Terry
I also had the line SetBarsRequired(10000,10000);
which
must have been interfering with the array calculation i.e. interfering with AB
using the shortest data length. I removed the line and it works fine!
Thanks
for the feedback. It’s great having people like you willing contribute so
much on the forum!!
Peter
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of Terry
Sent: Tuesday, 6 September 2005
12:11 p.m.
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] EMA
returning {INF}
Peter,
I
don’t have back-adjusted futures contracts, but I put your code in, used
two ETFs and added some plot statements. It works fine. I have an EMA formula
in Excel and put in some negative prices and it doesn’t blow-up. Must be
something to do with your data? I know the different lengths aren’t a
problem as Amibroker automatically starts with the shortest one (plus 10 days
in your example).
SetForeign("IWM");
fcA = C;
RestorePriceArrays();
SetForeign("SMH");
fcB = C;
RestorePriceArrays();
Spread = fcA/fcB;
EMASpread = EMA(Spread ,10 );
Plot(spread,"spread",colorBlue);
Plot(EMASpread,"EMA",colorRed);
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of Peter
Sent: Monday, September 05, 2005
17:17
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] EMA returning
{INF}
Hi
I want to calculate the EMA of the
spread between two foreign tickers but find the EMA function returns {INF}
(infinite).
The code below calculates the spread
OK but when included into EMA function it returns {INF} (infinite).
The two foreign Tickers are back
adjusted futures contracts with some of the early data negative and also
they have different data lengths, if that makes any difference?
I assume the spread array supplied to
the EMA function is incompatible?
Any help would be appreciated.
Thanks
Peter
SetForeign(tickerA);
fcA = C;
RestorePriceArrays();
SetForeign(tickerB);
fcB = C;
RestorePriceArrays();
Spread = fcA/fcB;
EMASpread = EMA(Spread ,10 );
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