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<SPAN
class=352544212-25102003>hmmm, strange. so the native EMA function has this odd
initialization behavior that originated in metastock, and AMA doesn't. I take
that to mean that AMA can't be used to build an array-capable EMA that matches
the native EMA, right?
<SPAN
class=352544212-25102003>
<SPAN
class=352544212-25102003>do MACD and other functions that are built on EMAs do
this too? I wonder what the various web sites and other TA programs
do.
<SPAN
class=352544212-25102003>
<SPAN
class=352544212-25102003>stephane, if you're watching this, what does
indicators.dll do?
<SPAN
class=352544212-25102003>
<SPAN
class=352544212-25102003>dave
<SPAN
class=352544212-25102003>
<BLOCKQUOTE
>
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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