I had the same problem and I had to install packages zoo, xtable (as suggested in R Plugin doc) as well as rscproxy from within R, which took care of the problem.
and I can confirm that the curve itself was forward looking.. which limits its usage.. and before I forget - within the AFL there is a bit which says Lowress = RMathGetArray( "y..predict" ); which should be Lowress = RMathGetArray( "y.predict" ); --- In [email protected], "Edward Pottasch" <empotta...@...> wrote: > > thanks Steve, > > installed the files but still get the arrays filled with zeros. For the time > being I will use Fred's code in my attempts to reproduce this "centre of > gravity" system, > > regards, Ed > > > > ----- Original Message ----- > From: Steve Wong > To: [email protected] > Sent: Tuesday, April 14, 2009 4:13 PM > Subject: Re: [amibroker] Re: Gravity center mustafa Belkhayate > > > > > > > hi Ed, > > This might be due to the file rscproxy.dll not found, when you download the > zip file, copy of the unzipped rscproxy folder to under the "library" folder > of the R installation folder. Also (I don't know if this is required or not) > copy the file rscproxy.dll to the "bin" folder of R. > > rdgs, SW > > > > > > ------------------------------------------------------------------------------ > From: Edward Pottasch <empotta...@...> > To: [email protected] > Sent: Tuesday, April 14, 2009 10:04:13 PM > Subject: Re: [amibroker] Re: Gravity center mustafa Belkhayate > > > > hi Steve, > > I also installed : > > R 2.8.1 > R_Scilab_DCOM3. 0-1B5 > C++ runtime: vcredist_x86. exe > > (using WinXP, Amibroker 5.24Beta). > > do not get an error message now but the array I try to plot (Lowress of > Polyfit) are filled with zeros .... must have something missing still. > > regards, Ed > > > > > ----- Original Message ----- > From: Steve Wong > To: amibro...@yahoogrou ps.com > Sent: Tuesday, April 14, 2009 2:57 PM > Subject: Re: [amibroker] Re: Gravity center mustafa Belkhayate > > > > Hello, > > The testing env for R-plugin I used is: > > Windows Vista Home > AmiBroker 5.20 Real Time > ESignal Data Source > R 2.8.1 for Windows > R_Scilab_DCOM3. 0-1B5..exe > rscproxy.dll (as the R Dcom documentation suggested) > RMathAFL.dll (by Patrick) > > However, there is a little wrong that the plugin sometimes gives error > when it seems is doing refreshing/recalcul ating. When I scroll on the > Amibroker date axis, the error will be gone and the chart re-displayed. > However, this little error is not similiar to yours. > > I have no idea yet. Maybe you could compare the env, particular if we are > using the same version of the Dcom server? > > Rdgs, > SW > > > > > ---------------------------------------------------------------------------- > From: Edward Pottasch <empotta...@skynet. be> > To: amibro...@yahoogrou ps.com > Sent: Tuesday, April 14, 2009 8:35:56 PM > Subject: Re: [amibroker] Re: Gravity center mustafa Belkhayate > > > > thanks Steve, > > that looks really simple to implement. I did not work with the RMath > plugin yet. I get an error message saying: Error 47. Exception occurred > during AFL formula execution at address: 77124EBC, code: C0000005 > > same error for the separate pieces of code. > > any idea? RMath plugin is loaded.. > > thanks, rgds, Ed > > > > ----- Original Message ----- > From: Steve Wong > To: amibro...@yahoogrou ps.com > Sent: Tuesday, April 14, 2009 1:58 PM > Subject: Re: [amibroker] Re: Gravity center mustafa Belkhayate > > > > Hello > > I tried to post yesterday however my message seems got lost (I can't > see it appears in the group after long hours), so I post again today, I'm > sorry if this is a duplicate message: > > my reply yesterday: about doing Lowess smoothing in R-plugin > > Example: (please adjust the span parameter accordingly) > > RMathSetArray( BarIndex( ),"x"); > RMathSetArray( Close,"y" ); > RMathProcedure( "y.loess <- loess(y ~ x, span=0.25, data.frame(x= > x,y=y))") ; > RMathProcedure( "y.predict <- predict(y.loess, data.frame(x= x))"); > Lowress = RMathGetArray( "y.predict" ); > Plot(Lowress, "Lowress" , colorRed); > > Polyfit: thanks Ed for the link of AFL, below is similar function in R > (I hardcoded the nth order, pls adjust the polynomia order accordingly) > > Example: > > RMathSetArray( BarIndex( ),"x"); > RMathSetArray( Close,"y" ); > RMathProcedure( "y.polyfit <- lm( y ~ x + I(x^2) + I(x^3) + > I(x^4)+I(x^5) + I(x^6) + I(x^7) + I(x^8))"); > // RMathProcedure( "y.polyfit <- lm( y ~ x + I(x^2) + I(x^3) + > I(x^4))"); // 4th order > RMathProcedure( "y.predict <- predict(y.polyfit, data.frame(x= x))"); > Polyfit = RMathGetArray( "y.predict" ); > Plot(Polyfit, "Polyfit" , colorRed); > > regards, > SW > > > > > -------------------------------------------------------------------------- > From: Edward Pottasch <empotta...@skynet. be> > To: amibro...@yahoogrou ps.com > Sent: Tuesday, April 14, 2009 6:12:01 PM > Subject: Re: [amibroker] Re: Gravity center mustafa Belkhayate > > > > i think you are right. Fred posted some great code in the library, > see: http://www.amibroke r.com/library/ formula.php? id=731 > > rgds, Ed > > > > > ----- Original Message ----- > From: Ed Hoopes > To: amibro...@yahoogrou ps.com > Sent: Friday, April 10, 2009 5:04 PM > Subject: [amibroker] Re: Gravity center mustafa Belkhayate > > > I checked the UTube video. The upper and lower bands + the dashed > lines are a least squares regression fit to a cubic equation. They are offset > above and below by some measure of volatility like ATR. The yellow line in > the middle is a least squares fit to a straight line (linear regression) over > the same number of bars as the cubic. > > I have coded a least squares fit to a quadratic in AFL - and there > have been postings here also. The main problem with coding is that the x-axis > time values numbers get so big that they occasionally exceed the maximum 32 > bit floating point range (10^38 i think) causing the calculation to blow up. > I got around this problem by copying the price/time data to separate arrays > with time time array starting at zero. This stopped the code from blowing up > when the numbers got too big. > > With a cubic, things would be even worse since the matrix is 4x4 > rather than 3x3 as in the quadratic case. > > ReefBreak > > --- In amibro...@yahoogrou ps.com, "conrad_faber" <cfaber@> wrote: > > > > The money he claims to make comes mostly from his Martingale > MM....many small wins till the Tsunami strikes. Good luck, it may be worth it > in the end. > > > > > > --- In amibro...@yahoogrou ps.com, "Edward Pottasch" <empottasch@ > > wrote: > > > > > > thanks. Yes came across oan and read somewhere about repainting. > Oan claims he makes tons of money with it. But repainting is basicly looking > into the future. Hard to test such a system but will study it some more, > > > > > > regards, Ed > > > > > > > > > > > > ----- Original Message ----- > > > From: conrad_faber > > > To: amibro...@yahoogrou ps.com > > > Sent: Friday, April 10, 2009 3:31 PM > > > Subject: [amibroker] Re: Gravity center mustafa Belkhayate > > > > > > > > > > > > > > > > > > FWIW > > > > > > The indicator that is used by oan on his FF benkyalate thread is > based on the centre of gravity indicator of which there are two types. One > repaints the past as new bars are formed (used by oan) and one does not. Not > having used it myself I do not know which one your code relates to. Best to > search FF forums. > > > > > > Regards Conrad > > > > > > --- In amibro...@yahoogrou ps.com, "Edward Pottasch" <empottasch@ > > wrote: > > > > > > > > thanks, > > > > > > > > yes similar to what you see on this video: > > > > > > > > http://www.youtube. com/watch? v=zD_zIkEymE0 > > > > > > > > it plots the lines in real time but I can't see if it changes > the lines at a later stage when information poures in. I do not "speak" mql4 > language therefor I ask. But it shouldn't be too hard to translate. If > somebody knows it will save me the effort. > > > > > > > > regards, Ed > > > > > > > > > > > > > > > > > > > > > > > > ----- Original Message ----- > > > > From: reinsley > > > > To: amibro...@yahoogrou ps.com > > > > Sent: Friday, April 10, 2009 1:56 PM > > > > Subject: Re: [amibroker] Gravity center mustafa Belkhayate > > > > > > > > > > > > > > > > > > > > > > > > > > > > I have got a CD demo running with MetaTrader 4 platform. > > > > I did not checkin to get real time quotes, but on historical > datas only > > > > the last 150 bars can plot the GC. > > > > I did not count exactly, it's between 150 and 200 bars. Always > the last > > > > bars and the same number of bars, you cannot move the indicator > in the > > > > past, unless to remove datas. > > > > > > > > So I suppose it looks into the future. We cannot have such a > smooth > > > > curve in the past and keep the same turning points. > > > > > > > > Another Belkhayate Timing indicator was supplied but it hangs > the PC. > > > > > > > > However it worth to test it in real time before to write bad > things > > > > about it. > > > > > > > > Best regards > > > > > > > > Edward Pottasch a écrit : > > > > > > > > > > > > > > > > > > > > looks interesting: > > > > > > > > > > http://www.tradings ystemforex. com/expert- advisors- > backtesting/ 219-belkhayate- expert-advisor. html > > > > > <http://www.tradings ystemforex. com/expert- advisors- > backtesting/ 219-belkhayate- expert-advisor. html> > > > > > > > > > > did not try to translate it yet. Anyone know if this code > looks into the > > > > > future? Is this system of Belkhayate related to this filter: > > > > > > > > > > http://codebase. mql4.com/ 2297 <http://codebase. mql4.com/ > 2297> > > > > > > > > > > ? > > > > > > > > > > thanks, > > > > > > > > > > regards, Ed > > > > > > > > > > > > > > > > > > > > > > > > > ----- Original Message ----- > > > > > *From:* Michel Guibert <mailto:michelg14@ > > > > > > *To:* amibro...@yahoogrou ps.com <mailto:amibro...@yahoogrou > ps.com> > > > > > *Sent:* Thursday, April 09, 2009 8:23 PM > > > > > *Subject:* [amibroker] Gravity center mustafa Belkhayate > > > > > > > > > > Hi > > > > > > > > > > The gravity center from Mustafa Belkhayate on Prorealtime is > looking > > > > > close to the following code , anybody has an idea about > converting > > > > > it in Amibroker ?? > > > > > ============ ========= ========= ========= ========= ==== > > > > > k=p3 // Variable p3= 65 > > > > > > > > > > de48=DPO[k*2] (close) > > > > > if de48=de48[1] and de48[1]=de48[ 2] and de48[2]<>de48[ 3] > then > > > > > flag=1 > > > > > endif > > > > > n=(k*2)-4 > > > > > p=(n/2)-1 > > > > > d100=DPO[n]( close) > > > > > moy100=close- d100 > > > > > co=(moy100-moy100[ 1]+(close[ p])/n)*n > > > > > if flag[1]=1 and flag[2]=0 then > > > > > hh=co[1] > > > > > endif > > > > > if flag[1]=1 then > > > > > co=hh > > > > > endif > > > > > n=p3 mod 2 > > > > > p=(p3-n)/2 > > > > > p3=(2*p)+1 > > > > > once x=0 > > > > > w=abs((p-x)/ p) > > > > > w=w*w*w > > > > > w=(1-w) > > > > > w=w*w*w > > > > > x=x+1 > > > > > if barindex=p3 then > > > > > a=0 > > > > > b=0 > > > > > e=0 > > > > > for i=1 to p3 > > > > > z=barindex-i+ 1 > > > > > a=a+w[z] > > > > > b=b+w[z]*(i) > > > > > e=e+(i)*(i)* w[z] > > > > > next > > > > > endif > > > > > if barindex>p3 then > > > > > c=0 > > > > > d=0 > > > > > for i=1 to p3 > > > > > z=barindex-i+ 1 > > > > > c=c+co[p3+p- i]*w[z] > > > > > d=d+co[p3+p- i]*w[z]*( i) > > > > > next > > > > > endif > > > > > alpha=(a*d-b* c)/(a*e-b* b) > > > > > beta=(c*e-b* d)/(a*e-b* b) > > > > > lowess=alpha* (p+1)+beta > > > > > if barindex < p3*2 then > > > > > lowess=undefined > > > > > endif > > > > > > > > > > zz = close - lowess > > > > > zzsigma = STD[p3](zz) > > > > > bb1 = lowess + zzsigma > > > > > bb2 = lowess +1.618* zzsigma > > > > > bb3 = lowess +2* zzsigma > > > > > bl1 = lowess - zzsigma > > > > > bl2 = lowess - 1.618* zzsigma > > > > > bl3 = lowess - 2* zzsigma > > > > > > > > > > return lowess, bb1, bb2, bb3, bl1, bl2, bl3 > > > > > > > > > > > > > > > ------------ --------- --------- --------- --------- > --------- - > > > > > Internet Explorer 8 makes surfing easier. 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