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<FONT face=Arial color=#0000ff
size=2>Hi
<FONT face=Arial color=#0000ff
size=2>
I just
glanced at the dates for DIA and saw it began in 1998 but having checked I now
see the others begin in 2000.
<FONT face=Arial color=#0000ff
size=2>
Have
uploaded a new version of ehlers.dll which should fix the display problem for
symbols with a small amount of data.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Stefan
<FONT face=Tahoma
size=2>-----Original Message-----From: Nurudin Kaba
[mailto:n.kaba@xxxx]Sent: 28 July 2002 02:55To:
amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker] //MAMA &FAMA
from ehlers.dll in new AB
<FONT face=Arial color=#0000ff
size=2> I just tried to d/l 5 years of data from yahoo...for each of the
symbols i listed...all they have is from Feb 24, 2000....how are you ableto
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, 2002
2:49 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE:
[amibroker] //MAMA & FAMA from ehlers.dll in new AB
<SPAN
class=057313621-27072002>Just downloaded each of these from Yahoo ( 3or 4
years data) and with QuickAFL disabled I can see no problem. With
QuickAFL I still see an intermittent problem but hitting apply from theedit
formula box corrects the graph.. Unless I can get some data which
allows me to replicate your problem I 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 Level0
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 of
these 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, 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. Ialso
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@xxxxxxxxxx
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"
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="Courier New"
color=#ff00ff size=1>2<FONT face="Courier New"
size=1>;
Smooth = ( <FONT face="Courier New" color=#ff00ff
size=1>4 * Price +
<FONT face="Courier New" color=#ff00ff
size=1>3 * <FONT
face="Courier New" color=#0000ff size=1>Ref<FONT
face="Courier New" size=1>( 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" size=1>))/<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<FONT face="Courier New"
size=1>
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
- <FONT face="Courier New" color=#ff00ff
size=1>1 ) + <FONT
face="Courier New" color=#ff00ff size=1>0.54<FONT
face="Courier New" size=1>
Detrender( i ) = ( ( <FONT face="Courier New"
color=#ff00ff size=1>0.0962<FONT face="CourierNew"
size=1> *Smooth( i ) + <FONT face="Courier New"
color=#ff00ff size=1>0.5769<FONT face="CourierNew"
size=1> * Smooth( i - <FONT face="Courier New"
color=#ff00ff size=1>2 )
_
- <FONT face="Courier New" color=#ff00ff
size=1>0.5769 * Smooth( 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> * Smooth( i - <FONT
face="Courier New" color=#ff00ff size=1>6<FONT
face="Courier New" size=1> ) ) * 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 -
<FONT face="Courier New" color=#ff00ff
size=1>2 ) _
- <FONT face="Courier New" color=#ff00ff
size=1>0.5769 * I1( 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> * I1( i - <FONT
face="Courier New" color=#ff00ff size=1>6<FONT
face="Courier New" size=1> ) ) * 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 -
<FONT face="Courier New" color=#ff00ff
size=1>2 ) _
- <FONT face="Courier New" color=#ff00ff
size=1>0.5769 * Q1( 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> * Q1( i - <FONT
face="Courier New" color=#ff00ff size=1>6<FONT
face="Courier New" size=1> ) ) * 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 -
<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 * 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 ) +
<FONT face="Courier New" color=#ff00ff
size=1>0.8 * 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 * Im( i -
<FONT face="Courier New" color=#ff00ff
size=1>1 )
Period( i ) = Period( i - <FONT face="CourierNew"
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 -
<FONT face="Courier New" color=#ff00ff
size=1>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 -
<FONT face="Courier New" color=#ff00ff
size=1>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 -
<FONT face="Courier New" color=#ff00ff
size=1>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<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 ); <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<FONT face="Courier New"
size=1>;
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: Sunday, July28,
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@xxxxxxxxxxxxxxxxSubject:
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 TradedFund
"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 enabledwhen
moving between symbols the Level 0 seems to be
lost.
<SPAN
class=406390119-27072002>
<SPAN
class=406390119-27072002>Stefan
<DIV class=OutlookMessageHeader dir=ltr
align=left>-----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
<FONT face="Arial CE"
size=2>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.dllin
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><FONT face=Tahoma
size=2>-----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?nandYour
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