[amibroker] Smoothing Factors

["Dimitris Tsokakis" <TSOKAKIS@xxxxxxxxx>]

Any EMA or Wilders smoothing may contain variable period 
through AMA smoothing.
We just need some relations, posted many times in this 
list.
Save somewhere the IB code for further reference
 <FONT 
color=#000000>
Wilderssmooth=14<FONT face=Verdana 
size=2><FONT 
face="Times New Roman">;
EMAsmooth=2<FONT 
size=2>*Wilderssmooth-1<FONT 
size=2>;
AMAsmooth=2<FONT 
size=2>/(EMAsmooth+1<FONT face=Verdana 
size=2>);<FONT 
face=Verdana size=2>
Plot(Wilders<FONT 
size=2>(C,Wilderssmooth),"",<FONT 
size=2>1,1<FONT face=Verdana 
size=2>);<FONT 
face=Verdana size=2>
Plot(EMA<FONT 
size=2>(C,EMAsmooth),"",<FONT 
size=2>4,8<FONT face=Verdana 
size=2>);<FONT 
face=Verdana size=2>
Plot(AMA<FONT 
size=2>(C,AMAsmooth),"",<FONT 
size=2>2,2<FONT face=Verdana 
size=2>);
 
you will verify that 
after the 2*t first bars the tree plots coincide [with a second decimal 
accuracy]
and we can call them 
the same thing.
Consequently, any 
T/A formula including EMA [like MACD] or Wilders [like RSI] smoothing may be 
equivalent
to an AMA formula, 
which accepts variable period by default.
Since MA, DEMA and 
TEMA also accept variable period, I do not see any smoothing procedure missing 
in AFL
<FONT 
face="Times New Roman">structure.
Dimitris 
Tsokakis 
 






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