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2nd line calculated ref_ema[1] correctly, so the formula works, but only for ref_ema[1]. I am thinking that if it works for ref_ema[1], then there is no reason why it would not work for the rest of the array, right?
On 2/12/06, Steve Dugas <sjdugas@xxxxxxxxxxx> wrote:
Hi,
ref_ema[0]=C[0];
ref_ema=Ref(ref_ema,-1)+(C-Ref(ref_ema,-1))/15;
ref_ema[0]=C[0];
You are mixing full-array operations (2nd line) with subscript operations.
2nd line will operate on entire array including the [0] element, which I
would guess will be overwritten to NULL because there is no REF() available
for it. Try inserting AddColumn statement after each line, and breaking 2nd
line into smaller pieces, to see what your arrays look like at each step.
Steve
----- Original Message -----
From: "tomsoyer_php" <tom.soyer@xxxxxxxxx>
To: <
amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, February 12, 2006 9:27 PM
Subject: [amibroker] Possible problem with the REF() function?
> 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
>
>
>
>
>
>
>
>
>
> 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
>
>
>
>
>
>
>
>
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
SPONSORED LINKS
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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
SPONSORED LINKS
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