocktools.com }
> 
> DataArray:=C;
> VariablePower:=DataArray/Mov(DataArray,63,S);
> VarPower:=Exp(Log(DataArray)*VariablePower);
> 
> VarPower
> 
> ---8<--------------------
> 
> 
> jose '-)
> http://www.metastocktools.com
> 
> 
> 
> --- In equismetastock@xxxxxxxxxxxxxxx, "MG Ferreira" <quant@xxxx>
> > wrote:
> > 
> > Hi Jose,
> > 
> > As in the reply to Eric, if you want x = a ^ b, use something like
> > 
> > x := Exp( b * Log( a ) )
> > 
> > Please, I am sidestepping one of your rules here, so just test it
> > before you use it!  It may be Ln in MSFL, I am not sure and can not
> > test it from here.  Regarding the world economy, we are up to our
> > ears in work regarding the local economy at the moment.  Must have
> > something to do with sudden changes in interest rates.......  Of
> > course our model predicted this, but we did not believe it.....
> > 
> > Regards
> > MG Ferreira
> > TsaTsa EOD Programmer and trading model builder
> > http://www.ferra4models.com
> > http://fun.ferra4models.com
> > 
> > 
> > 
> > --- In equismetastock@xxxxxxxxxxxxxxx, "Jose Silva" <josesilva22@xxx
> .> wrote:
> >
> >> MSFL does not allow a time series as a parameter in the 'Power'
> >> function.  So we have to use exps and lns.
> > 
> > MG, if you're not too busy modeling the World's economy, do you know 
> > of a simple way to use the Log() (natural Logarithm) and Exp() 
> > functions to calculate Power(DataArray,VariablePower)?
> > 
> > Example:
> > DataArray:=C;
> > VarPower:=Mov(C,21,E)/C;
> > Pwr(DataArray,VarPower) <-- only constant data allowed.
> > 
> > 
> > jose '-)
> > http://www.metastocktools.com





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