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<SPAN
class=647373921-11032003>Ken,
you
might try applying an ma or an EMA to the vinal variables ub an
lb.........
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: Ken Close
[mailto:closeks@xxxxxxxx]Sent: Tuesday, March 11, 2003 4:32
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Standard Error AB vs MS not the sameI do not mean to
start a debate on similar values from the two programs;however, this is
important to me because a client wants a system done inAB that is currently
being successfully implemented in MS, and if thefunctions produce the same
values, then the MS system rules will work inAB....right now it does
not.Attached are two screen shots:A1.gif is from AB showing QQQ
for 3/4/2002. The screen shows the codefor the indicator; the indicator pane
shows the values. A7.gif shows theequivalent screen in MS with values shown
in the databox..........MS Value......AB
ValueUpper......35.0397......37.85Lower......33.4256......34.34The
one difference is that there is a "smoothing" function box in thesettings
box in MS. I did not see, nor know how to apply, any"smoothing factor"
in AB. Perhaps that is the difference.In fact, when the smoothing
factor in MS is set to 1, then both valuesare the same.So can you
please tell me how and where to apply a smoothing factor inthe AB formula
for the Error Bands, so they become equivalent to theones in
MS.Ken-----Original Message-----From: Tomasz Janeczko
[mailto:amibroker@xxxxxx] Sent: Tuesday, March 11, 2003 3:59 PMTo:
amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker] Standard Error AB vs MS
not the sameKen,I should probably add that Metastock STE
(standard error) andAmiBrokers StdErr produce EXACTLY THE SAME
output.=============================================(provided that they
are applied to the same data and same'period' parameter is used).I
beg you that you check the things exactly before starting yet again
"Indicator X in AB vs MS is not the same" thread.Belive me that I really
check such things BEFORE I releaseeach new function. Best
regards,Tomasz Janeczkoamibroker.com----- Original Message -----
From: "Tomasz Janeczko" <amibroker@xxxxxx>To:
<amibroker@xxxxxxxxxxxxxxx>Sent: Tuesday, March 11, 2003 9:50
PMSubject: Re: [amibroker] Standard Error AB vs MS not the
same> Ken,> > Could you please use STE function in
Metastock?> This is what we can refer as to "Standard error" produced
inMetastock.> > 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 doNOT>
> match the Standard Error Bands produced within MS. I do not
carewhich> > one is "theoretically correct." I have a
system idea that needs to> > generate a signal when the Close crosses
above the upper StandardError> > 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 justwant> > 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 thestandard> > 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
itis> > 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 fornow> >
assume that all of the other functions - Cum(), Sum(), etc are
thesame.> > I know how to convert the MS Mov() formula to the AB
MA(). Any helpon> > 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> > > > > > > > > > Send
BUG REPORTS to bugs@xxxxxxxxxxxxx> > Send SUGGESTIONS to
suggest@xxxxxxxxxxxxx> >
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