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



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<FONT face=Arial color=#0000ff 
size=2> I just tried to d/l 5 years of data from yahoo...for each ofthe 
symbols i listed...all they have is from Feb 24, 2000....how are you able to get 
more than 3 years or 4 years?
<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, 20022:49 
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker] 
//MAMA & FAMA from ehlers.dll in new AB
Just 
downloaded each of these from Yahoo ( 3 or 4 years data) and with QuickAFL 
disabled I can see no problem.  With QuickAFL I still see an intermittent 
problem but hitting apply from the edit formula box corrects the graph..  
Unless I can get some data which allows me to replicate your problemI am 
not sure what I can do.  Tomasz mentioned short data histories so perhaps 
if you let me know the start date for your data I could set my data to 
the length you are using.  The other thing you could try is opening the 
edit formula window and clicking apply (making sure that automatic scaling and 
Level 0 are set) and letting me know what happens.
<SPAN 
class=057313621-27072002> 
<SPAN 
class=057313621-27072002>Stefan  

<FONT face=Tahoma 
size=2>-----Original Message-----From: Nurudin Kaba 
[mailto:n.kaba@xxxx]Sent: 28 July 2002 01:08To: 
amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker] //MAMA & 
FAMA from ehlers.dll in new AB
<FONT face=Arial color=#0000ff 
size=2>sure, BBH, BDH, BHH, DGT, DIA, DSG, and DSV...also with all ofthese 
that don't work, I've noticed the scale on the right hand side were in the 
negative millions eg. -2,000,000, -3,000,000 etc... I think this will point 
you in the right direction....
<FONT face=Arial color=#0000ff 
size=2> 
<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, 2002 
1:52 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: 
[amibroker] //MAMA & FAMA from ehlers.dll in new 
AB
<SPAN 
class=039395020-27072002>Hi
<SPAN 
class=039395020-27072002> 
<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, 20021:06 
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@xxxxxxxx 

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'sthe 
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 checkedthe 
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" 
size=1>(<FONT face="Courier New" color=#ff00ff 
size=1>"VBScript");
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="CourierNew" 
color=#ff00ff size=1>2;
Smooth = ( <FONT face="Courier New" color=#ff00ff 
size=1>4 * Price+ 
3<FONT 
face="Courier New" size=1> * <FONT face="CourierNew" 
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="CourierNew" 
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<FONT face="CourierNew" 
size=1>
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 - <FONT face="Courier New" color=#ff00ff 
size=1>2 ) _
- <FONT face="Courier New" color=#ff00ff 
size=1>0.5769 * Detrender( 
i - <FONT face="Courier New" color=#ff00ff 
size=1>4) - <FONT 
face="Courier New" color=#ff00ff size=1>0.0962<FONT 
face="Courier New" size=1> * Detrender( i - <FONT 
face="Courier New" color=#ff00ff size=1>6<FONT 
face="Courier New" size=1> ) ) * 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 ) + 
<FONT face="Courier New" color=#ff00ff 
size=1>0.8 * II2( i - 
1<FONT 
face="Courier New" size=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 * Q2(i - 
1<FONT 
face="Courier New" size=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 ) + 
<FONT face="Courier New" color=#ff00ff 
size=1>0.8 * Re(i - 
1<FONT 
face="Courier New" size=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 * Im(i - 
1<FONT 
face="Courier New" size=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 - <FONT face="Courier New" color=#ff00ff 
size=1>1 ) ) Then Period( i 
) = <FONT face="Courier New" color=#ff00ff 
size=1>1.5 * Period( i - 
1<FONT 
face="Courier New" size=1> )
if( Period( i ) < <FONT face="Courier New" 
color=#ff00ff size=1>0.67 * 
Period( i - <FONT face="Courier New" color=#ff00ff 
size=1>1 ) ) Then Period( i 
) = <FONT face="Courier New" color=#ff00ff 
size=1>0.67 * Period( i - 
1<FONT 
face="Courier New" size=1> )
if( Period( i ) < <FONT face="Courier New" 
color=#ff00ff size=1>6 ) 
Then Period( i ) = <FONT face="Courier New" color=#ff00ff 
size=1>6
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 ) + 
<FONT face="Courier New" color=#ff00ff 
size=1>0.8 * Period( i - 
1<FONT 
face="Courier New" size=1> )

if( I1( i ) <> <FONT face="Courier New" 
color=#ff00ff size=1>0 ) 
Then Phase( i ) = (<FONT face="Courier New" color=#ff00ff 
size=1>180/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 ); <FONT face="Courier New" color=#008000 
size=1>// not more than fast limit<FONT 
face="Courier New" size=1>
alpha = <FONT face="Courier New" color=#0000ff 
size=1>Max( alpha, 
SlowLimit ); <FONT face="Courier New" color=#008000 
size=1>// not less than slow limit<FONT 
face="Courier New" size=1>
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 * 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: 
<A title=n.kaba@xxxx 
href="">Nurudin Kaba 
To: <A 
title=amibroker@xxxxxxxxxxxxxxx 
href="">amibroker@xxxxxxxxxxxx 

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@xxxxxxxxxxxxxxSubject: 
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 the readme file...it works on some 
symbols but not others...

<DIV class=OutlookMessageHeader dir=ltr 
align=left>-----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 workon 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.dllin 
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?nandYour 
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