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I think I know, the reason is that exp mov average
takes the value of previous array in its calcul.
if the period array is variable, the previous array
is changing.
stephane
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=s.carrasset@xxxxxxxxxxx
href="">Stephane Carrasset
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, May 05, 2004 9:50
AM
Subject: [amibroker] variable ATR bad
value comapes fixed ATR
Hello,
I don't solve this problem:
I am trying in afl to get a variable period ATR
in minutes Bars
in this example I use Ema instead of
wilders....
M1= H-L;
M2= Ref<FONT
size=1>(C,-1)-
H;
M3= Ref<FONT
size=1>(C,-1)-
L;
TR = Max(<FONT
color=#0000ff size=1>Max(<FONT color=#0000ff
size=1>abs(M2),<FONT color=#0000ff
size=1>abs(M3)), M1);
start=Day<FONT
size=1>()>Ref<FONT
size=1>(Day<FONT
size=1>(),-1<FONT
size=1>);
Len=<FONT color=#0000ff
size=1>BarsSince(start)+<FONT color=#ff00ff
size=1>1;<FONT face="Courier New" color=#008000
size=1>
//Len=40;
Factor = 2<FONT
face="Courier New" size=1>/(Len+<FONT face="Courier New" color=#ff00ff
size=1>1);<FONT
color=#0000ff size=1>
Plot(<FONT color=#0000ff
size=1>ValueWhen(<FONT face="Courier New"
size=1>Len==<FONT face="Courier New" color=#ff00ff
size=1>40,<FONT
face="Courier New" color=#0000ff size=1>AMA(<FONT
face="Courier New" size=1>TR,<FONT
face="Courier New" size=1>Factor)<FONT
face="Courier New" size=1>),<FONT color=#ff00ff
size=1>"",2<FONT
size=1>,1<FONT
size=1>);
Plot(<FONT color=#0000ff
size=1>ValueWhen(<FONT face="Courier New"
size=1>Len==<FONT face="Courier New" color=#ff00ff
size=1>40,<FONT
face="Courier New" color=#0000ff size=1>EMA(<FONT
face="Courier New" size=1>TR,<FONT
face="Courier New" color=#ff00ff size=1>40)<FONT
face="Courier New" size=1>),<FONT color=#ff00ff
size=1>"",3<FONT
size=1>,1);
I suppose that for a given
bar, when the variable period == 40 ( for example), the results of
variable ATR( with use of AMA)
must be the same as the
ATR(40);
and it is not the
case????
Any Idea
Why???
<FONT face=Arial
size=2>StephaneSend BUG REPORTS to
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