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Bug 178

Summary: [TV52014462] New functions suggestions. This is a summary of what was left over wh...
Product: VCL TeeChart Reporter: narcís calvet <narcis>
Component: Other ComponentsAssignee: Steema Issue Manager <issuemanager>
Status: CONFIRMED ---    
Severity: major    
Priority: Normal    
Version: unspecified   
Target Milestone: ---   
Hardware: All   
OS: All   
Chart Series: --- Delphi / C++ Builder RAD IDE Version:

Description narcís calvet 2013-11-20 10:02:00 EST
New functions suggestions. This is a summary of what was left over when implementing TV52012452 and TV52014385.

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I've written a few extra functions for my application but the problem is that when I set the chart to live update those series of course don't update like the built in functions.

The ones I've built in and would like to see are:

Minus last period
Linear regression
EWMA
GARCH
X12 ARIMA (method available as a program at U.S. Census bureau.)

If you have questions about any of those I'll be glad to answer. (Below there's the info the client sent for each funtion).
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Here are some resources where you can find information on these functions.

Minus last period : used for series with a datetime x axis, just start at y[1] and subtract the value with y[0] etc.
Linear regression : http://en.wikipedia.org/wiki/Linear_regression
EWMA : http://www.itl.nist.gov/div898/handbook/pmc/section3/pmc324.htm (this is actually a great page for statistics and math formulas)
GARCH/ARCH : http://www.mathworks.com/products/garch/
X-12 ARIMA : http://www.census.gov/srd/www/x12a/

I will most definitely be looking into the TeeChart implementation of functions.

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A customer (Ilan Azbel - ilanazbel@hotmail.com) requests the following financial functions:

-DeMarker  DeM -> http://www.metaquotes.net/techanalysis/indicators/demarker
-Elder-rays -> 
http://www.metaquotes.net/techanalysis/indicators/elder_rays/
http://forex-trading-currency.org/bulls-power/
http://forex-trading-currency.org/bears-power/
-Envelopes -> http://www.metaquotes.net/techanalysis/indicators/envelopes/
-Force Index  FRC -> http://www.metaquotes.net/techanalysis/indicators/force_index/
-Ichimoku Kinko Hyo -> http://www.metaquotes.net/techanalysis/indicators/ichimoku/
http://www.kumotrader.com/ichimoku_wiki/index.php?title=Main_Page
-Market Facilitation Index  BW MFI -> http://www.metaquotes.net/techanalysis/indicators/market_facilitation_index/
-Williams Percent Range  %R -> http://www.metaquotes.net/techanalysis/indicators/williams_percent/

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-Donchian channel ( = RVI??) -> http://daytrading.about.com/od/indicators/a/DonchianChannel.htm
http://www.indicatorforex.com/content/using-donchian-bands [created:2009-10-02T16:25:32.000+01:00 reported by:narcis@steema.com reported in version:9.0 (TeeChart VCL)]