Graham, a few queries on your P&F Charts when u get the time 2 reply. I'm only just in the early stages of learning P&F (halfway thru Dorsey's latest book), so would the earlier version of your P&F Chart (4.4) be basically the same method that Dorsey uses?
I note that P&F Chart v4.53 uses closing ATR values, what are the advantages of using them? I'm curious did you look into using % log values eg as in BE Broker ( http://www.archeranalysis.com/beb/About.htm ). Any tips/ideas on how to code that( into v4.4) ? I presume it's not just a simple matter of using the log scale option in the Parameters ... Axis & Grid option. Is that right? And did your KS charts prove effective, I presume it's designed to be more responsive than standard P&F? It seems using % log values seems a logical & consistent way to set boxsizes, but I've yet to look into any studies 2 determine which is best. If you or anyone could point me to a discussion or studies of box sizes I'd appreciate it. Thanks for time. Regards Justin -- In amibroker@yahoogroups.com, Graham <[EMAIL PROTECTED]> wrote: > > Basically PFC is calculated in the loops. PFO = PFC +/- Box depending > on direction > > Yes you can I I could have posted a variable box size P&F code at the > yahoo group files. (I think as it was some time ago now) It was with > older versions of AFL so not as flexible as now. > > I also went beyond P&F with what I called KS chart which has fully > varying unit size based on recent volatility of the chart. The only > thing was I had to forgo the XO structure as that relies on single > size boxes. > > > > On Mon, 21 Feb 2005 10:40:04 -0000, the_short_fox <[EMAIL PROTECTED]> wrote: > > > > > > Graham, > > > > Thank you for the detailed answer. > > I'm starting to understand the synthax of AFL, much because of your > > assistance. Thanks. > > > > If you won't mind, your post raises another question: you mentioned > > that PFC stands for closing prices and PFO is for "opening" prices > > (one box behind, up or down). My question is, what happens if the > > boxsize varies? How does AmiBroker handles such a situation where > > the boxsize changes as a function of increasing (or decreasing) > > prices? Can I plot in AmiBroker a custom-PF array, which is based on > > a varying boxsize? > > > > Thanks again for the updated PF code. > > > > Short. > > > > --- In amibroker@yahoogroups.com, Graham <[EMAIL PROTECTED]> wrote: > > > Hi I will attempt to explain what I can, but firstly if the code > > > contains jscript then you must have an old version. I have reworked > > > the PF code to native AFL loops and you can find this in AFL > > library > > > on AB site. Using Jscript was the original method to use looping in > > > AFL. > > > > > > PFO and PFC are intermediate variables allowing for the value of > > close > > > price (PFC) to be calculated within the loop. PFO is just 1 box > > size > > > behind PFC. > > > Delta allows for the number of final columns of the PF chart to be > > > moved to the right end of the background bar chart. It is not > > possible > > > to change the X axis on the charts which always remain the same > > number > > > of bars as the underlying symbol data. > > > > > > In the plot I use basic prices, but you may notice the OHLC have > > been > > > re-assigned values as calculated from PFO & PFC. > > > > > > Yes, have a look at what I produced and placed on AB site > > > http://www.amibroker.com/library/detail.php?id=348 > > > there are also some older versions, just search the library for P&F > > > > > > > > > On Sun, 20 Feb 2005 14:45:18 -0000, the_short_fox > > > <[EMAIL PROTECTED]> wrote: > > > > > > > > > > > > Hi Graham et al, > > > > > > > > As a programmer in a different language, who's a new AmiBroker > > user, > > > > I would be thankful if you provide some commentary (here), with > > > > regards to variables/declarations in the P&F code published by > > you. > > > > This way, I hope I'll be able to learn AFL better. Would you > > mind if > > > > I ask several questions? > > > > > > > > (i) what do PFO and PFC arrays represent? > > > > (ii) what does delta variable represent? > > > > (iii) what is Jscript and why is it being used? > > > > (iv) In the "Plot" function, why is C array used for plotting? As > > > > far as I understand (I guess I don't, currently) C stands for the > > > > closing prices of "regular" time-interval bars > > (daily/weekly/monthly > > > > etc), not P&F columns (which are time independent). I would be > > happy > > > > if you can clarify a little. > > > > (v) Last question, if you won't mind: is there any way to > > construct > > > > a type/record in AmiBroker? i.e, a single varibale that contains > > > > several sub-variables. I specifically refer to something like > > this: > > > > > > > > Type Column=record > > > > // Storing information for every 'X' or 'O' column > > > > // Assuming a maximum of 200 boxes per column > > > > Sort: integer; // 'X' ---> 1 ; 'O' ---> 0 > > > > MaxPFValue: float; // Highest price for the column (P&F > > > > perspective) > > > > MinPFValue: float; // Lowest price for the column (P&F > > perspective) > > > > First: integer; // Starting date for the whole column > > > > Last: integer; // Ending date for the whole column > > > > end; > > > > > > > > As a programmer that is (still) unfamiliar with the synthax of > > AFL, > > > > I take this opportunity to thank you in advance for any > > assistance. > > > > > > > > Short. > > > > > > > > > > > > Check AmiBroker web page at: > > > > http://www.amibroker.com/ > > > > > > > > Check group FAQ at: > > http://groups.yahoo.com/group/amibroker/files/groupfaq.html > > > > Yahoo! Groups Links > > > > > > > > > > > > > > > > > > > > > > > > > > > > > -- > > > Cheers > > > Graham > > > http://e-wire.net.au/~eb_kavan/ > > > > > > Check AmiBroker web page at: > > http://www.amibroker.com/ > > > > Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html > > Yahoo! Groups Links > > > > > > > > > > > > > -- > Cheers > Graham > http://e-wire.net.au/~eb_kavan/ >
