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You are correct, it should be EMA.
MOV( array, period, E ) =>>>> EMA( array, period ); //E for Exponential MA
Thank you for pointing this out.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Mr Valley" <valleymj@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, March 12, 2003 9:30 AM
Subject: RE: [amibroker] Standard Error AB vs MS is the same
> OBTW,
>
> Shouldn't it be...
> MOV( array, period, S ) =>>>> MA( array, period );
> MOV( array, period, E ) =>>>> EMA( array, period ); //E for Exponential MA
> ?
> Power( array, value ) =>>>> array ^ value
>
> Just a thought.
> Mr Valley
>
> -----Original Message-----
> From: Tomasz Janeczko [mailto:amibroker@xxxxxx]
> Sent: Wednesday, March 12, 2003 1:20 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Standard Error AB vs MS not the same
>
> Ken,
>
> I wrote before that Metastock has built-in STE function that matches exactly
> AB's StdErr
>
> The code you provided does not use STE function but is some
> kind of "custom" implementation.
> You may easily rewrite it to AFL using the following rules:
>
> MOV( array, period, S ) =>>>> MA( array, period )
> MOV( array, period, E ) =>>>> MA( array, period )
> Power( array, value ) =>>>> array ^ value
>
> ^ - is an exponentiation operator (listed in AFL reference)
>
> Power(Sum(C,21),2)/21)
>
> In AFL can be written as this
>
> ( Sum( C, 21 ) ^ 2 ) /21
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Ken Close" <closeks@xxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, March 11, 2003 10:31 PM
> Subject: RE: [amibroker] Standard Error AB vs MS not the same
>
>
> > I 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 in
> > AB that is currently being successfully implemented in MS, and if the
> > functions produce the same values, then the MS system rules will work in
> > AB....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 code
> > for the indicator; the indicator pane shows the values. A7.gif shows the
> > equivalent screen in MS with values shown in the databox.
> >
> > .........MS Value......AB Value
> > Upper......35.0397......37.85
> > Lower......33.4256......34.34
> >
> > The one difference is that there is a "smoothing" function box in the
> > settings 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 values
> > are the same.
> >
> > So can you please tell me how and where to apply a smoothing factor in
> > the AB formula for the Error Bands, so they become equivalent to the
> > ones in MS.
> >
> >
> > Ken
> >
> > -----Original Message-----
> > From: Tomasz Janeczko [mailto:amibroker@xxxxxx]
> > Sent: Tuesday, March 11, 2003 3:59 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: Re: [amibroker] Standard Error AB vs MS not the same
> >
> > Ken,
> >
> > I should probably add that Metastock STE (standard error) and
> > AmiBrokers 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 release
> > each new function.
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message -----
> > From: "Tomasz Janeczko" <amibroker@xxxxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Tuesday, March 11, 2003 9:50 PM
> > Subject: 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 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
> > > >
> > > >
> > > >
> > > >
> > > > Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> > > > Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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> >
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> -----------------------------------------
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> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> --------------------------------------------
> Check group FAQ at:
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>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
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>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
> -----------------------------------------
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> --------------------------------------------
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
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>
>
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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-----------------------------------------
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(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
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