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Hi Graham, Steve and All,
Thanks for reply.
I want to repeat that this is a special formula. Because the MA of
stock prices is a non-connecting curve, looking from the strict
mathematic sense, the tangent line does not exist at the P point,
and thus there's no slope to calculate. We only can use the
mathematical method to simulate a formula, therefore the value to be
calculated will not be precise, but will be the approximate value. I
asked a mathematician to get the above formula. The simulation
process is a little complex, but the formula actually is amazingly
simple. This formula uses some limiting conditions. I manually
calculated many slopes of the tangent lines at various
intersections, and the results have been very satisfying.
My question is: How to use AFL to calculate some P value on MA.
I'm not clear that if AmiBroker uses which one of the prices to
calculate MA. Does it use Close, Open, High, or Low? I suspect it
uses Close. I think the best way should use the data that's
consistent with the AmiBroker. I've already done a lot of
research, but I haven't discovered any contents related to how to
use AFL to calculate some P value on MA.
Any help is appreciated.
Robert
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
> all you ahve to do is insert the values you want into the basic
slope equation
> example for a certain bar, or between 2 bars
> Curve = MA(C,10);
> slope = (Y2-Y1)/(X2-X1) = ( Valuewhen(barindex()==124,Curve) -
> Valuewhen(barindex()==123,Curve) ) / ( 124 - 123 );
>
>
>
>
>
> "calculate the value of a specific point on the MA, not the actual
> close price of the stock at the corresponding time (i.e., close
> price per bar)."
>
> On 8/8/05, cstdc5588 <cstdc5588@xxxx> wrote:
> > Hi Graham,
> >
> > Thank you for your reply.
> >
> > I have searched all about slope posts, but I can't find any
> > answers. That's because I have a special formula. It isn't
> > a general formula which used to calculate slope. I need to
> > calculate the value of a specific point on the MA, not the actual
> > close price of the stock at the corresponding time (i.e., close
> > price per bar).
> >
> > I also searched AFL library, but I haven't find any related
> > contents which involve how to calculate the value of a specific
> > point on the MA.
> >
> > Any help is appreciated.
> >
> > Robert.
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx>
wrote:
> > > a search on slope would give you the answers, but in a
anutshell
> > > slope = (Y2-Y1)/(X2-X1);
> > > just substitute the values for the X's and Y's
> > >
> > >
> > > On 8/7/05, cstdc5588 <cstdc5588@xxxx> wrote:
> > > > Hi All,
> > > >
> > > > I want to calculate the slope of the tangent line at the
crossing
> > > > point of 2 moving averages. Suppose there are 2 MAs, 10wma
and
> > 20
> > > > wma. K10wma = the slope of the line tangent to the 10wma at
the
> > > > crossing point.
> > > >
> > > > K10wma = (A1P1-A2P2-A3P3+A4P4)*n, where a is a constant,
> > > > P4 = the value of 10 wma at the crossing point,
> > > > P3 = the value at the point just before the crossing
> > point,
> > > > P2 = the value at the point before P3,
> > > > P1 = the value at the point before P2,
> > > > and n = the coefficient of the prices at the y-axis.
> > > >
> > > > I need to stress that `P' is the value of a specific point on
> > > > the wma, not the actual close price of the stock at the
> > > > corresponding time.
> > > >
> > > > My question is: if I use a 5-minute real-time chart, then
how
> > can I
> > > > use AFL to calculate the value of P?
> > > >
> > > > Any help is appreciated.
> > > >
> > > > Robert
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > 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
> > > AB-Write >< Professional AFL Writing Service
> > > Yes, I write AFL code to your requirements
> > > http://e-wire.net.au/~eb_kavan/ab_write.htm
> >
> >
> >
> >
> >
> > 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
> AB-Write >< Professional AFL Writing Service
> Yes, I write AFL code to your requirements
> http://e-wire.net.au/~eb_kavan/ab_write.htm
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