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RE: [amibroker] Re: Fw: Smoothing Factors



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Pretty 
grumpy there, Fred! 
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  <FONT 
  face=Tahoma size=2>-----Original Message-----From: Fred 
  [mailto:fctonetti@xxxxxxxxx] Sent: Saturday, April 19, 2003 11:14 
  AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re: 
  Fw: Smoothing FactorsUrgent ?  The only thing 
  URGENT is your apparent need to find work arounds.--- In 
  amibroker@xxxxxxxxxxxxxxx, "Dimitris Tsokakis" <TSOKAKIS@xxxx> 
  wrote:> Here is some applications.> > /*Analytic RSI 
  of an Array with fixed period*/> t=14;// fixed period> Var=C;// 
  variable array> 
  Up=IIf(Var>Ref(Var,-1),abs(Var-Ref(Var,-1)),0);> 
  Dn=IIf(Var<Ref(Var,-1),abs(Var-Ref(Var,-1)),0);> 
  Ut=Wilders(Up,t);Dt=Wilders(Dn,t);> RSIvar=100*(Ut/(Ut+Dt));// the RSI 
  of an array with fixed period> Plot(RSIvar,"",1,1);> 
  Plot(RSI(t),"",2,2);// verification1> Plot(RSIA(Var,t),"",4,8);// 
  verification2> > /*Analytic RSI of an Array with variable 
  period*/> Tvar=14;// variable period> Var=C;// variable 
  array> Up=IIf(Var>Ref(Var,-1),abs(Var-Ref(Var,-1)),0);> 
  Dn=IIf(Var<Ref(Var,-1),abs(Var-Ref(Var,-1)),0);> 
  Ut1=AMA(Up,1/Tvar);Dt1=AMA(Dn,1/Tvar);> RSIvar1=100*(Ut1/(Ut1+Dt1));// 
  the RSI of an array with variable period> 
  Plot(RSIvar1,"",4,8);> Plot(RSI(14),"",2,2);// verification> 
  > Application1: the RSI of Close when period varies from 14 to 
  28> > Tvar=14+Cum(1)%15;// variable period from 14 to 28> 
  Var=C;// variable array> 
  Up=IIf(Var>Ref(Var,-1),abs(Var-Ref(Var,-1)),0);> 
  Dn=IIf(Var<Ref(Var,-1),abs(Var-Ref(Var,-1)),0);> 
  Ut1=AMA(Up,1/Tvar);Dt1=AMA(Dn,1/Tvar);> RSIvar1=100*(Ut1/(Ut1+Dt1));// 
  the RSI of an array with variable period> 
  Plot(RSIvar1,"",4,8);> Plot(RSI(14),"",2,1);// comparison with 
  RSI(14)> > Application2 : The RSI of StochD(20) with variable 
  period from 14 to 28> > Tvar=14+Cum(1)%15;// variable period 
  from 14 to 28> Var=StochD(20);// variable array> 
  Up=IIf(Var>Ref(Var,-1),abs(Var-Ref(Var,-1)),0);> 
  Dn=IIf(Var<Ref(Var,-1),abs(Var-Ref(Var,-1)),0);> 
  Ut1=AMA(Up,1/Tvar);Dt1=AMA(Dn,1/Tvar);> RSIvar1=100*(Ut1/(Ut1+Dt1));// 
  the RSI of an array with variable period> 
  Plot(RSIvar1,"",1,8);> > Tvar=14;// fixed period> 
  Var=StochD(20);// variable array> 
  Up=IIf(Var>Ref(Var,-1),abs(Var-Ref(Var,-1)),0);> 
  Dn=IIf(Var<Ref(Var,-1),abs(Var-Ref(Var,-1)),0);> 
  Ut1=AMA(Up,1/Tvar);Dt1=AMA(Dn,1/Tvar);> RSIvar2=100*(Ut1/(Ut1+Dt1));// 
  the RSI of an array with fixed period> Plot(RSIvar2,"",4,8);> 
  > Since we read urgent requests for this subject, use temporarily 
  these AFL solutions until Tomasz will add similar subjects to> 
  official editions/upgrades.> > ----- Original Message ----- 
  > From: Dimitris Tsokakis > To: amibroker@xxxxxxxxxxxxxxx 
  > Sent: Saturday, April 19, 2003 2:04 PM> Subject: Smoothing 
  Factors> > > 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>  > Wilderssmooth=14;> 
  EMAsmooth=2*Wilderssmooth-1;> AMAsmooth=2/(EMAsmooth+1);> 
  Plot(Wilders(C,Wilderssmooth),"",1,1);> 
  Plot(EMA(C,EMAsmooth),"",4,8);> 
  Plot(AMA(C,AMAsmooth),"",2,2);>  > 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> structure.> 
  Dimitris TsokakisSend 
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