Re: [amibroker] Re: Scan Error, AmiBroker Email List Archive

On 11/11/05, Tony Lei <yiupang91@xxxxxxxxx> 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;