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



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Graham,

Thanks for the explanation. There was a time when I considered 
myself to be mathematically savvy. Now it's all an increasing 
decline.....

Steve (slightly embarrassed)


--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> 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
> 
>  
> 
> Cheers,
> Graham
> 
>  <http://groups.msn.com/ASXShareTrading>
> http://groups.msn.com/ASXShareTrading
> 
>  <http://groups.msn.com/FMSAustralia> 
http://groups.msn.com/FMSAustralia
> 
> -----Original Message-----
> From: Steve Almond (F) [mailto:steve@x...] 
> Sent: Friday, 23 May 2003 6:31 PM
> To: Ami
> Subject: [amibroker] That's Strange.....
> 
>  
> 
> 
>  
> 
> I found this exploration back in message 5479. See the attached 
picture of
> the AA window.
> 
>  
> 
> Risk is defined as:  EMA(ATR(1),10)/4 +EMA(ATR(1),10)*1.50;
> 
> Reward is :  EMA(ATR(1),10)*2.5 - EMA(ATR(1),10)/4;
> 
>  
> 
> 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)!
> 
>  
> 
> How can that be?
> 
>  
> 
> Steve
> 
> 
> 
> 
> 
> 
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