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Tomasz,
I clearly understand the recursive nature of these functions.
This is not the subject.
The question is : Can we call "equivalent" two never touching lines ?
It is somehow tricky to ask from the user to accept the following
story:
1. Wilders(C,x) is N/A for variable x
2. For fixed x the Wilders(C,x)=AMA(C,1/x) is true
3. Please accept the "analog" meaning for the argument
Arg. 1 : Wilders(C,x) is *also* AMA(C,1/x) *even when* x is variable
or
Arg. 2 : You may call AMA(C,1/x) as Wilders(C,x), x variable,
*because* AMA(C,1/x) *is* Wilders(C,x), when x=fixed !!
We have no evidence that this "analogy" exists and, form my experiece
in Physics, it is dangerous to speak [and use] for analogies just
because we like them.
>From this point of view, it is better not to have variable periods
for EMA, Wilders. Now, AMA(C,1/x) , 10<=x<=20 is an interesting
line "between" AMA(C,1/10) and AMA(C,1/20) and this could be the
happy end of the story. If someone needs to call it Wilders with
variable period, it is OK, but there is no evidence to do it.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> 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@xxxx>
> 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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