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HI Stewart,
Thanks for your quick reply.
I also tried a lot of explorations. The values seem to be OK.
The scfast value, the smoothing factor, is ranging between 0.007 and
0.014. That seems to be normal as well.
But I can't figure out why the Close value is affected. When you put
the plot in a graph and also plot the Price. You can see the shift
obviously.
The only thing I noticed is that the fastvol value is doing the
trick.
regards,
Frans.
--- In amibroker@xxxxxxxxxxxxxxx, <stewartgotlieb@xxxx> wrote:
> Hi Frans,
>
> I'm not sure how the AMA is supposed to function, however, it
seems as if the smoothing factor you are computing is causing the
shift. Using your code I created an exploration that may help you
figure it out. When a smoothing factor of .01 is used, it causes a
rather large shift. It should probably be closer to .1.
>
> Regards,
>
> Stewart
>
>
> /********************** DEFINE VARIABLES **********************/
>
> FastShort = 18;//Optimize("FK",18,14,28,2);
>
>
> FastTrend = -8;//Optimize("FT",-8,-10,-6,2);
>
>
> FastLookback = 3;//Optimize("LkBckFast",3,2,4,1);
>
> Fastlong = 34;//Optimize("FL",34,32,36,2);
>
>
>
>
> /********************** CALCULATIONS **********************/
>
> fastVar1 = 2/(FastShort+1);
>
> fastVar2 = 2/(FastLong+1);
>
> fastdir = IIf(Close = Ref(Close,-FastLookback),
>
> Close+0.001,abs(Close-Ref(Close,-FastLookback)));
>
> fastvol = IIf(Close = Ref(Close,-FastLookback),
>
> Close+0.001,Sum(abs(Close-Ref(Close,-1)),FastLookback));
>
> fastER = fastdir/fastvol;
>
> scFast = (fastER*(fastVar1-fastVar2)+fastVar2)^2;
>
>
>
> /********************** LONG TERM TREND **********************/
>
> FastMA = AMA(Close,.01);
>
>
>
> /* ********************* PLOT STATEMENTS **********************/
>
> AddColumn(fastVar1,"fastVar1");
>
> AddColumn(fastVar2,"fastVar2");
>
> AddColumn(fastdir,"fastdir");
>
> AddColumn(fastvol,"fastvol");
>
> AddColumn(fastER,"fastER");
>
> AddColumn(scFast,"scFast");
>
> AddColumn(Close,"Close");
>
> AddColumn(FastMA, "FastMA");
>
> Filter=1;
>
>
>
>
>
> ----- Original Message -----
> From: mpmafma
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Saturday, January 10, 2004 1:25 PM
> Subject: [amibroker] Type Error: Strange Error: Close value
shifts 6 days
>
>
> 6 Days, not 76.
>
> Frans
>
>
>
>
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