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Fred,
I can confirm that in some cases (when period varies a lot on bar-by-bar basis)
variable-period version of LLV/HHV gives incorrect values.
I fixed this already in the development version and the fix will be included
in 4.33.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Fred" <fctonetti@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, April 25, 2003 11:05 PM
Subject: [amibroker] Re: How does it work, revisited ...
> 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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