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Dimitris,
To address your concerns about AFL library description of DEMA
I have added some more comments:
http://www.amibroker.com/guide/afl/afl_view.php?id=42
Hopefully you will find them useful.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, April 27, 2003 9:52 PM
Subject: [amibroker] Re: Built-in DEMA questions
> Tomasz,
> I clearly understand these relations, they are already in my initial
> messages.
> It is OK with me, do not spend any more time, thank you.
> If it is also OK with you, I mean if you expect the X user reading
> your
>
> http://www.amibroker.com/guide/afl/afl_view.php?id=42
> DEMA internally is implemented via EMA:
>
> Len=10;
> Graph0= 2 * EMA( C, len ) - EMA( EMA( C, len ), Len );
>
> // for comparison only
> Graph1=DEMA(C,Len);
>
> and immediately understands all these explanations/calculations, then
> you address to quite advanced users.
> Leave your http://www.amibroker.com/guide/afl/afl_view.php?id=42
> without any further comment, it will be OK for everybody
> and we will be happy for ever.
> For your record, it took me one afternoon to understand this, but, I
> am not as advanced as the avarage amibroker user.
> BTW, I like your style very much !!
> Thank you once again for your uninterrupted efforts.
> Dimitris Tsokakis
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
> wrote:
> > Dimitris,
> >
> > > > Please see the reply I have just sent to your other post.
> > > > Because of the fact that EMA and DEMA are INITIALIZED
> differently
> > > > it needs 2 * len bars for DEMA re-implemented using EMA
> > > > to converge with built-in DEMA.
> > > > After this initial stage they are the same.
> > > Tomasz,
> > > for len=200 your explanation means that after the 400th bar built-
> in
> > > DEMA and EMA-equivalent "are the same.
> > > Did I understand well ?
> > > In my gifs there is no match after the 400th bar.
> > > Do we see the same gifs ?
> >
> > 400 bars after initialization of EMA. As I wrote already
> > EMA[ periods ] is initialized with SIMPLE moving average value MA[
> periods ].
> > Since then convergence starts.
> >
> > Therefore 400 bars after initalization means 400+200 bars since the
> beginning of the data.
> > (of course in case of 200-period EMA only)
> >
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
>
>
>
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