Re: [amibroker] Tradestation language ??

["Tomasz Janeczko" <amibroker@xxxxxx>]

Hello,

 

ProjMA[1] is previous value and code

does simply exponential smoothing.

 

This

ProjMA = Mid - (DampFactor * (Mid - ProjMA[1])) ;

 

can be rewritten to:

 

ProjMA = Mid - DampFactor * Mid + DampFactor * ProjMA[ 1 ];

 

and then to:

 

ProjMA = Mid * ( 1 - DampFactor ) + DampFactor * ProjMA[ 1 ];

 

AFL equivalent of such statement is:

 

ProjMA = AMA( Mid, 1 - DampFactor );

 

see http://www.amibroker.com/f?ama

http://www.amibroker.com/f?ama2

 

Entire code:

 

DampFactor = 0.3;

MALength = 5 ;

ProjMA = 0;

Mid = 0;

MAs = 0 ;

Mid = (High + Low)/2 ;

ProjMA = AMA( Mid, 1 - DampFactor );

MAs = MA(Close, MALength) ;

Plot (ProjMA, "ProjMA" ,colorDefault ) ;

Plot (MAs, "Avg", colorYellow ) ;

 

Best regards,
Tomasz Janeczko
amibroker.com

----- Original Message -----

From: Steve

To: amibroker@xxxxxxxxxxxxxxx

Sent: Friday, October 07, 2005 5:57 PM

Subject: [amibroker] Tradestation language ??

Any ex Tradestaion users here that can help me out? 

Have some code that is *supposed* to replicate  VantagePoint MA projection. I can figure it all OK, except for

this - ProjMA[1]

What is the equivalent in AFL?

 

Input: DampFactor(.3), MALength(5) ;
Vars: ProjMA(0), Mid(0), MA(0) ;

Mid = (High + Low)/2 ;
ProjMA = Mid - (DampFactor * (Mid - ProjMA[1])) ;
MA = Average(close, MALength) ;

Plot1 (ProjMA, "ProjMA" ,cyan, default, 1 ) ;
Plot2 (MA, "Avg", yellow, default, 1 ) ;

 

 

///VP MA

DampFactor = 0.3;

MALength = 5 ;

ProjMA = 0;

Mid = 0;

MAs = 0 ;

Mid = (High + Low)/2 ;

ProjMA = Mid - (DampFactor * (Mid - ProjMA[1])) ; // <<????

MAs = MA(Close, MALength) ;

Plot (ProjMA, "ProjMA" ,colorDefault ) ;

Plot (MAs, "Avg", colorYellow ) ;

 

 

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