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<SPAN
class=123325020-11032003>Ken,
<SPAN
class=123325020-11032003>
I
believe power in AB is done with the
carrot
Ms=
power(4,3)
<SPAN
class=123325020-11032003>AB= 4^3 or 4 to the 3rd
power
<SPAN
class=123325020-11032003>
so I
believe Power(Sum(C,21),2)/21)
<SPAN
class=123325020-11032003>
<SPAN
class=123325020-11032003>is (sum(c,21)^2)/21
<SPAN
class=123325020-11032003>
I no
longer have MS installed on my computer but in your example it seems the param
default is set to 8 while the MS example is set to 21
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: Ken Close
[mailto:closeks@xxxxxxxx]Sent: Tuesday, March 11, 2003 3:38
PMTo: AmiBroker ListSubject: [amibroker] Standard Error AB
vs MS not the sameAll:Recently there has been
some talk about Standard Error Bands.I have confirmed that the Standard
Error Bands produced within AB do NOTmatch the Standard Error Bands produced
within MS. I do not care whichone is "theoretically
correct." I have a system idea that needs togenerate a signal
when the Close crosses above the upper Standard ErrorBand, or below the
lower Standard Error Band.It does not work in AB but does work using the
MS version of theStandard Error Band (I really do not care what the name is,
I just wantthe 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 standarderror 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 iscalled) 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 nowassume 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 onPower or Pwr??If the above is too imposing,
can you just translate this into AFLPower(Sum(C,21),2)/21)
===> ???? in AFL ?????Thanks for any
help,KenSend
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