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That's wonderful with EMA ~ AMA ... but there are a lot of other
functions where this either won't fly or is a royal pain in the butt.
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> Example
> per=10+Cum(1)%10;
> Plot(EMA(C,per),"",7,1);
> will not function, since EMA does not accept variable per.
> But, you may see it [and use it] with
>
> per=10+Cum(1)%10;
> smooth=2/(per+1);
> W=AMA(C,smooth);
>
> Play a little with
> per=10+Cum(1)%10;
> smooth=2/(per+1);
> W=AMA(C,smooth);
> Plot(W,"",4,8);Plot(EMA(C,10),"",5,1);Plot(EMA(C,20),"",5,1);
> it is interesting.
> DT
> --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
<TSOKAKIS@xxxx>
> wrote:
> > Example
> > per=10+Cum(1)%10;
> > Plot(EMA(C,per),"",7,1);
> > will not function, since EMA does not accept variable per.
> > But, you may see it [and use it] with
> >
> > per=10+Cum(1)%10;
> > smooth=2/(per+1);
> > W=AMA(C,smooth);
> >
> > Play a little with
> > per=10+Cum(1)%10;
> > smooth=2/(per+1);
> > W=AMA(C,smooth);
> > Plot(W,"",4,8);Plot(EMA(C,10),"",5,1);Plot(EMA(C,20),"",5,1);
> > it is interesting.
> > DT
> > --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
> <TSOKAKIS@xxxx>
> > wrote:
> > > Do not ignore, for now, the analytic way.
> > > Macd is a difference of two EMAs.
> > > An MACD for Vol, 12,26 would be
> > > MACDvol=EMA(V,12)-EMA(V,26);
> > > You may also introduce variable EMA period [not available now
in
> > the
> > > built-in EMA), using the
> > > AMA(Array,smooth)=EMA(Array,per) with smooth=2/(1+per).
> > > DT
> > > --- In amibroker@xxxxxxxxxxxxxxx, uenal.mutlu@xxxx wrote:
> > > > Hi CS, DT and all,
> > > >
> > > > I too would like dynamic (user modifyable) args to
> > > > internal functions. For example the MACD and SIGNAL
> > > > functions work only on the Close price. It would be a
> > > > plus if user could override the default Close array it
> internally
> > > uses.
> > > > The function prototypes then would look like:
> > > > MACD(fastperiod = 12, slowperiod = 26, sourcearray = Close);
> > > > SIGNAL(fastperiod = 12, slowperiod = 26, signalperiod = 9,
> > > sourcearray = Close);
> > > > (here the last param was added).
> > > >
> > > > then such things like the following would be possible:
> > > > MACD(12,26,C) > MACD(12,26,EMA(C, 9));
> > > > or you could create the MACD for volume etc... :-)
> > > >
> > > > UM
> > > >
> > > >
> > > > ----- Original Message -----
> > > > From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
> > > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > > Sent: Thursday, April 17, 2003 2:01 PM
> > > > Subject: [amibroker] Re: AmiBroker 4.31.0 BETA Question
> > > >
> > > >
> > > > > CS,
> > > > > something must be more clear:
> > > > > Do you speak for a variable period for RSI(periods) or for
> the
> > > RSI of
> > > > > another function?
> > > > > When we write RSI(12), we mean RSI calculated on Close,
> > > periods=12.
> > > > > An example of variable period should be like
> > > > > per=10+cum(1)%10;
> > > > > W=RSI(per);
> > > > > It will not work, since built-in RSI() does not accept
> variable
> > > > > period.
> > > > > The second case is to apply the RSI transformation on
another
> > > > > function, say Stochastics.
> > > > > This is already included through the RSIA(Array,periods)
> > > function,
> > > > > but still for a fixed period.
> > > > > It would be better to be more specific, which improvement
do
> > you
> > > ask.
> > > > > DT
> > > > > --- In amibroker@xxxxxxxxxxxxxxx, "CS" <csaxe@xxxx> wrote:
> > > > > >
> > > > > > Since converting some of my systems to dynamic parameter
> > input,
> > > my
> > > > > success (profits) has increased dramatically.
> > > > > > Unfortunately, most people don't know the difference
> between
> > > > > dynamic (variable) and static (constant) parameter inputs.
> > > > > > Simplistic Hint: Static- RSI(14); Dynamic- RSI( ATR
> > (3) );
> > > > > >
> > > > > > I have asked TJ to go back and re-work indicators and
> > functions
> > > to
> > > > > accept dynamic inputs, but he said that only three other
> people
> > > had
> > > > > asked for the same thing, so it is low on his priority
list.
> > So,
> > > I
> > > > > have had to resort to manually coding each
indicator/function
> > in
> > > > > script, and script sucks. Error messages while debugging
are
> so
> > > > > vague, that they are useless.
> > > > > > The recent inclusion of native AFL looping and flow
control
> > > will
> > > > > help.
> > > > > >
> > > > > > There are some functions that accept dynamic input such
as
> > HHV,
> > > > > LLV, Sum, Ref, AMA, AMA2, WMA, DEMA, TEMA and MA.
> > > > > >
> > > > > > It would be nice if all new functions/indicators created
> > would
> > > > > accept dynamic inputs.
> > > > > >
> > > > > > -CS
> > > > > > ----- Original Message -----
> > > > > > From: Fred
> > > > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > > > Sent: Wednesday, April 16, 2003 4:26 PM
> > > > > > Subject: [amibroker] Re: AmiBroker 4.31.0 BETA Question
> > > > > >
> > > > > >
> > > > > > I believe LinRegSlope takes as it's second argument a
NON
> > > time
> > > > > > variant argument or a constant NOT an array like for
> > example
> > > AMA
> > > > > > would. I don't know but I supect the code I put in my
> > > original
> > > > > post
> > > > > > won't work any way or if it has a chance of working I
> > > wouldn't
> > > > > know
> > > > > > how to modify it so it does, maybe
> > > > > >
> > > > > > LRS = LinRegSlope(close[ i ], HilbertPeriod[ i ]);
> > > > >
> > > > >
> > > > > ------------------------ Yahoo! Groups Sponsor -------------
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