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Hello,
DEMA, TEMA, AMA, AMA2 (etc) work correctly, but they are recursive functions.
You should really learn some signal processing basics
BEFORE you apply variable periods to all recursive (IIR) filters as DEMA.
One thing to remember is that DEMA uses PREVIOUS value
to calculate current value therefore no "band-to-band" effect
will appear.
Second thing - If you read something about recursive filters (IIR) you will
know that the frequency of smoothing parameter change should
be much lower than frequency of the array you want to smooth.
Otherwise very strong aliasing appears.
LLV - requires further checking
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Fred" <fctonetti@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, April 25, 2003 9:35 PM
Subject: [amibroker] Re: How does it work, revisited ...
> Tomasz,
>
> Please read my previous post again ... As I stated the result of SUM
> & MA are AS EXPECTED ... but this is NOT true for LLV as an example
> nor for DEMA and some others ... Why is this ? Am I some how
> misunderstanding how these are supposed to work ?
>
> Fred
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
> wrote:
> > Fred,
> >
> > The result is perfectly OK.
> > =================
> >
> > Your EO (variable period) is either 3 or 9
> > So ResX is a sum of last 3 OR last 9 bars of
> > Cum1 array.
> >
> > So it resulting sum is equal either upper or lower
> > line of the channel.
> >
> > I suggest you to take a piece of paper or Excel sheet and just
> > 'simulate' the inner working of the code.
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> >
> >
> > ----- Original Message -----
> > From: "Fred" <fctonetti@xxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Friday, April 25, 2003 8:54 PM
> > Subject: [amibroker] How does it work, revisited ...
> >
> >
> > > Someone I thought Tomasz stated that there were several functions
> or
> > > indicators call them what you will that were already set up as
> > > allowing variable periodicities. The question I have is what are
> > > they calculating ?
> > >
> > > If you plot this on any graph:
> > >
> > > CUM1 = Cum(1);
> > >
> > > EO = IIf(int(CUM1 / 2) * 2 == Cum1, 3, 9);
> > >
> > > Res3 = Sum(Cum1, 3);
> > > Res9 = Sum(Cum1, 9);
> > > ResX = Sum(Cum1, EO);
> > >
> > > Plot(Res3, "3", colorWhite, styleLine | styleThick);
> > > Plot(Res9, "9", colorWhite, styleLine | styleThick);
> > > Plot(ResX, "X", colorRed, styleLine | styleThick);
> > >
> > > You get two white lines with a red line that bounces back and
> forth
> > > between them. if you change the function from Sum to MA you get
> the
> > > same type of result, but if you change the function from Sum to
> LLV
> > > you do not get that result. How does this calculate ? What
> about
> > > the other ones that were supposed to allow varaible periodicity.
> > >
> > >
> > >
> > >
> > >
> > > Send BUG REPORTS to bugs@xxxx
> > > Send SUGGESTIONS to suggest@xxxx
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> > >
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> > >
> > >
> > >
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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>
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