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Please take Excel and take a look at the following:
1st column is 10period Wilders
2nd column is 11 period wilders
3rd column is AMA equivalent that uses 10 periods for odd bars and 11 periods for even bars.
Wilders Wilders AMA10/11
10 11 10 11
Data 0,1 0,090909 0,1 0,090909
1 1 1 1
2 1,1 1,01 1,1
3 1,29 1,038 1,272727
4 1,561 1,0903 1,545455
1 1,5049 1,13176 1,495868
4 1,75441 1,194025 1,746281
5 2,078969 1,282519 2,042074
3 2,171072 1,371375 2,137866
1 2,053965 1,439634 2,034424
3 2,148568 1,510527 2,130981
4 2,333712 1,592846 2,300892
3 2,40034 1,673595 2,370803
1 2,260306 1,732266 2,246185
4 2,434276 1,802467 2,421566
3 2,490848 1,871305 2,474151
3 2,541763 1,938351 2,526736
5 2,787587 2,023275 2,751578
Hope this helps.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, October 15, 2003 2:20 PM
Subject: [amibroker] Re: MA, DEMA and TEMA can take array parameters, but EMA can't?
> The same question for EMA/AMA equivalent.
> The AMA(C,a) will not touch AMA(C,10) when a is variable and a=10.
> I do not think we may speak for equivalence...
>
> x1=10;Plot(EMA(C,x1),"EMA10",1,1);
> x2=20;Plot(EMA(C,x2),"EMA20",1,1);
> a1=2/(x1+1);Plot(AMA(C,a1),"AMA10",4,8);
> a2=2/(x2+1);Plot(AMA(C,a2),"AMA20",4,8);
> x=10+Cum(1)%11;
> a=2/(x+1);
> Plot(AMA(C,a),"AMA",7,1);
>
> Dimitris Tsokakis
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
> wrote:
> > Dave,
> >
> > For variable period exponential smoothing simply use AMA:
> >
> > EMA( array, period_variable ) = >>> AMA( array, 2 / (
> period_variable+1) );
> >
> > http://www.amibroker.com/guide/afl/afl_view.php?name=AMA
> >
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message -----
> > From: "Dave Merrill" <dmerrill@xxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Tuesday, October 14, 2003 2:39 PM
> > Subject: [amibroker] MA, DEMA and TEMA can take array parameters,
> but EMA can't?
> >
> >
> > > it appears that you can pass an array, not just a single scalar
> value, as
> > > the range parameter to the built in MA, DEMA and TEMA functions,
> but you
> > > can't for EMA. am I right about this, or is there some other
> problem in my
> > > code?
> > >
> > > if that is true, it's too bad, and I hope this ability will be
> added in the
> > > future, hopefully soon. it's been said before that it would nice
> to use
> > > dynamic (array) parameters with all built in indicators, and
> that's
> > > definitely true, but EMA is a basic building block that I'd think
> personally
> > > was even more important to have.
> > >
> > > thanks,
> > >
> > > dave
> > >
> > >
> > >
> > > Send BUG REPORTS to bugs@xxxx
> > > Send SUGGESTIONS to suggest@xxxx
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> > >
> > > Your use of Yahoo! Groups is subject to
> http://docs.yahoo.com/info/terms/
> > >
> > >
> > >
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
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Attachment:
Test.xls
Attachment:
Description: "Description: MS-Excel spreadsheet"
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