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--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> I am trying to find a price value for when Dema will equal a
certain value.
> First I am not sure what AB uses for EMA
Graham,
EMA mechanism is analytically described in the Users guide.
I also placed, for further reference, the Reverse EMA function in AFL
Library.
DT
but I have used this formula
> PerD = 5;
> K = 2 / (perD + 1);
> myEMA = ref(C,1) * K + EMA(c,perD) * (1-K);
>
> Then from the DEMA formula
> PerD = 5;
> myDEMA = 2 * EMA( C, PerD ) - EMA( EMA( C, PerD ), PerD );
>
> I tried to reverse it to get the price value for tomorrow that it
would need
> to be to get a value of Dema
> Looking for someone with a mathematically twisted brain to see what
I have
> done wrong in this
> Level is the price needed for a signal during the next trading day,
and
> BreakC is the equivalent price to make Dema equivalent to the Level
price.
> BreakC = ( Level - EMA(c,perD)*(2*(1-K)-(1-K)*K) - c*K*(1-K) -
> ref(EMA(c,perD),-1)*(1-K)*(1-K) ) / ( 2*K - K*K );
>
> Hope this is enough information.
>
>
> Cheers,
> Graham
>
> <http://groups.msn.com/ASXShareTrading>
> http://groups.msn.com/ASXShareTrading
>
> <http://groups.msn.com/FMSAustralia>
http://groups.msn.com/FMSAustralia
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