|
PureBytes Links
Trading Reference Links
|
OscP is based on EMA's which in AB have a start up period before they
approach the same length AMA which imho is what an EMA should be from
the start. Depending on how IB calculates EMA's, if you don't have
much data in AB then this could account for the difference.
--- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <fimdot@xxxx> wrote:
>
> As mentioned in a previous thread, I am getting a discrepancy
between AA and IB for daily mutual fund data, although weekly is OK.
The data is OK with C in all fields. Originally, I thought I solved
the problem by assigning C to O, H, L but upon further checking this
is not correct. No matter what I try the daily AA is different from
the daily IB. The attached gifs show the AA and IB results for the
Price Oscillator.
>
> The formula used for Osc is Osc = 100 * OscP(3, 10) and the AA
filter is Filter = Status("LastBarInRange").
>
> Would appreciate it if someone would duplicate what I am getting
and, hopefully, find the cause for this discrepancy. OscP() is a
price oscillator calculated by taking the difference between two
moving averages. So why one timeframe works and one does not is
beyond me.
>
> Bill
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
Make a difference. Find and fund world-changing projects at GlobalGiving.
http://us.click.yahoo.com/PcNrnD/PbOLAA/cosFAA/GHeqlB/TM
--------------------------------------------------------------------~->
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|