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Re: [amibroker] Re: AMA vs EMA, malfunctioning brain



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Guys,
 
You should really check your code twice or more. It is really easy and 
would save me
hundreds of hours of answering such basic stuff.
 
Your formula has simply a basic error:
 

YOUR CODE (wrong):
========
function MACDHistogram() 
{ if(using_arrays) 
 {   m = EMAx(c, 12) - EMAx(c, 26);// MACD 
line  s = m - EMAx(m, 
9); // <--- WRONG !!!!!!!!!!!!!!!!   Signal line is simply EMA of 
MACD. Not MACD - EMA( MACD) !!!!! } 
 else 
 {  m = EMA(c, 12) - EMA(c, 26);  s = 
m - EMA(m, 9);  // <--- 
WRONG !!!!!!!!!!!!!!!!Signal line is simply EMA of MACD. Not MACD - EMA( MACD) 
!!!!! } hist = m - s; // histogram  return 
hist;}
 
CORRECTED CODE:

YOUR CODE (wrong):
========
function MACDHistogram() 
{ if(using_arrays) 
 {   m = EMAx(c, 12) - EMAx(c, 26);// MACD 
line  s =  EMAx(m, 9); // <--- GOOD!   Signal 
line is simply EMA of MACD.  } 
 else 
 {  m = EMA(c, 12) - EMA(c, 26);  s 
= EMA(m, 9);  <--- GOOD!   Signal line is simply EMA of 
MACD.  } hist = m - s; // histogram is HERE 
!!! return hist;}
 
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Dave Merrill 
  
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Saturday, October 25, 2003 10:18 
  AM
  Subject: RE: [amibroker] Re: AMA vs EMA, 
  malfunctioning brain
  
  <SPAN 
  class=993201508-25102003>thanks, I know about that. I just didn't want my 
  auto-optimization stuff to have to depend on that, especially since tj said an 
  AFL equivalent exists.
  <SPAN 
  class=993201508-25102003> 
  <SPAN 
  class=993201508-25102003>any other responses from anyone? 
  tj?
  <SPAN 
  class=993201508-25102003> 
  <SPAN 
  class=993201508-25102003>dave
  <SPAN 
  class=993201508-25102003> 
  <BLOCKQUOTE 
  >dave 
    if you want an EMA with varperiod download indicators.dll and use 
    scEMA(array, varperiod)stephanewrote:> I need a poke in 
    the head...> > I wanted a version of the MACD histogram that 
    can take arrays for its three> parameters. I used the 
    array-capable version of EMA provided by tomasz, but> I'm not 
    getting the same results as with the native EMA function, even 
    with> static numbers as parameters. (I said I was doing this to use 
    arrays, but> since even static numbers don't work right, I used 
    them here for> simplicity.) oddly enough, the results are the same 
    using tomasz's EMAx the> first two times, but using it the third 
    time causes a difference. that's the> one marked with 
    '<<< HERE <<<' below.> > what's wrong with 
    this picture?> > here's the code:> > 
    -----------------> function EMAx(array, period) { // use for EMA when 
    period is an array>       return 
    AMA(array, 2 / (period + 1));> }> > function 
    MACDHistogram() {>       if(using_arrays) 
    {>             m = 
    EMAx(c, 12) - EMAx(c, 26);// MACD line> 
                s = m - 
    EMAx(m, 9);            // 
    signal line;       <<< HERE 
    <<<>       } else {> 
                m = EMA(c, 12) 
    - EMA(c, 26);>       
          s = m - EMA(m, 9);> 
          }>       hist 
    = m - s;            
                // 
    histogram>       return hist;> 
    }> -----------------> > thanks,> > 
    daveSend BUG REPORTS to bugs@xxxxxxxxxxxxxSend 
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