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Hi,
I am trying to calculate EMA that is initialised from the 1st value
in an array instead of the simple MA used in the built-in EMA
function from the Amibroker. I tried two ways, one using a custom
function, EMA0(), and another via the built-in REF() function. The
custom function works (see example below), but the REF() didn't.
Because I see no reason(s) why the REF() could not be used to
accomplish the same calculation, I was wondering if either I mis-
understood how the REF() function works, or is there a problem with
the REF() function? Does anyone know what is going on? Thanks.
Here is the code:
function EMA0(a, p){
r[0] = a[0];
for(i = 1; i < BarCount; i++){
r[i] = r[i-1] + (a[i] - r[i-1])/p;
}
return r;
}
ref_ema[0]=C[0];
ref_ema=Ref(ref_ema,-1)+(C-Ref(ref_ema,-1))/15;
ref_ema[0]=C[0];
func_ema=EMA0(C,15);
Filter =1;
AddColumn (C,"close",1.3);
AddColumn (ref_ema,"ref_ema",1.3);
AddColumn (func_ema,"func_ema",1.3);
AddColumn (BarIndex(),"i");
And here are the resluts (you can see that the EMA0 function
produced correct EMA values, but the REF() didn't (only the first 2
array elements have the correct values):
Ticker Date/Time close ref_ema func_ema i
AA 5/29/2003 23.780 23.780 23.780 0.00
AA 5/30/2003 24.360 23.819 23.819 1.00
AA 6/2/2003 25.040 1.669 23.900 2.00
AA 6/3/2003 24.810 1.654 23.961 3.00
AA 6/4/2003 25.710 1.714 24.077 4.00
AA 6/5/2003 25.580 1.705 24.178 5.00
AA 6/6/2003 25.660 1.711 24.276 6.00
AA 6/9/2003 25.240 1.683 24.341 7.00
AA 6/10/2003 25.680 1.712 24.430 8.00
AA 6/11/2003 25.810 1.721 24.522 9.00
AA 6/12/2003 25.870 1.725 24.612 10.00
AA 6/13/2003 25.320 1.688 24.659 11.00
AA 6/16/2003 26.010 1.734 24.749 12.00
AA 6/17/2003 26.330 1.755 24.854 13.00
AA 6/18/2003 26.330 1.755 24.953 14.00
AA 6/19/2003 26.080 1.739 25.028 15.00
AA 6/20/2003 25.970 1.731 25.091 16.00
AA 6/23/2003 24.810 1.654 25.072 17.00
AA 6/24/2003 24.700 1.647 25.047 18.00
AA 6/25/2003 24.260 1.617 24.995 19.00
AA 6/26/2003 24.980 1.665 24.994 20.00
AA 6/27/2003 24.830 1.655 24.983 21.00
AA 6/30/2003 25.240 1.683 25.000 22.00
AA 7/1/2003 25.240 1.683 25.016 23.00
AA 7/2/2003 25.270 1.685 25.033 24.00
AA 7/3/2003 25.040 1.669 25.033 25.00
AA 7/7/2003 25.450 1.697 25.061 26.00
AA 7/8/2003 25.550 1.703 25.094 27.00
AA 7/9/2003 25.210 1.681 25.102 28.00
AA 7/10/2003 24.690 1.646 25.074 29.00
AA 7/11/2003 25.010 1.667 25.070 30.00
AA 7/14/2003 24.850 1.657 25.055 31.00
AA 7/15/2003 24.500 1.633 25.018 32.00
AA 7/16/2003 24.350 1.623 24.974 33.00
AA 7/17/2003 24.060 1.604 24.913 34.00
AA 7/18/2003 24.450 1.630 24.882 35.00
AA 7/21/2003 23.940 1.596 24.819 36.00
AA 7/22/2003 24.620 1.641 24.806 37.00
AA 7/23/2003 25.390 1.693 24.845 38.00
AA 7/24/2003 25.580 1.705 24.894 39.00
AA 7/25/2003 26.440 1.763 24.997 40.00
AA 7/28/2003 26.650 1.777 25.107 41.00
AA 7/29/2003 26.660 1.777 25.211 42.00
AA 7/30/2003 26.670 1.778 25.308 43.00
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