[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: [amibroker] //MAMA & FAMA from ehlers.dll in new AB



PureBytes Links

Trading Reference Links


sure, 
BBH, BDH, BHH, DGT, DIA, DSG, and DSV...also with all of these that don't work, 
I've noticed the scale on the right hand side were in the negative millionseg. 
-2,000,000, -3,000,000 etc... I think this will point you in the right 
direction....
<FONT face=Arial color=#0000ff 
size=2> 
Thanks 
again for your dll...

<FONT face=Tahoma 
size=2>-----Original Message-----From: Stefan Bondorowicz 
[mailto:stefan@xxxx]Sent: Saturday, July 27, 20021:52 
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker] 
//MAMA & FAMA from ehlers.dll in new AB
<SPAN 
class=039395020-27072002>Hi
<SPAN 
class=039395020-27072002> 
If 
you let me know 5 or 6 symbols which are incorrect I will set up a Yahoo 
database and see what the problem is.  Unfortunately I tested the DLL 
with TC2000 data and no bugs appeared during testing.
<SPAN 
class=039395020-27072002> 
<SPAN 
class=039395020-27072002>Stefan

<FONT face=Tahoma 
size=2>-----Original Message-----From: Nurudin Kaba 
[mailto:n.kaba@xxxx]Sent: 28 July 2002 00:12To: 
amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker] //MAMA & 
FAMA from ehlers.dll in new AB
<FONT face=Arial color=#0000ff 
size=2>Yes...i agree...A Great Big Thanks to the both of 
you.

<FONT face=Tahoma 
size=2>-----Original Message-----From: Tomasz Janeczko 
[mailto:amibroker@xxxx]Sent: Saturday, July 27, 2002 1:06 
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: 
[amibroker] //MAMA & FAMA from ehlers.dll in new 
AB
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@xxxxxxxxxxxxxxx 
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.  Thisis 
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**/
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" color=#ff00ff size=1>2<FONT 
face="Courier New" size=1> * <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" 
size=1>))/<FONT face="Courier New" color=#ff00ff 
size=1>10;
<%
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 ) + 
<FONT face="Courier New" color=#ff00ff 
size=1>0.5769 * Smooth( i - 
2<FONT 
face="Courier New" size=1> ) _
- <FONT face="Courier New" color=#ff00ff 
size=1>0.5769 * Smooth( i - 
4<FONT 
face="Courier New" size=1>) - <FONT face="Courier New" 
color=#ff00ff size=1>0.0962 * 
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 ) + 
<FONT face="Courier New" color=#ff00ff 
size=1>0.5769 * Detrender( i - 
2<FONT 
face="Courier New" size=1> ) _
- <FONT face="Courier New" color=#ff00ff 
size=1>0.5769 * Detrender( i - 
4<FONT 
face="Courier New" size=1>) - <FONT face="Courier New" 
color=#ff00ff size=1>0.0962 * 
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 * I1( i - 
2<FONT 
face="Courier New" size=1> ) _
- <FONT face="Courier New" color=#ff00ff 
size=1>0.5769 * I1( i - 
4<FONT 
face="Courier New" size=1>) - <FONT face="Courier New" 
color=#ff00ff size=1>0.0962 * 
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 * Q1( i - 
2<FONT 
face="Courier New" size=1> ) _
- <FONT face="Courier New" color=#ff00ff 
size=1>0.5769 * Q1( i - 
4<FONT 
face="Courier New" size=1>) - <FONT face="Courier New" 
color=#ff00ff size=1>0.0962 * 
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 ) + 
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 )+ 
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 - <FONT face="Courier New" color=#ff00ff 
size=1>1 )
Im( i ) = II2( i ) * Q2( i - <FONT face="Courier New" 
color=#ff00ff size=1>1 ) - Q2( 
i ) * II2( i - <FONT face="Courier New" color=#ff00ff 
size=1>1 )
Re( i ) = <FONT face="Courier New" color=#ff00ff 
size=1>0.2 * Re( i )+ 
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 )+ 
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 ) 
<> <FONT face="Courier New" color=#ff00ff 
size=1>0 ) 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 - 
1<FONT 
face="Courier New" size=1> ) ) Then Period( i ) = <FONT 
face="Courier New" color=#ff00ff size=1>1.5<FONT 
face="Courier New" size=1> * 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<FONT 
face="Courier New" size=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 ) = 
<FONT face="Courier New" color=#ff00ff 
size=1>50
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<FONT 
face="Courier New" size=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 ) = <FONT face="Courier New" color=#ff00ff 
size=1>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 ); 
// notmore than 
fast limit
alpha = <FONT face="Courier New" color=#0000ff 
size=1>Max( alpha, SlowLimit ); 
// notless 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@xxxxxxxx 

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@xxxxxxxxxxSubject: 
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 symbolsthe 
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 the readme 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@xxxxxxxxxxxxxxx 

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...

<DIV class=OutlookMessageHeader dir=ltr 
align=left>-----Original 
Message-----From: nkis22 
[mailto:nkishor@xxxx]Sent: Friday, 
July 26, 2002 4:41 PMTo: <A 
href="">amibroker@xxxxxxxxxxxxxxxSubject: 
[amibroker] //MAMA & FAMA from ehlers.dll in new 
ABIn the most recent release 
of AB, my MAMA & FAMA fromehlers.dll don't 
work. There is no error but the chart looks"hung 
high in the ceiling"Any one else with the same 
problem?nandYouruse 
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. Youruse 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! 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.