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Re: [amibroker] Re: to calculate the value of the point 'P'



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"  I'm not clear that if AmiBroker uses which one of the prices to
calculate MA.  Does it use Close, Open, High, or Low? "

AB uses whatever you put into it
MA(C,10) or MA(O,10) or MA(H,10) or even MA( RSI(10), 10 ) or MA( (H+L)/2, 10)

what is normal convention is to use the closing price, but that is
just the norm from all the books you read. It just depends entirely on
what you are wanting to calculate

On 8/9/05, cstdc5588 <cstdc5588@xxxxxxxxx> wrote:
> 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
> 
> 
> 
> 
> 
> 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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