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Fred wrote:
> http://groups.yahoo.com/group/amibroker/message/38790
>
> Following which I get silly comments like well if I only knew a
> little C/C++ or something about signal processing ... When for all
> anyone knows I could have worked as a DSP engineer in the early to
> mid 70's down the road at Bell Labs with Denis Ritchie when and where
> C was developed. Not only is this totally inappropriate, it also
> totally irrelevant to the origianl question of HOW DOES IT WORK ?
Let's look what I wrote in "silly comments" inappropriate/irrevelant response:
http://groups.yahoo.com/group/amibroker/message/38791
I wrote you:
"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."
And thats what you call "silly comments" - interesting.
Sorry but I don't give math lessons here nor I give free
DSP lessons. All recursive type smoothers like EMA, DEMA,
TEMA, AMA, AMA2 are taken DIRECTLY from signal processing theory.
To explain all inner working of IIR filters I would need to write hundreds
of pages of text.
If you expect me to give you here the knowleadge that is written in 1000+ pages book
you are wrong.
You wrote that Tradestation gives source code of the formula.
Well here it is - THE SOURCE CODE FOR DEMA:
void DoubleExpMovingAverage( int Size, float *FactorTable, float *SrcTable, float *DstTable )
{
int i, j, k;
float factor, backfactor;
double average, dblaverage;
k = WalkThruEmpties( Size, FactorTable, DstTable );
j = WalkThruEmpties( Size, SrcTable, DstTable );
if( j < k ) j = k;
if( j < Size ) average = dblaverage = SrcTable[ j ];
for( i = j; i < Size; i++ )
{
factor = 2.0f/( 1.0f + FactorTable[ i ] );
backfactor = ( 1.0f - factor );
average = ( backfactor * average + factor * SrcTable[ i ] );
dblaverage = ( backfactor * dblaverage + factor * average );
DstTable[ i ] = (float) ( 2 * average - dblaverage );
}
}
Now you have 100% complete, *appropriate*, *relevant* and precise response to your question
"HOW DOES IT WORK".
==========================================================
Do you understand it.
Do you think that majority of users understand this ?
I also wrote "LLV - requires further checking"
- and I checked it and it turned out that there is a bug in
variable-periods version of LLV/HHV, and I acknowleadged that fact.
Whats more I fixed it immediatelly and fixed version will be released
today/tommorrow.
To make things straight:
I don't expect anyone to send thank yous, words of appreciation, etc.
$99 you paid for the software is the best "thank you" for me.
But.... I expect that you accept the following facts:
- the software is provided AS IS - if you don't like it then don't use it
- the software has (some) bugs that are fixed as soon as possible, but not earlier
- the decision WHEN and WHAT new features are added is entirely MINE, although
I am keen to hear suggestions.
- the documentation exist it may be not perfect but claims that
there is "no documentation" are false.
- this list is provided to provide mutual HELP for the users of AmiBroker,
not to send suggestions / bug reports.
Every post on this list has automatically attached footnote saying:
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
Best regards,
Tomasz Janeczko
amibroker.com
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