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Hello,
It was discussed sometime ago on this list. I belive that there is an
error in MS in calculation of RWI. Since I don't have all my files
and notes on my notebook you would need to wait until next week when
I come back and confirm (or not).
Best regards,
Tomasz Janeczko
amibroker.com
--- In amibroker@xxxx, "Richard Alford" <richard.alford@xxxx> wrote:
> one difference is that the MS code I ported to AB is the one that
is normally stated for the RWI. my earlier note with attachments for
the code.
>
> btw: Did you just wake up? We have been attempting to resolve the
differences for most of the day <g>
>
> Cordially,
>
> Richard
> ----- Original Message -----
> From: nenapacwanfr
> To: amibroker@xxxx
> Sent: Tuesday, July 02, 2002 3:35 PM
> Subject: [amibroker] RWI different in Ami and Mstock
>
>
> Tomasz,
>
> I have compared the values of RWI in Mstock and in Amibroker,
> they are differents
>
> I know that Mstock have the following Code
> Max( ( Ref(High,-1) - Low ) / ( ( Ref(MA(ATR( 1 ) ,2 ),-1)) * sqrt
(
> 2 ) )
>
> with Atr(1)=Max(Max(H-Ref(C,-1),Ref(C,-1)-L),H-L);
>
>
> Why is the reason of that difference in Amibroker??
>
> Stephane
>
>
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