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Gilles,
I'm learning AFL so I took a crack at it your code an exercise. Re
your second message,'Prev' refers to the immediately previous value
of whatever comes before the equals sign - Bot or RMTA. Because the
M'stk Prev function is very slow, AB works around it - seems to
accept Ref(xxx,-1) as long as it is initialized first, but I had to
guess at what values to use. If I guessed wrong it should only
affect the very beginning of your data. This code plots a line, but
it's not very pretty. Changing the parameter Ty had no effect,
which worries me. We'll see what the power users say.
/* *** Recursive Moving Trend Average *** */
Lb = Param("Look-Back Period?",21,3,100,1);
Ty = Param("1=C 2=H 3=L 4=Median Price",1,1,4,1);
Bot = 0;//Initialize Bot
RMTA = 0;//Initialize RMTA
MP = (H+L)/2;
Tv = IIf(Ty=1,C,
IIf(Ty=2,H,
IIf(Ty=3,L,
MP)));
Alpha = 2/(Lb+1);
Bot = (1-Alpha)*(IIf(Cum(1)<Lb,Tv,Ref(Bot,-1)))+Tv;
RMTA = (1-Alpha)*(IIf(Cum(1)<Lb,Tv,Ref(RMTA,-1)))+(Alpha*(Tv+Bot-Ref
(Bot,-1)));
Plot(RMTA,"",colorRed,styleLine|styleNoLabel); GraphXSpace = 2;
Title = EncodeColor(colorBlack) + FullName() + " [" + Name()
+ "] " +
WriteVal(DateTime(),formatDateTime) +
"\n" + EncodeColor(colorBrown) + "Recursive Moving Trend Average: "
+ WriteVal(RMTA,1.2);
//=====================================
--- In amibroker@xxxxxxxxxxxxxxx, "gillesdeprez" <gillesdeprez@xxxx>
wrote:
> Hello,
> After fighting for hours, I give up after the fifth line, before I
> jump trhu the window, screaming! I know I jump often- I live on
the
> ground level.
> If one of you knows MS and is kind enough to give me a hand...
> "Recursive moving trend average"
> Lb:=Input("Look-Back Period?",3,100,21);
> Ty:=Input("1=C 2=H 3=L 4= Median Price",1,4,1);
> Tv:=If(Ty=1,C,If(Ty=2,H,If(Ty=3,L,MP())));
> Alpha:=2/(LB+1);
> Bot:=(1-Alpha)*(If(Cum(1)<Lb,Tv,PREV))+Tv;
> RMTA:=(1-Alpha)*(If(Cum(1)<Lb,Tv,PREV))+
> (Alpha*(Tv+Bot-Ref(Bot,-1)));
> RMTA
>
> TIA!
> Gilles
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