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Re: [amibroker] AA vs. IB discrepancy



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Hello,
 
This is a screenshot (Yahoo data, RYVNX, OscP( 3, 10), IB and AA output):
 

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Friday, October 07, 2005 11:10 AM
Subject: Re: [amibroker] AA vs. IB discrepancy

Hello,
 
For minor (0.001%) differences between recursively calculated indicators in AA vs IB - see my answer to Fred's post.
 
For much bigger differences in OscP as you show it in your charts: you probably have some different periodicity setting
or pre/after hours filtering applied to bars or some other wrong setting because using this code:
 
Op = OscP( 3, 10 );
Plot( Op, "Op", colorRed
);
AddColumn( Op, "Op"
);
Filter=Status("LastBarInRange");
 
I am NOT getting any difference between AA and IB
 

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Friday, October 07, 2005 9:28 AM
Subject: [amibroker] AA vs. IB discrepancy

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


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