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Graham,
Thank you for trying to help with this. I guess I didn't get far
enough to discover the mixed variable issue in the for statement.
However, I think that can be easily remedied. The main problem seems
to be how to get any loop statement to work using this criteria for
exiting the loop: Value3 <= 0.002, where Value3 is calculated from
Array values.
I actually rewrote the code using the "for( i = Start; i < BarCount;
i++)" approach, but having this loop nested within the main loop
resulted in a inordinate amount of calculation time (although it did
produce the desired result). So, I was hoping that someone has a
better solution.
The original code that I modified was taken from the S&C Trader's
Tips - Issue 3, 2005 (the AmiBroker code for Ehler's Median-Average
Adaptive Filter). However, that original code deviates slightly from
the algorithm presented in the S&C magazine article, shown in Easy
Language format. The Amibroker code results in a substantially
different adaptive moving average, so I was hoping to get closer to
Ehler's version, which determines the Length value used to calculate
alpha by exiting this loop when Value3 is less than or equal to the
specified threshold of 0.002.
pakay
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
> to start with compare the basic statement construction with those in
> the help files
>
> for( Value3 = 0.2; Value3 > 0.002; Length = Length - 2 )
> This should have the same variable in each part
> you cannot mix Value3 and length, so which one should it be?
>
> Then insode the loop the variables need to be identified against the
> basic for variable
>
> Perhaps you should explain what exactly you are trying to achieve
with
> the code so we can help with creating it
>
> On 7/4/05, pakaypakay <pakaypakay@xxxx> wrote:
> > Does anyone know how to work around this problem? Since the loop
> > statement does not allow array type variables (Value3), this code
> > will not work.
> >
> >
> > Price = ( H + L ) /2;
> > Smooth = (Price + 2 * Ref( Price, -1 ) + 2 * Ref( Price, -2 ) +
Ref(
> > Price, -3 ) )/6;
> >
> >
> > Length = 39;
> >
> > for( Value3 = 0.2; Value3 > 0.002; Length = Length - 2 )
> > {
> > alpha = 2 / ( Length + 1 );
> >
> > Value1 = Median( Smooth, Length );
> > Value2 = AMA( Smooth, alpha );
> >
> > Value3 = Nz( abs( Value1 - Value2 )/Value1 );
> >
> > }
> >
> > AvgLength = IIf( Length < 3, 3, Length );
> > AvgAlpha = 2 / (AvgLength + 1);
> >
> > Filt = AMA( Smooth, AvgAlpha);
> >
> > Plot( C, "Price", colorBlack, styleBar );
> > Plot( Filt, "Filt", colorRed, styleThick );[/code]
> >
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
> >
>
>
> --
> Cheers
> Graham
> http://e-wire.net.au/~eb_kavan/
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