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Hi,
I seem to remember reading somewhere that QT's volatility stop is basically
a Chandelier exit. If that's true, there is already a plugin for it in the
files section of this group.
Re AMA, it is basically an EMA that allows using an array for smoothing
instead of a constant so that the amount of smoothing can vary from bar to
bar. Assuming you are tracking the close, the call would be
AMA( Close, SF )
where SF ( Smoothing Factor ) is an array that you have created beforehand
and each of its elements contains a decimal number between 0 and 1.
So a more complete example might be:
Periods = some volatility-based calculation...
SF = 2 / ( Periods + 1 )
MyAMA = AMA( Close, SF );
The formula that AMA uses internally for this call would be
TodaysAMA = ( TodaysClose * SF ) + ( YesterdaysAMA * ( 1 - SF ) )
The AMA function in the user's guide also gives an example of calculating
volatility-based SF and then usung it in the call to AMA.
Steve
----- Original Message -----
From: "trader11705" <ajnagy@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, January 24, 2006 4:30 PM
Subject: [amibroker] Smooth ATR
> Hello,
>
> I am a trial user trying to take the indicators i use now and match
> them in AB. I'm having a hard time doing this.The Volatility Stop that
> i created doesnt match "Quote Tracker" or "Ensign", but they match
> each other.If anyone has any ideas i would appreciate the input.
>
> Is this the correct way to use "AMA".
>
> c = AMA(ATR(1),15);
>
> and is the above code the same as
>
> NewRange=PriorRange+(Range-PriorRange)/Parameter
>
>
>
>
> Thanks,
> Andy
>
>
>
>
>
>
>
> 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
>
>
>
>
>
>
>
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