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Hi Graham and Steve,
Thanks a lot. Your helps are very appreciated.
Robert
--- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@xxxx> wrote:
> OK, thanks Robert, I get it now. In addition to Graham's answer,
and going
> back to your original post below, I think this is what you are
looking to
> do:
> ( Since you are using 5 min charts, I am assuming by wma you mean
weighted
> rather than weekly MA? )
>
> WMA10 = WMA( Close, 10 ); // create 10pd WMA of Close
> WMA20 = WMA( Close, 20 ); // and 20 pd WMA
> Crosses = Cross( WMA10, WMA20) // mark bars with 10 crossing above
20
> OR Cross( WMA20, WMA10 ) // and bars with 10 crossing
below 20;
> P4 = ValueWhen( Crosses, WMA10 ); // value of WMA when cross occurs
> P3 = ValueWhen( Crosses, Ref( WMA10, -1 ); // and 1 bar before
cross
> P2 = ValueWhen( Crosses, Ref( WMA10, -2 ); // 2 bars before
> P1 = ValueWhen( Crosses, Ref( WMA10, -3 ); // 3 bars before
>
> Steve
>
> ----- Original Message -----
> From: "Graham" <kavemanperth@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, August 09, 2005 3:34 AM
> Subject: Re: [amibroker] Re: to calculate the value of the
point 'P'
>
>
> >" 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@xxxx> 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
> >
> >
> >
> > 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
> >
> >
> >
> >
> >
> >
> >
> >
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