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Ken,
OK, so you meant smoothed standard error, not standard error
itself.
E-mail is a medium that sometimes causes
misunderstanding.
We can see how important is to provide detailed description
and read
this description very carefully. Yesterday I got 300
e-mail and admit
I was reading fast therefore I assumed that you mean
standard error
itself as written in the subject line.Best
regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Ken Close
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, March 11, 2003 11:12
PM
Subject: RE: [amibroker] Standard Error
AB vs MS not the same
<SPAN
>Jayson: thanks for
the suggestion. Turns out that was exactly what was needed. The
values in the AB code now match those in MS….now on to the
system…
<SPAN
>
<SPAN
>You are a real wizard
of help…..appreciate it.
<SPAN
>
<SPAN
>Ken
<SPAN
>
<SPAN
>-----Original
Message-----From: Jayson
[mailto:jcasavant@xxxxxxxxxxxx] <SPAN
>Sent: Tuesday, March 11, 2003 4:43
PMTo: <A
href="">amibroker@xxxxxxxxxxxxxxx<SPAN
>Subject: RE: [amibroker] Standard Error
AB vs MS not the same
<SPAN
>
<SPAN
>Ken,
<SPAN
>you might try
applying an ma or an EMA to the vinal variables ub an
lb.........
<SPAN
>
<SPAN
>Jayson
<SPAN
>-----Original
Message-----From: Ken Close
[mailto:closeks@xxxxxxxx]<SPAN
>Sent: <FONT face=Tahoma
size=2>Tuesday, March 11,
2003<SPAN
> <FONT face=Tahoma
size=2>4:32
PM<SPAN
><SPAN
>To: amibroker@xxxxxxxxxxxxxxx<SPAN
>Subject: RE: [amibroker]
<SPAN
>Standard Error<FONT
face=Tahoma size=2>
<SPAN
>AB<FONT face=Tahoma
size=2> vs MS not the
same
<SPAN
>I do not mean to start a debate on similar values from
the two programs;<SPAN
><FONT
face="Courier New">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 in<FONT
face="Courier New">AB....right now it does not.<FONT
face="Courier New">Attached are two screen shots:<FONT
face="Courier New">A1.gif is from AB showing QQQ for
<SPAN
>3/4/2002<FONT
face="Courier New" size=2>. The screen shows the
code<SPAN
><FONT
face="Courier New">for the indicator; the indicator pane shows the values.
A7.gif shows theequivalent screen
in MS with values shown in the databox.<FONT
face="Courier New">.........MS Value......AB Value<FONT
face="Courier New">Upper......35.0397......37.85<FONT
face="Courier New">Lower......33.4256......34.34<FONT
face="Courier New">The 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<FONT
face="Courier New">"smoothing factor" in AB. Perhaps that is the
difference.In fact, when the
smoothing factor in MS is set to 1, then both values<FONT
face="Courier New">are the same.<FONT
face="Courier New">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 the<FONT
face="Courier New">ones in MS.<FONT
face="Courier New">Ken<FONT
face="Courier New">-----Original Message-----<FONT
face="Courier New">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
same<FONT
face="Courier New">Ken,I
should probably add that Metastock STE (standard error)
andAmiBrokers StdErr produce
EXACTLY THE SAME output.<FONT
face="Courier New">=============================================<FONT
face="Courier New">(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 <FONT
face="Courier New">yet again "Indicator X in AB vs MS is not the same"
thread.Belive me that I
really check such things BEFORE I release<FONT
face="Courier New">each new function. <FONT
face="Courier New">Best regards,<FONT
face="Courier New">Tomasz Janeczko<FONT
face="Courier New">amibroker.com<FONT
face="Courier New">----- Original Message ----- <FONT
face="Courier New">From: "Tomasz Janeczko"
<amibroker@xxxxxx>To:
<amibroker@xxxxxxxxxxxxxxx><FONT
face="Courier New">Sent: Tuesday, March 11, 2003 9:50
PMSubject: Re: [amibroker]
Standard Error AB vs MS not the same<FONT
face="Courier New">> Ken,>
> Could you please use STE
function in Metastock?> This
is what we can refer as to "Standard error" produced
in<FONT
face="Courier New">Metastock.>
> Best
regards,> Tomasz
Janeczko>
amibroker.com> ----- Original
Message ----- > From: "Ken
Close" <closeks@xxxxxxxx><FONT
face="Courier New">> To: "AmiBroker List"
<amibroker@xxxxxxxxxxxxxxx><FONT
face="Courier New">> Sent: Tuesday, March 11, 2003 9:37
PM> Subject: [amibroker]
Standard Error AB vs MS not the same<FONT
face="Courier New">> >
> >
All:> >
> > Recently there has been
some talk about Standard Error Bands.<FONT
face="Courier New">> > >
> I have confirmed that the Standard Error Bands produced within AB
doNOT<FONT
face="Courier New">> > match the Standard Error Bands produced within
MS. I do not care<FONT
face="Courier New">which> >
one is "theoretically correct." I have a system idea that needs
to> > generate a signal
when the Close crosses above the upper Standard<FONT
face="Courier New">Error> >
Band, or below the lower Standard Error Band.<FONT
face="Courier New">> > >
> 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<FONT
face="Courier New">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 );<FONT
face="Courier New">> > width = 2;<FONT
face="Courier New">> > >
> Uband = Lr + width * Se;>
> Lband = Lr - width * Se;<FONT
face="Courier New">> > >
> Plot(C,"Close",4,64);>
> Plot(Uband,"Upper",2,1);>
> Plot(Lband,"Lower",5,1);>
> > > Here is the more
complex (understatement) expression for the<FONT
face="Courier New">standard>
> error band from Metastock:<FONT
face="Courier New">> > >
> 21 period Upper Band (smoothed):<FONT
face="Courier New">> > 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) *<FONT
face="Courier New">> > 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))<FONT
face="Courier New">> >
-((Sum(Cum(1)*C,21))-((Sum(Cum(1),21)*Sum(C,21)/21)))/<FONT
face="Courier New">> >
((Sum(Power(Cum(1),2),21))-(Power(Sum(Cum(1),21),2)/21))<FONT
face="Courier New">> >
*((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)<FONT
face="Courier New">+(Mov(C,21,S) -<FONT
face="Courier New">> > 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))<FONT
face="Courier New">> > -((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))-<FONT
face="Courier New">> > ((Sum(Cum(1),21)*Sum(C,21)/21))))
/19)),3,S)> >
> >
> > Can someone suggest how
I might recreate the equation (whatever it<FONT
face="Courier New">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<FONT
face="Courier New">now> >
assume that all of the other functions - Cum(), Sum(), etc are
thesame.<FONT
face="Courier New">> > I know how to convert the MS Mov() formula to the
AB MA(). Any help<FONT
face="Courier New">on> >
Power or Pwr??> >
> > If the above is too
imposing, can you just translate this into AFL<FONT
face="Courier New">> > >
> Power(Sum(C,21),2)/21) ===> ???? in AFL
?????> >
> > Thanks for any
help,> >
> >
Ken> >
> >
> >
> >
> > Send BUG REPORTS to
bugs@xxxxxxxxxxxxx> > Send
SUGGESTIONS to suggest@xxxxxxxxxxxxx<FONT
face="Courier New">> >
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face="Courier New">> > Post AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx >
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href="">http://groups.yahoo.com/group/amiquote/messages/)<FONT
face="Courier New">> >
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> >
> > Your use of Yahoo!
Groups is subject to<A
href="">http://docs.yahoo.com/info/terms/
> >
> >
> >
> <FONT
face="Courier New">> Send BUG REPORTS to
bugs@xxxxxxxxxxxxx> Send
SUGGESTIONS to suggest@xxxxxxxxxxxxx<FONT
face="Courier New">>
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