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Hello,
As it was shown in the newsletter you can use other arrays:
script = GetScriptObject();
Graph0 = script.IIR2( ( High + Low )/2, 0.2, 1.2, -0.4 );
Graph1 = script.IIR2( ( Open + Close )/2, 0.2, 1.0, -0.2 ); // call it again and again...
There is one issue however related to using IIR2 function
with arrays that have empty values at the beginning
(for the details see my answer to your second posting)
Best regards,
Tomasz Janeczko
===============
AmiBroker - the comprehensive share manager.
http://www.amibroker.com
----- Original Message -----
From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, November 04, 2001 12:11 PM
Subject: [amibroker] Re: Newsletter 13/2001 available
> Dear Tomasz,
> "Note also, that with this approach we may pass additional arguments
> so our IIR2 filter may be re-used with various smoothing parameters."
> I attempted to replace (h+l)/2 with other functions (ma, stochd etc)
> without result.
> Is there anything I am missing ?
> Best Regards
> Dimitris Tsokakis
> --- In amibroker@xxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx> wrote:
> > Dear Tomasz,
> > Thank you very much for valuable reference.
> > Best Regards
> > Dimitris Tsokakis
> > --- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> > > Hello,
> > >
> > > I introduced 2nd order IIR filtering because it is wide known
> > > filter in acoustics and generally electronics.
> > >
> > > The 2nd order filter has less lag and better noise suppression.
> > >
> > > As EMA is essential 1st order IIR filter it has worse
> > characteristics
> > > than 2nd and higher order filters.
> > >
> > > The coefficients can be derived using standard methods
> > > used in acoustics. See the following references:
> > > http://www.mesasoftware.com/pub/SMOOTHINGFILTERS.EXE
> > > SMOOTHING FILTERS . . . . . . . . .Synopsis
> > >
> > > Use of smoothing filters is a tradeoff between degree of
> smoothing
> > and acceptable lag. This paper discusses the difference between
> > > FIR (Finite Impulse Response) and IIR (Infinite Impulse Response)
> > filters. Equations for higher order filters is provided, as well
> > > as a definitive discussion of lag calculation.
> > >
> > > also:
> > > http://monkey.icu.ac.kr/sslab/rr/HICSS2000/DATA/DTISA04.PDF
> > >
> > > and acoustic related ones:
> > >
> > > http://svr-www.eng.cam.ac.uk/~ajr/SA95/node13.html
> > >
> >
> http://www.mathworks.com/access/helpdesk/help/techdoc/ref/filter.shtml
> > > http://www.onu.edu/user/FS/lthede/adfd_txt.htm
> > > http://www.gresilog.com/english/excommen/doc/fil_rec.htm
> > >
> > >
> > > Best regards,
> > > Tomasz Janeczko
> > > ===============
> > > AmiBroker - the comprehensive share manager.
> > > http://www.amibroker.com
> > >
> > > ----- Original Message -----
> > > From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
> > > To: <amibroker@xxxx>
> > > Sent: Saturday, November 03, 2001 5:15 PM
> > > Subject: [amibroker] Re: Newsletter 13/2001 available
> > >
> > >
> > > > Dear Tomasz,
> > > > Thank you for interesting techniques of Issue 13/2001.
> > > > Two preliminary questions, not on the technique but on
> > > > the subject itself:
> > > > A. In
> > > > f0 = 0.2;
> > > > f1 = 1.2;
> > > > f2 = -0.4;
> > > > do you follow some formula or relation between f s ?
> > > > I noticed that slight changes form -0.4 to -0.5 have quite
> > > > different response.
> > > > B. In what sense do you find this ema "better".?
> > > > I did not see that.
> > > > If the example was just to show the technique, it is O. K.
> > > > Best Regards
> > > > Dimitris Tsokakis
> > > > --- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> > > > > Hello,
> > > > >
> > > > > The newsletter issue 13/2001 is available at:
> > > > > http://www.amibroker.com/newsletter/13-2001.html
> > > > >
> > > > > Enjoy.
> > > > >
> > > > > Best regards,
> > > > > Tomasz Janeczko
> > > > > ===============
> > > > > AmiBroker - the comprehensive share manager.
> > > > > http://www.amibroker.com
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > Your use of Yahoo! Groups is subject to
> > http://docs.yahoo.com/info/terms/
> > > >
> > > >
> > > >
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
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