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Have you checked that the daily time settings in your database
settings match the bar period as far as start and end times, and also
are the daily close values the same as your end of day database values
Sometimes intraday can include (or exlcude) the prices that are used
in your end if data.
Another thing is if you are using expndlast then the current
incomplete lower period bar will not be used as only completed
timeframe bars are used.
If you use expandfirst then the current incomplete timeframe bar will
be used in the calculation.
sorry I find this hard to explain so i hope this at least gets you
looking at what values are being inputted to the calculations, rather
than just accept that the values being used are what you expect them
to be
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://e-wire.net.au/~eb_kavan/ab_write.htm
On 2/7/06, Alan <firehorse888uk@xxxxxxxxxxx> wrote:
> Hello,
>
> Thank you for your explanation.
>
> I thought that because I used
>
> Timeframe = inDaily;
> TimeFrameSet(Timeframe );
> EMA_Line1 = EMA( P, EMA1Per );
> TimeFrameRestore();
>
> EMALine1= TimeFrameExpand(EMA_Line1, Timeframe );
>
> Plot( EMALine1 + 0.0000, "EMA1", EMA1Col,styleNoRescale);
>
>
> I thought I could change the mode to "daily", get AB to work out the EMA
> on a daily, then timeframerestore it back to whatever timeframe the
> current indicator display is and when I plotted the line, it would be as
> if it was plotted on a daily basis. I understand I will get a stepped
> line in a lower time frame but I expected 'daily' ema values to stay
> constant in all lower timeframes.
>
> I'm puzzled it works for single values like H,L,C that I use for pivot
> points, but doesn't work for EMA.
>
> It appears that the even though I'm specifying timeframe daily, the EMA
> is being calculated on the lower time frame close as the daily close
> value is 1.2018 and as I go to the 15min timeframe or lower, the 'daily'
> ema(C,2) gets to 1.2018.
>
> It's very puzzling to me.
>
> In the Multiple Time Frame support in help, it clearly uses EMA of a
> higher timeframe from a lower timeframe. I can't see that I'm doing
> anything different.
>
> Or does AFL in indicator code work differently??
>
> Help!
>
> Alan
>
> Tomasz Janeczko wrote:
>
> >Hello,
> >
> >EMA has recursive formulation. It means that ALL bars influence the final value
> >(not only N-most recent bars as in the case of SIMPLE moving average).
> >The side effect of it is that value of EMA depends on NUMBER OF BARS
> >included in the calculation. If it changes - you will get different results.
> >If you change base time frame and the number of bars included in the calculation
> >may change (especially when we consider INDICATOR code) because
> >number of VISIBLE bar changes and indicators use not all but visible bars
> >(plus some more) - i.e use QuickAFL feature.
> >See this how to disable quick afl
> >http://www.amibroker.com/f?setbarsrequired
> >
> >Best regards,
> >Tomasz Janeczko
> >amibroker.com
> >----- Original Message -----
> >From: "Alan" <firehorse888uk@xxxxxxxxxxx>
> >To: <amibroker@xxxxxxxxxxxxxxx>
> >Sent: Monday, February 06, 2006 9:45 PM
> >Subject: Re: [amibroker] Different daily EMA values when viewed from lower timeframes?
> >
> >
> >
> >
> >>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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> To get support from AmiBroker please send an e-mail directly to
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