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Tomasz,
I understand the signal processing issues, what I want to better
understand is the calculation method ... We'll let the description of
the methods for DEMA/TEMA/AMA/AMA2/WMA go for now but I would
appreciate it if you could check into HHV/LLV/HHVBars/LLVBars with
variable periodicity when you get a chance as these do not appear to
be working correctly or at least not from my understanding of how
they should work. SUM/MA/REF seem to be working as expected.
Thanks in advance, Fred
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> 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@xxxx>
> 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.
> > > >
> > > >
> > > >
> > > >
> > > >
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> >
> >
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