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Ken,
Could you please use STE function in Metastock?
This is what we can refer as to "Standard error" produced in Metastock.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Ken Close" <closeks@xxxxxxxx>
To: "AmiBroker List" <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, March 11, 2003 9:37 PM
Subject: [amibroker] Standard Error AB vs MS not the same
> All:
>
> Recently there has been some talk about Standard Error Bands.
>
> I have confirmed that the Standard Error Bands produced within AB do NOT
> match the Standard Error Bands produced within MS. I do not care which
> one is "theoretically correct." I have a system idea that needs to
> generate a signal when the Close crosses above the upper Standard Error
> Band, or below the lower Standard Error Band.
>
> It does not work in AB but does work using the MS version of the
> Standard Error Band (I really do not care what the name is, I just want
> the values to be correct)....
>
> Here is the AB version of the error band:
>
> Pr=Param("Pr",8,2,21,1);
> Lr = LinearReg( Close, Pr);
> Se = StdErr( Close, Pr );
> width = 2;
>
> Uband = Lr + width * Se;
> Lband = Lr - width * Se;
>
> Plot(C,"Close",4,64);
> Plot(Uband,"Upper",2,1);
> Plot(Lband,"Lower",5,1);
>
> Here is the more complex (understatement) expression for the standard
> error band from Metastock:
>
> 21 period Upper Band (smoothed):
> Mov((21 * Sum(Cum(1) * C,21) - Sum(Cum(1),21) * Sum(C,21)) / (21 *
> Sum(Pwr(Cum(1),2),21) - Pwr(Sum(Cum(1),21),2)) * Cum(1) + (Mov(C,21,S) -
> Mov(Cum(1),21,S) * (21 * Sum(Cum(1) * C,21) - Sum(Cum(1),21) *
> Sum(C,21))/ (21 * Sum(Pwr(Cum(1),2),21) - Pwr(Sum(Cum(1),21),2)))
> +2*(Sqrt(((Sum(Power(C,2),21)-(Power(Sum(C,21),2)/21))
> -((Sum(Cum(1)*C,21))-((Sum(Cum(1),21)*Sum(C,21)/21)))/
> ((Sum(Power(Cum(1),2),21))-(Power(Sum(Cum(1),21),2)/21))
> *((Sum(Cum(1)*C,21))-((Sum(Cum(1),21)*Sum(C,21)/21)))) /19)),3,S)
>
> 21 period Lower Band (smoothed):
> Mov((21 * Sum(Cum(1) * C,21) - Sum(Cum(1),21) * Sum(C,21)) / (21 *
> Sum(Pwr(Cum(1),2),21) - Pwr(Sum(Cum(1),21),2)) * Cum(1) +(Mov(C,21,S) -
> Mov(Cum(1),21,S) * (21 * Sum(Cum(1) * C,21) - Sum(Cum(1),21) *
> Sum(C,21))/ (21 * Sum(Pwr(Cum(1),2),21) - Pwr(Sum(Cum(1),21),2))) -
> 2*(Sqrt(((Sum(Power(C,2),21)-(Power(Sum(C,21),2)/21))
> -((Sum(Cum(1)*C,21))- ((Sum(Cum(1),21) * Sum(C,21)/21))) /
> ((Sum(Power(Cum
> (1),2),21))-(Power(Sum(Cum(1),21),2)/21))*((Sum(Cum(1)*C,21))-
> ((Sum(Cum(1),21)*Sum(C,21)/21)))) /19)),3,S)
>
>
> Can someone suggest how I might recreate the equation (whatever it is
> called) so that I can get the same signal out of this "error band"
> parameter?
>
> For example, what is the equivalent in AB for "POWER"? I will for now
> assume that all of the other functions - Cum(), Sum(), etc are the same.
> I know how to convert the MS Mov() formula to the AB MA(). Any help on
> Power or Pwr??
>
> If the above is too imposing, can you just translate this into AFL
>
> Power(Sum(C,21),2)/21) ===> ???? in AFL ?????
>
> Thanks for any help,
>
> Ken
>
>
>
>
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>
>
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