|
PureBytes Links
Trading Reference Links
|
Thanks, Fred and Dimitris, for making me aware of the DEMA.
Gernot
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
<TSOKAKIS@xxxx> wrote:
> Gernot,
>
> Zero lag EMA is actually the built-in DEMA.
> There is a plain description at
> http://www.amibroker.com/guide/afl/afl_view.php?id=42
> for various interpretations, enough for further use and
understanding.
> As for my personal opinion, it is rare to use any other smoothing
> than DEMA.
> Dimitris Tsokakis
> --- In amibroker@xxxxxxxxxxxxxxx, "taotra" <ggoll@xxxx> wrote:
> > Hello,
> >
> > I've come across this Investor/RT canned formula for a zero lag
EMA:
> >
> > Exponential Moving Average
> > EMA = EMA.1 + (PRICE - EMA.1 ) * K
> > or
> > EMA = K * PRICE + (1 - K) * EMA.1
> >
> > where...
> > K = 2 / (n + 1)
> > n = Period
> >
> > Zero Lag Exponential Moving Average
> > ("Zero Lag" is an option within the Exponential Moving Average
> > indicator)
> > EMA = K * ( 2 * PRICE - PRICE.X) + (1 - K) * EMA.1
> >
> > where...
> > K = 2 / (n + 1)
> > n = Period
> > x = lag = (n - 1) / 2
> >
> > Anyone have any idea how that can be written in AFL using the
EMA
> > function? Thanks in advance.
> >
> > Gernot
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Save on Coral Calcium. Get Better Health and
Stronger Bones. Seen on TV
http://www.challengerone.com/t/l.asp?cid-2805&lp=calcium2.asp
http://us.click.yahoo.com/9gf46B/EfUGAA/ySSFAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|