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



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<SPAN 
class=551153110-25102003>oops tomasz, you're correct, careless, and not the 
first time, truly sorry for that.
<SPAN 
class=551153110-25102003> 
<SPAN 
class=551153110-25102003>however, I don't think that's the reason that the EMA 
and AMA versions act differently, even with static numbers. I made the change, 
and backtest results are still different, but only when either or both of the 
second two EMAs are replaced by EMAx. the first one doesn't seem to make a 
difference, at least on the data I tried.
<SPAN 
class=551153110-25102003> 
<SPAN 
class=551153110-25102003>maybe I'm doing something else carelessly, and I 
apologize in advance if that's the case, but I don't see it.
<SPAN 
class=551153110-25102003> 
<SPAN 
class=551153110-25102003>dave
<SPAN 
class=551153110-25102003> 
<BLOCKQUOTE 
>
  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,> > 
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