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Dimitris,
The explanation should be obvious to someone with the deep background
in physics and mathematics as you.
The reason is that AMA, EMA, TEMA, DEMA, Wilders
are all recursive functions. See
http://www.amibroker.com/guide/afl/afl_view.php?name=AMA
and
http://www.amibroker.com/guide/afl/afl_view.php?name=DEMA
for detailed recursive algorithm.
What does it mean? It means that current value depends
on input data array and PREVIOUS value of the indicator.
The PREVIOUS value includes the value of "previous-previous" value
and so on.
Now if you change the period every bar all these changes (for all previous bars)
affect current bar value and that's why variable period AMA is smooth and
does not jump from Wilders10-Wilders11.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, October 15, 2003 1:36 PM
Subject: [amibroker] Re: MA, DEMA and TEMA can take array parameters, but EMA can't?
> Tomasz,
> How do we understand this equivalence ?
> x=10+(Cum(1)%11);
> is equal to 10 every 11 bars.
> The
> Wp=10;Plot(Wilders(C,Wp),"Wilders",1,1);
> and
> Plot(AMA(C,1/x),"AMA",7,8);
> do not touch every 11 bars...
> The same with Wilders(c,20).
> See, for example the
>
> x=10+(Cum(1)%11);
> Wp10=10;Plot(Wilders(C,Wp10),"Wilders10",1,1);
> Wp20=20;Plot(Wilders(C,Wp20),"Wilders20",1,1);
> Plot(AMA(C,1/X),"AMA",7,1);
> Plot(AMA(C,1/10),"AMA 1/10",4,8);
> Plot(AMA(C,1/20),"AMA 1/20",4,8);
>
> AMA(C,1/10) is 1-1 equivalent to Wilders(C,10).
> On the other side, AMA(C,1/X) touches only by coincidence the Wp10 or
> Wp20.
>
> Dimitris Tsokakis
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
> wrote:
> > Stephane,
> >
> > That's true but Wilders is nothing more nothing less than just AMA
> > with 1/n smoothing factor.
> >
> > Wilders( array, N ) =>>> AMA( array, 1 / N )
> >
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message -----
> > From: "Stephane Carrasset" <nenapacwanfr@xxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Wednesday, October 15, 2003 1:03 PM
> > Subject: [amibroker] Re: MA, DEMA and TEMA can take array
> parameters, but EMA can't?
> >
> >
> > > Hi, Dimitri,
> > >
> > > Wilders does not accept variable period
> > >
> > > Plot(Wilders(C,RSI(3)),"",2,1);
> > >
> > > return a bad argument
> > >
> > > stepghane
> > >
> > >
> > > <nenapacwanfr@xxxx> wrote:
> > > > Dimitri,
> > > >
> > > > I didn't know that wilders accept variable period...
> > > > Thanks
> > > >
> > > > Stephane
> > > >
> > > > > Dave,
> > > > > I have posted in the files section the varPER.txt with the
> EMA,
> > > AMA
> > > > > and WILDERS smoothing relations.
> > > > > AMA and WILDERS do accept variable periods, like MA.
> > > > > You will also find some RSI applications there.
> > > > > Dimitris Tsokakis
> > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill"
> <dmerrill@xxxx>
> > > > > wrote:
> > > > > > thanks, much appreciated. seems like there's a new version
> just
> > > > out
> > > > > too (:-)
> > > > > >
> > > > > > any chance of variable period RSI, CCI, ROC and the rest of
> the
> > > AB
> > > > > > indicators I'm forgetting right now? some of these I've
> coded
> > > up
> > > > > myself in
> > > > > > AFL, but they're much slower than the built in versions.
> I'd
> > > > > imagine your
> > > > > > dll would be pretty close to built in speed, yes?
> > > > > >
> > > > > > dave
> > > > > > In Indicators.dll varperiod Indicators are
> > > > > > Stochastic
> > > > > > GraphXSpace=1;
> > > > > > Plot(StochK(9,1),"",colorBlue,1);
> > > > > > Plot(scStoch(9),"",colorGreen,1+8);
> > > > > > Plot(scStoch(RSI(14)),"",colorRed,1);
> > > > > >
> > > > > > Ema
> > > > > > Plot(EMA(C,21),"",colorBlue,1);
> > > > > > Plot(scEMA(C,21),"",colorGreen,1+8);
> > > > > > Plot(scEMA(C,RSI(14)),"",colorRed,1);
> > > > > > Plot(C,"",1,64);
> > > > > >
> > > > > > Linregslope
> > > > > > Plot(LinRegSlope(C,21),"",colorBlue,1);
> > > > > > Plot(scLinRegSlope(C,21),"",colorGreen,1+8);
> > > > > > Plot(scLinRegSlope(C,RSI(14)),"",colorRed,1);
> > > > > >
> > > > > > MFI // just added today
> > > > > > Plot(MFI(21),"",colorBlue,1);
> > > > > > Plot(scMFI(21),"",colorGreen,1+8);
> > > > > > Plot(scMFI(RSI(14)),"",colorRed,1);
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > > > thanks stephane, I'll take a look. until I do, can you
> tell
> > > > me
> > > > > if
> > > > > > it also
> > > > > > > contains variable period versions of other built in AB
> > > > > indicators?
> > > > > > other
> > > > > > > than allowing variable periods, do they perform the
> same as
> > > > the
> > > > > > native
> > > > > > > versions? if so, that'd be a nice workaround until
> variable
> > > > > periods
> > > > > > are a
> > > > > > > native AB capability for everything.
> > > > > > >
> > > > > > > dave
> > > > > > > if you want, in indicators.dll there is a Ema with
> > > variable
> > > > > period
> > > > > > >
> > > > > > > Plot(scEMA(C,RSI(14)),"",colorRed,1);
> > > > > > > Plot(C,"",1,64);
> > > > > > >
> > > > > > >
> > > > > > > stephane
> > > > > >
> > > > > >
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