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  #101 (permalink)  
Old 02-12-2010, 02:07 PM
kkseal kkseal is offline
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Yep, the Avg Swing Range (ASR). Ratio of this* to that of an index could perhaps give a better/alternate perspective of Beta as well. Reminded of a to-do that was almost forgotten! (JJ's advice fortifies the chances of the value-add that i had in mind).
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*Normalized perhaps to the range median for both securities
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  #102 (permalink)  
Old 03-12-2010, 09:57 PM
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Using a diff measure of calculation (rather than measuring actual swing) over a 1 yr pd, the value i'm getting for the Nifty is arnd 400 The 6mth hi-lo rng for the fig is roughly 200 to 400. From this the max rng as of now is arnd 900 pts.

This is more for the alt Beta mentioned above. For risk assessment in trading entries, the MAE is better perhaps (but system specific).
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  #103 (permalink)  
Old 04-12-2010, 10:21 AM
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I guess problem is physcilogy rather than coding or noting the up-downs..(S/R)

The first thought that flash in my mind after watching a rising stock is, it has ran too much & may be a little revarsal from these points.....

Revarsal hotaa bhi hai, but ...just like oont ke munh main jeeraa....

aur mujhe 2-4-5 rs lene main mazaa nahi aataa.....

Originally Posted by JJ View Post
Pick your favorite stock or future and go through its swings and note it down by hand, do it slowly and over a long period, good to gain perspective.

Originally Posted by livewire View Post
make charts upside down.
there are codes to do that.req here some one might be able to do that.



Originally Posted by Cac View Post
Mujhe meri bear nature se chutkaraa nahi miltaa..

though m enough deciplined but rising price dekh pataa nahi kyaa hotaa hai..., badhtaa huaa stock short kar detaa hun aur phans jataa hun...

any solution please....

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  #104 (permalink)  
Old 04-12-2010, 11:44 AM
zhinghur zhinghur is offline
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Hello,
I am new to Amibroker and its AFL.

Can someone explain the why bold(other) parameters are coded in such a way for 50EMA chart.
EMA( C, Param("Long Period", 50, 30, 100, 5 ));

somehere I see same code as Param("Long Period", 50, 1, 10, 1 ));

Please explain each parameters if possible.


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  #105 (permalink)  
Old 04-12-2010, 01:36 PM
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Check the following help for Param AFL function:

http://www.amibroker.com/guide/afl/param.html

If you still have any queries after going thru this, then ask here.

-- no1lives4ever
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  #106 (permalink)  
Old 04-12-2010, 01:59 PM
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Originally Posted by Cac View Post
I guess problem is physcilogy rather than coding or noting the up-downs..(S/R)

The first thought that flash in my mind after watching a rising stock is, it has ran too much & may be a little revarsal from these points.....

Revarsal hotaa bhi hai, but ...just like oont ke munh main jeeraa....

aur mujhe 2-4-5 rs lene main mazaa nahi aataa.....

With the ASR, you get a better idea of how much is 'too much' & how far the 'too much' can extend. Plotted as an indicator, it signals extra caution when it's rising (particularly from the range low area). Nothing full proof though.

Psychologically, my prob is the exact opposite Whenever i see a good quality stk getting hammered irrationally by stupid mkt ('good', 'irrational', 'stupid' being my own perceptions - right or wrong ) i have the urge to jump in & buy (often do, sometimes way too early ). I counter this with staggered buying - starting with very small qtys (not more than 20%).
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  #107 (permalink)  
Old 04-12-2010, 02:23 PM
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Can ASR be plotted at PIB...?

I was using Periodic range before few months, but the way I prepare was irritational as downloading the data in CSV formate for each & every stock & plotting it in a formulated sheet...

too much time consuming & painfull...
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  #108 (permalink)  
Old 04-12-2010, 08:16 PM
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Nope It's not one of the std indis Something coded in AB.

Yep, time consuming & painful - nearly impossible to do by hand, at least on a regular basis(and you need to do this for long periods, 1yr min). Another advtg of coding is that with the same periodicity, simply changing the tf, can give you the longer term view & value - like 5yrs instead of 1 by changing from daily to wkly (for the Beta i want to use this more stable, longer period value).

I'm not sure yet how useful this'll get, but at least some idea (from this alone) of possible reversal areas (combined with s/r) would be worth the effort.
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  #109 (permalink)  
Old 04-12-2010, 08:19 PM
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Originally Posted by no1lives4ever View Post
Check the following help for Param AFL function:

AmiBroker Formula Language Function Reference

If you still have any queries after going thru this, then ask here.

-- no1lives4ever

Thanks mate.
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  #110 (permalink)  
Old 04-12-2010, 09:22 PM
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Originally Posted by kkseal View Post
...
*Normalized perhaps to the range median for both securities

Nope. Wrong idea. Has to be normalized to some element of price (else will end up comparing apples to oranges )
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