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Dimitris,
Interesting charts! I uncommented the //Plot... as you suggested and changed
STEP from 1 to 10. Very interesting chart!
As I clicked through various tickers with this plot, SOME of them produced
an error:
Variable 'n1' used without having been initialized
Why do only some tickers show this error?
Steve
----- Original Message -----
From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, April 10, 2004 10:22 AM
Subject: [amibroker] Re: Mathematical question.
> If you have 5 different MAs [17, 35, 49, 112 and 238 bars] you should
> compare the distances with
> min(d1,min(d2,min(d3,min(d4,d5)))).
> The second question is more interesting, you can use loops to find
> the closest MA.
> If you search various MAs from na to nb, then the closest MA makes
> the abs(C-MA(C,n)) minimum.
>
> na=10;nb=100;step=1;
> f=LastValue(abs(C-MA(C,na)));
> for(n=na;n<=nb;n=n+step)
> {
> //Plot(MA(C,n),"",colorLightGrey,1);
> d=LastValue(abs(C-MA(C,n)));
> if(d<f)
> {
> n1=n;
> f=d;
> }
> }
> Plot(C,"\nC",1,8);
> Plot(MA(C,n1),"MA(C,"+WriteVal(n1,1.0)+")",colorDarkRed,8);
>
> Uncomment the //Plot... line to see the rest MAs.
> Calibrate the na, nb, step according to your research field.
> Dimitris Tsokakis
> --- In amibroker@xxxxxxxxxxxxxxx, "mmqp" <mmqp@xxxx> wrote:
> > Hi, I have 5 different moving average. I'd like to know/measure
> the
> > least distance of last close to these average. Another word is
> > which moving average is closest to today close. I understand that
> > this can be done in a brute force way however I would like to know
> > if there is a better mathematical way to do this in case of more
> > than 5 moving average. TIA.
>
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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