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Hello,
See User's Guide
<A
href="">http://www.amibroker.com/guide/afl/afl_view.php?name=EMA
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 12:46
PM
Subject: RE: [amibroker] Re: AMA vs EMA,
malfunctioning brain
<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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