Re: [amibroker] Different daily EMA values when viewed from lowertimeframes?

[Alan <firehorse888uk@xxxxxxxxxxx>]

Hi Ara,

I've tried putting in expand first.
Now I get

daily - 1.2040
4hr - 1.20199
1hr - 1.20179
15min - 1.2018
5 min - 1.2018
1 min - 1.2018

I've got pivot formulas using the close at the end of the day expanded 
with expandfirst and they seem to work fine because they stay constant 
when you go to a lower timeframe.

I don't understand why when it it is an EMA it changes, and how do I 
make it constant?

Thanks
Alan


Ara Kaloustian wrote:

>When you create longer timeframe indicators, you use either "expandfirst" or
>"expand last" parameters.
>
>"Expandfirst" will "look forward" to the end of the period. For example if
>you are doing a 5 period expansion, then if the 1st regular period is
>higher, the entire expanded 5 period bar will be high ... which can changes
>in the next 4 bars.
>
>
>----- Original Message ----- 
>From: "firehorse888uk" <firehorse888uk@xxxxxxxxxxx>
>To: <amibroker@xxxxxxxxxxxxxxx>
>Sent: Monday, February 06, 2006 8:55 AM
>Subject: [amibroker] Different daily EMA values when viewed from lower
>timeframes?
>
>  
>
>>Hi,
>>
>>Could someone explain why when viewed from a lower timeframe, why my
>>daily ema values keep changing?
>>
>>I'm using forexite minute data.
>>
>>At the end of friday 21:00
>>Daily EMA(C,2) = 1.20836
>>When I change the intervals I'm viewing it at it changes.
>>4hr - 1.20224
>>1hr - 1.20178
>>15min - 1.2018
>>5min - 1.20181
>>1min - 1.2018
>>
>>By using the timeframeset and restore to get the daily ema(c,2) value,
>>I would have expected it to remain constant. I've attached the code
>>I'm using.
>>
>>Has anyone got a better understanding to explain?
>>
>>Thanks
>>Alan
>>
>>P = ParamField("Price field",-1);
>>EMA1Per = Param("EMA1 Period", 02, 2, 1000, 1, 10 );
>>EMA2Per = Param("EMA2 Period", 28, 2, 1000, 1, 10 );
>>EMA1Col = ParamColor( "EMA1 Colour", colorRed);
>>EMA2Col = ParamColor( "EMA2 Colour", colorBlue);
>>
>>Timeframe = inDaily;
>>
>>TimeFrameSet(Timeframe );
>>EMA_Line1 = EMA( P, EMA1Per );
>>EMA_Line2 = EMA( P, EMA2Per );
>>TimeFrameRestore();
>>
>>EMALine1= TimeFrameExpand(EMA_Line1, Timeframe );
>>EMALine2= TimeFrameExpand(EMA_Line2, Timeframe );
>>
>>AddColumn(EMALine1,"EMA1",1.4);
>>AddColumn(EMALine2,"EMA2",1.4);
>>
>>Plot( EMALine1 + 0.0000, "EMA1", EMA1Col,styleNoRescale);
>>Plot( EMALine2 + 0.0000, "EMA2", EMA2Col,styleNoRescale);
>>
>>Filter=1;
>>
>>
>>    
>>



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