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Hello,
Yes we were talking about elders.dll. I just wanted to verify
if the problem is inside AmiBroker or
is it in elders.dll. I checked both. I also have negative
values with elders.dll for symbols with short histories.
The problem does not exist for scripting
version.
So it appears that DLL version has a bug. But... this can only
be fixed by Stefan (not me - sorry),
simply because Stefan has written the DLL and generously
offered it to the group.
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Nurudin Kaba
To: <A title=amibroker@xxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, July 28, 2002 12:53
AM
Subject: RE: [amibroker] //MAMA &
FAMA from ehlers.dll in new AB
<FONT face=Arial color=#0000ff
size=2>Sorry, Tomasz...the vbscript version DOES work....it's the elders.dll
version that does NOT work with SOME symbols. This is the version, I
think we are talking
<FONT face=Arial color=#0000ff
size=2>about. The price scale is in the NEGATIVE millions and that's why
there is the arc in the attachment I sent recently. Your version
works...
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Thanks
<FONT face=Tahoma
size=2>-----Original Message-----From: Tomasz Janeczko
[mailto:amibroker@xxxx]Sent: Saturday, July 27, 2002 12:45
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re:
[amibroker] //MAMA & FAMA from ehlers.dll in new AB
Hello,
I can not speak for Stefan, but I checked the VBScript
version available from Member's area and it works fine.
/* MESA Adaptive Moving Averages: ** MAMA and FAMA**** From Stocks &
Commodities 7/2001**** AFL implementation by Tomasz Janeczko, October
2001**** For faster operation please check DLL version**/<FONT
face="Courier New" color=#0000ff size=1>
EnableScript(<FONT
face="Courier New" color=#ff00ff size=1>"VBScript"<FONT
face="Courier New" size=1>);
FastLimit=<FONT face="Courier New" color=#ff00ff
size=1>0.5;
SlowLimit=<FONT face="Courier New" color=#ff00ff
size=1>0.05;
Price = (H+L)/<FONT face="Courier New" color=#ff00ff
size=1>2;
Smooth = ( <FONT face="Courier New" color=#ff00ff
size=1>4 * Price + <FONT
face="Courier New" color=#ff00ff size=1>3<FONT face="Courier New"
size=1> * <FONT face="Courier New" color=#0000ff
size=1>Ref( Price,-<FONT
face="Courier New" color=#ff00ff size=1>1<FONT face="Courier New"
size=1>) + <FONT face="Courier New" color=#ff00ff
size=1>2 * <FONT
face="Courier New" color=#0000ff size=1>Ref<FONT face="Courier New"
size=1>(Price,-<FONT face="Courier New" color=#ff00ff
size=1>2) + <FONT
face="Courier New" color=#0000ff size=1>Ref<FONT face="Courier New"
size=1>(Price,-<FONT face="Courier New" color=#ff00ff
size=1>3))/<FONT
face="Courier New" color=#ff00ff size=1>10<FONT face="Courier New"
size=1>;
<%
Price = AFL(<FONT face="Courier New" color=#ff00ff
size=1>"Price")
Smooth = AFL(<FONT face="Courier New" color=#ff00ff
size=1>"Smooth")
nSize = UBound( Smooth )
' every Other Variable is an array Of the same size as smooth
' so just make A copy (quick init)
Detrender = Smooth
II2 = Smooth
Q2 = Smooth
Re = Smooth
Im = Smooth
I1 = Smooth
Q1 = Smooth
jl = Smooth
jQ = Smooth
Phase = Smooth
DeltaPhase = Smooth
Period = Smooth
PI = <FONT face="Courier New" color=#ff00ff
size=1>3.1415926
For i = <FONT face="Courier New" color=#ff00ff
size=1>0 To nSize
If i < <FONT face="Courier New" color=#ff00ff
size=1>6 then
' init previous values to avoid problems
' with <FONT face="Courier New" color=#0000ff
size=1>exp. averaging of
uninitialized values
' later
DeltaPhase( i ) = <FONT face="Courier New" color=#ff00ff
size=1>0
II2( i ) = <FONT face="Courier New" color=#ff00ff
size=1>1.0
Q2( i ) = <FONT face="Courier New" color=#ff00ff
size=1>1.0
Re( i ) = <FONT face="Courier New" color=#ff00ff
size=1>0
Im( i ) = <FONT face="Courier New" color=#ff00ff
size=1>0
Period( i ) = <FONT face="Courier New" color=#ff00ff
size=1>6
Else
factor = <FONT face="Courier New" color=#ff00ff
size=1>0.075 * Period( i -
1<FONT
face="Courier New" size=1> ) + <FONT face="Courier New" color=#ff00ff
size=1>0.54
Detrender( i ) = ( ( <FONT face="Courier New" color=#ff00ff
size=1>0.0962 *Smooth( i )+
0.5769<FONT
face="Courier New" size=1> * Smooth( i - <FONT face="Courier New"
color=#ff00ff size=1>2 )_
- 0.5769<FONT
face="Courier New" size=1> * Smooth( i - <FONT face="Courier New"
color=#ff00ff size=1>4) -
0.0962<FONT
face="Courier New" size=1> * Smooth( i - <FONT face="Courier New"
color=#ff00ff size=1>6 )) * factor
)
Q1( i ) = ( ( <FONT face="Courier New" color=#ff00ff
size=1>0.0962 *Detrender( i ) +
0.5769<FONT
face="Courier New" size=1> * Detrender( i - <FONT face="Courier New"
color=#ff00ff size=1>2 )_
- 0.5769<FONT
face="Courier New" size=1> * Detrender( i - <FONT face="Courier New"
color=#ff00ff size=1>4) -
0.0962<FONT
face="Courier New" size=1> * Detrender( i - <FONT face="Courier New"
color=#ff00ff size=1>6 )) * factor
)
I1( i ) = Detrender( i - <FONT face="Courier New" color=#ff00ff
size=1>3 )
jl( i ) = ( ( <FONT face="Courier New" color=#ff00ff
size=1>0.0962 *I1( i ) + <FONT
face="Courier New" color=#ff00ff size=1>0.5769<FONT
face="Courier New" size=1> * I1( i - <FONT face="Courier New"
color=#ff00ff size=1>2 )_
- 0.5769<FONT
face="Courier New" size=1> * I1( i - <FONT face="Courier New"
color=#ff00ff size=1>4) -
0.0962<FONT
face="Courier New" size=1> * I1( i - <FONT face="Courier New"
color=#ff00ff size=1>6 )) * factor
)
jQ( i ) = ( ( <FONT face="Courier New" color=#ff00ff
size=1>0.0962 *Q1( i ) + <FONT
face="Courier New" color=#ff00ff size=1>0.5769<FONT
face="Courier New" size=1> * Q1( i - <FONT face="Courier New"
color=#ff00ff size=1>2 )_
- 0.5769<FONT
face="Courier New" size=1> * Q1( i - <FONT face="Courier New"
color=#ff00ff size=1>4) -
0.0962<FONT
face="Courier New" size=1> * Q1( i - <FONT face="Courier New"
color=#ff00ff size=1>6 )) * factor
)
II2( i ) = I1( i ) - jQ( i )
Q2( i ) = Q1( i ) + jl( i )
II2( i ) = <FONT face="Courier New" color=#ff00ff
size=1>0.2 * II2( i ) + <FONT
face="Courier New" color=#ff00ff size=1>0.8<FONT face="Courier New"
size=1> * II2( i - <FONT face="Courier New" color=#ff00ff
size=1>1 )
Q2( i ) = <FONT face="Courier New" color=#ff00ff
size=1>0.2 * Q2( i ) + <FONT
face="Courier New" color=#ff00ff size=1>0.8<FONT face="Courier New"
size=1> * Q2( i - <FONT face="Courier New" color=#ff00ff
size=1>1 )
Re( i ) = II2( i ) * II2( i - <FONT face="Courier New"
color=#ff00ff size=1>1 )+ Q2( i ) *
Q2( i - 1<FONT
face="Courier New" size=1> )
Im( i ) = II2( i ) * Q2( i - <FONT face="Courier New"
color=#ff00ff size=1>1 )- Q2( i ) *
II2( i - 1<FONT
face="Courier New" size=1> )
Re( i ) = <FONT face="Courier New" color=#ff00ff
size=1>0.2 * Re( i ) + <FONT
face="Courier New" color=#ff00ff size=1>0.8<FONT face="Courier New"
size=1> * Re( i - <FONT face="Courier New" color=#ff00ff
size=1>1 )
Im( i ) = <FONT face="Courier New" color=#ff00ff
size=1>0.2 * Im( i ) + <FONT
face="Courier New" color=#ff00ff size=1>0.8<FONT face="Courier New"
size=1> * Im( i - <FONT face="Courier New" color=#ff00ff
size=1>1 )
Period( i ) = Period( i - <FONT face="Courier New" color=#ff00ff
size=1>1)
if ( Im( i ) <> <FONT face="Courier New" color=#ff00ff
size=1>0 ) AND ( Re( i )
<> 0<FONT
face="Courier New" size=1> ) Then
Period( i ) = (<FONT face="Courier New" color=#ff00ff
size=1>2 * PI) / atn( Im( i ) / Re( i
) )
End If
if( Period( i ) > <FONT face="Courier New" color=#ff00ff
size=1>1.5 * Period( i - <FONT
face="Courier New" color=#ff00ff size=1>1<FONT face="Courier New"
size=1> ) ) Then Period( i ) = <FONT face="Courier New" color=#ff00ff
size=1>1.5 * Period( i - <FONT
face="Courier New" color=#ff00ff size=1>1<FONT face="Courier New"
size=1> )
if( Period( i ) < <FONT face="Courier New" color=#ff00ff
size=1>0.67 * Period( i -
1<FONT
face="Courier New" size=1> ) ) Then Period( i ) = <FONT
face="Courier New" color=#ff00ff size=1>0.67<FONT face="Courier New"
size=1> * Period( i - <FONT face="Courier New" color=#ff00ff
size=1>1 )
if( Period( i ) < <FONT face="Courier New" color=#ff00ff
size=1>6 ) Then Period( i ) =
6<FONT
face="Courier New" size=1>
if( Period( i ) > <FONT face="Courier New" color=#ff00ff
size=1>50 ) Then Period( i) =
50<FONT
face="Courier New" size=1>
Period( i ) = <FONT face="Courier New" color=#ff00ff
size=1>0.2 * Period( i ) +
0.8<FONT
face="Courier New" size=1> * Period( i - <FONT face="Courier New"
color=#ff00ff size=1>1 )
if( I1( i ) <> <FONT face="Courier New" color=#ff00ff
size=1>0 ) Then Phase( i )=
(180<FONT
face="Courier New" size=1>/PI) * atn( Q1( i )/ I1( i ) )
DeltaPhase( i ) = Phase( i - <FONT face="Courier New"
color=#ff00ff size=1>1 )- Phase( i
)
if( DeltaPhase( i ) < <FONT face="Courier New" color=#ff00ff
size=1>1 ) Then DeltaPhase( i ) =
1<FONT
face="Courier New" size=1>
End If
Next
AFL(<FONT face="Courier New" color=#ff00ff
size=1>"DeltaPhase") = DeltaPhase
%>
DeltaPhase = DeltaPhase;
alpha = FastLimit/DeltaPhase;
alpha = <FONT face="Courier New" color=#0000ff
size=1>Min( alpha, FastLimit );
// not more than fast
limit
alpha = <FONT face="Courier New" color=#0000ff
size=1>Max( alpha, SlowLimit );
// not less than slow
limit
MAMA = <FONT face="Courier New" color=#0000ff
size=1>AMA( Price, alpha );
FAMA = <FONT face="Courier New" color=#0000ff
size=1>AMA( MAMA, <FONT
face="Courier New" color=#ff00ff size=1>0.5<FONT face="Courier New"
size=1> * alpha );
Graph0 = MAMA;
Graph1 = FAMA;
Graph2 = Close;
Graph2Style = <FONT face="Courier New" color=#ff00ff
size=1>64;
Best regards,Tomasz
Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Nurudin
Kaba
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, July 28, 2002 12:36
AM
Subject: RE: [amibroker] //MAMA &
FAMA from ehlers.dll in new AB
<FONT face=Arial color=#0000ff
size=2>I'm using Yahoo data...see the attached
<FONT face=Tahoma
size=2>-----Original Message-----From: Stefan Bondorowicz
[mailto:stefan@xxxx]Sent: Saturday, July 27,
2002 12:24 PMTo: <A
href="">amibroker@xxxxxxxxxxxxxxxSubject:
RE: [amibroker] //MAMA & FAMA from ehlers.dll in new
AB
<SPAN
class=584322319-27072002>With QuickAFL disabled I have just displayed
BDH correctly from my TC2000 database.
<SPAN
class=584322319-27072002>
<SPAN
class=584322319-27072002>Stefan
<FONT face=Tahoma
size=2>-----Original Message-----From: Nurudin Kaba
[mailto:n.kaba@xxxx]Sent: 27 July 2002
23:19To: amibroker@xxxxxxxxxxxxxxxSubject: RE:
[amibroker] //MAMA & FAMA from ehlers.dll in new
AB
<FONT face=Arial color=#0000ff
size=2>It still has problems displaying the chart and the MAMA and
FAMA lines for Exchange Traded Fund "BDH" and others...I'm using AB
4.07.3
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Thanks
<FONT face=Tahoma
size=2>-----Original Message-----From: Stefan Bondorowicz
[mailto:stefan@xxxx]Sent: Saturday, July 27,
2002 12:03 PMTo:
amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker] //MAMA
& FAMA from ehlers.dll in new AB
<SPAN
class=406390119-27072002>Hi
<SPAN
class=406390119-27072002>
<SPAN
class=406390119-27072002>I have just had a look at it. Make
sure that you have Level 0 and middle set in indicator
settings. Also it looks as if you will have to deselect
QuickAFL as with this enabled when moving between symbols the Level
0 seems to be lost.
<SPAN
class=406390119-27072002>
<SPAN
class=406390119-27072002>Stefan
<FONT
face=Tahoma size=2>-----Original Message-----From:
Nurudin Kaba [mailto:n.kaba@xxxx]Sent: 27 July
2002 22:33To:
amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
//MAMA & FAMA from ehlers.dll in new AB
<FONT face=Arial color=#0000ff
size=2>the elders.dll posted by ...there is a sample in thereadme
file...it works on some symbols but not
others...
<FONT
face=Tahoma size=2>-----Original Message-----From:
Tomasz Janeczko [mailto:amibroker@xxxx]Sent:
Saturday, July 27, 2002 12:30 AMTo:
amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
//MAMA & FAMA from ehlers.dll in new AB
Hello,
What formula are you using?
Try adding SetBarsRequired( 1000, 0 ); to your
formula
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=n.kaba@xxxx
href="">Nurudin Kaba
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxx
Sent: Saturday, July 27,
2002 6:39 AM
Subject: RE: [amibroker]
//MAMA & FAMA from ehlers.dll in new AB
<FONT face=Arial
color=#0000ff size=2>Yup...but it does work on other
stocks...just some will give you what you experienced...try
other stocks...
<FONT
face=Tahoma size=2>-----Original
Message-----From: nkis22
[mailto:nkishor@xxxx]Sent: Friday, July 26,
2002 4:41 PMTo: <A
href="">amibroker@xxxxxxxxxxxxxxxxSubject:
[amibroker] //MAMA & FAMA from ehlers.dll in new
ABIn the most recent release of AB,
my MAMA & FAMA fromehlers.dll don't work. Thereis
no error but the chart looks"hung high in the
ceiling"Any one else with the same
problem?nandYour use of
Yahoo! Groups is subject to the <A
href="">Yahoo! Termsof
Service. Your useof
Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of
Service. Your use of
Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of
Service. Your use of Yahoo!
Groups is subject to the <A
href="">Yahoo! Terms of
Service. Your use of Yahoo!
Groups is subject to the <A
href="">Yahoo! Terms of
Service. Your use of Yahoo!
Groups is subject to the <A
href="">Yahoo! Terms of
Service. Your use of Yahoo!Groups
is subject to the Yahoo!
Terms of Service. Your use ofYahoo!
Groups is subject to the <A
href="">Yahoo! Terms of Service.
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Your
use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
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