RE: [amibroker] That's Strange.....

["Graham" <gkavanagh@xxxxxxxxxxxxx>]

If you remove the common part of equation

 

If X = EMA(ATR(1),10)

Then you have 

(2.5 * X – 0.25*X) / ( 0.25*X + 1.5*X )

= 2.25 * X / 1.75 * X

= 2.25 / 1.75   

= 1.286

 



<font size=3 color=teal
face="Times New Roman">Cheers,
Graham

<font size=2
color="#339966" face="Times New Roman"><font
color="#339966">http://groups.msn.com/ASXShareTrading

<font size=2
color="#339966" face="Times New Roman"><font
color="#339966">http://groups.msn.com/FMSAustralia



<span
>-----Original Message-----
From: Steve Almond (F)
[mailto:steve@xxxxxxxxxxxxxxxxxxxxxx] 
Sent: Friday, 23 May 2003 6:31 PM
To: Ami
Subject: [amibroker] That's
Strange.....

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face="Times New Roman"> 



<font size=2
face="Times New Roman">
 





<font size=2
face="Times New Roman">I found this exploration
back in message 5479. See the attached picture of the AA window.





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face="Times New Roman"> 





<font size=2
face="Times New Roman">Risk is defined as: 
<span
>EMA(ATR(1),10)/4 +EMA(ATR(1),10)*1.50;





<font size=2
face="Times New Roman">Reward is :  <font
size=3 face="Times New Roman">EMA(ATR(1),10)*2.5
- EMA(ATR(1),10)/4;





<font size=2
face="Times New Roman"> 





<font size=2
face="Times New Roman">Each gives a column of
varying values. BUT, when I divide the two to calculate Reward/Risk the
values are all the same (1.29)!





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face="Times New Roman"> 





<font size=2
face="Times New Roman">How can that be?





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<font size=2
face="Times New Roman">Steve



<font size=2
face="Times New Roman">



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