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Dimitris,
Yes, that works perfectly. Do you understand why the previous version worked
some times, but not others?
Steve
----- Original Message -----
From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, April 10, 2004 11:37 AM
Subject: [amibroker] Re: Mathematical question.
> I hope it will come full now.[the n1=na; was missing...]
>
> na=10;nb=100;step=1;n1=na;
> 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);
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
> wrote:
> > 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.
>
>
>
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