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Thanks Barry but that did not help
tony
qitrader
On 11/11/05, Barry Scarborough <razzbarry@xxxxxxxxxxxx> wrote:
I had the same problem and Tomasz told me to add
SetBarsRequired(100000,100000);
to the top of the code. Apparently the charts do not use all the
data while explore does, therefore a difference in results. The
above function will force charts to use all the data and the results
should then be the same. See if adding that to the code fixes your
problem.
Barry
--- In amibroker@xxxxxxxxxxxxxxx, Tony Lei <yiupang91@xxxx> wrote:
>
> Hi everyone,
>
> My friend and I are trying to figure out why the MA3 and LR3
values gathered
> from the exploration results do not match with our charts. If
anyone has any
> suggestions, please let me know.
>
> Here is a follow-up:
>
> Three of the attached files (AB_VLO 5min, 15min, 30min) show the
> corresponding AB chart window along with data tooltip window
showing the
> prices of the AB indicators. The fourth file is a snapshot of i)
the
> results of the explore scan and ii) a comparison worksheet I
created in
> Excel (also included this attachment if needed).
>
> I'll now focus on the comparison spreadsheet. As you can see the
columns
> correspond to the columns in the exploration scan. The rows are
for the AB
> Exploration results, the AB data tooltip window results, and from
DAE
> (another charting package I use).
>
> Comparing the AB Tooltip window line with the DAE line, the
results are
> almost identical or within a penny (rounding). There is one
exception in
> column H (99.91 vs 99.82) but I am not going to worry about
> this, possibly some outlying data error in one of the two feeds.
Overall,
> the two packages seem to match very close. However, when comparing
the AB
> Explore line with either of the other two lines, the
> differences can be seen. In the EMA3(5min) and MLR(5min), the
differences
> are .06 - .07. In the EMA3(15min) column there is .12 difference
with the AB
> chart data, and for the MLR3(15min) there is a .49
> difference. Lastly, for the EMA3(30min) column there is a .59
difference,
> and for the MLR3(30min) there is a .91 difference.
>
> In summary, the explore results do not compare with the AB data
indicators
> on the chart itself.
>
> Thanks and I will appreciate all the help
>
> Tony
> qitrader
>
> /* Timeframe Explore */
>
> Price = ParamField( "Price field", 3 );
>
> Filter = Close > 10;
>
> procedure explore( n, p, tf )
> {
> global num;
>
> MA3_TF1 = TimeFrameExpand(TimeFrameCompress(EMA(P, 3),tf),tf);
> LR3_TF1 = TimeFrameExpand(TimeFrameCompress(LinearReg(P,
3),tf),tf);
>
> LV_MA3_TF1 = LastValue(MA3_TF1);
> LV_LR3_TF1 = LastValue(LR3_TF1);
>
> Cond1 = LV_LR3_TF1 > LV_MA3_TF1;
>
> if ( Cond1 ) dir = "Up";
> else dir = "Down";
>
> Cond2 = IIf( Cond1, 1, -1 );
>
> AddTextColumn(dir, "Direction ("+tf/60+")", colorWhite, colorRed);
>
> AddColumn(LV_MA3_TF1, "EMA3("+tf/60+")", 1.2);
> AddColumn(LV_LR3_TF1, "MLR3("+tf/60+")", 1.2);
>
> num = n;
> StaticVarSet( "Dirn"+n, Cond2 );
> }
>
>
> // CREATE THE SETS OF TIMEFRAMES TO BE COMPARED USING THE CUSTOM
FUNCTION
> EXPLORE()
> // explore( sequential numbers, price base, timeframe )
> // the first numbers must be in order 1,2,3,4,5 etc
> // timeframes do not need to be in any order
>
> //INTRADAY SET
> explore( 1, Price, in5Minute );
> explore( 2, Price, in1Minute*10 );
> explore( 3, Price, in1Minute*30 );
>
> //EOD SET
> /*
> explore( 1, Price, inDaily );
> explore( 2, Price, inWeekly );
> explore( 3, Price, inMonthly );
> */
>
> CountRise = 0;
> CountFall = 0;
>
> for( n=1;n<=num;n++)
> {
> Countrise = Countrise + (StaticVarGet( "Dirn"+n )==1);
> Countfall = Countfall + (StaticVarGet( "Dirn"+n )==-1);
> }
>
> AddColumn(num,"n",1);
> AddColumn(Countrise==num,"All Up",1);
> AddColumn(Countfall==num,"Allo Down",1);
> AddColumn(Countrise,"cR",1);
> AddColumn(Countfall,"cF",1);
>
> Buy = Countrise==num;
> Sell = Countfall==num;
>
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