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What is CMO ?
On 7/9/05, m.smith <ink@xxxxxxxxx> wrote:
>
> People, I get a syntax error and it says expecting an identifier. Marshall
>
>
> -------Original Message-------
>
> From: bilbod
> Date: 07/08/05 13:57:53
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Trouble with Coding Vidya In AFL
> Below is Vidya someone posted here a while back.
>
> Bill
> ---
> Length=21;
> Smooth=5;
>
> Change = C - Ref( C, -1 );
> SU = Sum( C - Ref( C, -1 ) > 0, Length );
> SD = Sum( C - Ref( C, -1 ) < 0, Length );
> CMO = 100 * ( SU - SD ) / ( SU + SD );
>
> AbsCMO=( abs(CMO) )/100;
>
> SC=2/(Smooth+1);
>
> VIDYA=AMA( C, SC*AbsCMO );
>
> Plot( Close, "Price", 4, 64 );
> Plot( VIDYA, "Vidya", 5 );
> ---
> rajak1981 wrote:
>
> > I am using the following code for vidya.
> > When I plot Vidya , Vidya[0] is initialized fine
> > But after that its all empty.
> > Any idea as to what I am doing wrong?
> > Factor[i] is being computed correctly as can be seen from the plot.
> > The problem is occuring due to Vidya[i-1]. I am not sure why.
> >
> > SC=0.5;
> > Vidya[0]=C[0];
> > CMO_Up=Sum( IIf( C > Ref(C,-1) , C-Ref(C,-1) ,0 ) ,Length ) ;
> > CMO_Dn=Sum( IIf( C < Ref(C,-1) , Ref(C,-1) -
> > C ,0 ) ,Length );
> >
> >
> >
> > for(i=1;i<BarCount;i++)
> > {
> > CMO[i]=(( CMO_Up[i] -CMO_DN[i]) /( CMO_Up[i]+CMO_Dn[i]));
> > AbsCMO[i]=(abs(CMO[i]));
> > Factor[i]=SC*AbsCMO[i];
> > Vidya[i]=(Factor[i]*C[i])+(1-Factor[i])*Vidya[i-1];
> > }
> >
> > Plot(Vidya,"Vidya("+Length+")",styleLine);
> > Plot(Factor,"Factor("+Length+")",styleLine);
> >
> > Thanks,
> > Raja
> >
> >
> >
> >
> >
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> >
> >
> >
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> Please note that this group is for discussion between users only.
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--
Cheers
Graham
http://e-wire.net.au/~eb_kavan/
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