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If your problem is that you don't get a proper graph you may want to
change "param" in "optimize".
For me it produced a proper graph.
I have seen this also with other AFL's.
Don't ask me why this is, have no clue.
Willem Jan
--- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxx> wrote:
>
> I wasn't completely clear:
>
> EMA requires integers.
>
> AMA requires a smoothing factor between 0 and 1.
>
> You are now using integers in AMA, see red below. This won't work.
> (Before your value was 2 / (1 + .213) = 1.6488). Use
SmoothingFactor1 in
> your AMA formula with the FastLength = integer value as you have
it.
> This will provide the required value 0-1. If you simply need the
values
> you show (0.108) you don't need to compute a smoothing factor,
just use
> it in the AMA formula.
>
>
>
> However, given the formula you found, I believe you will need to
build a
> loop to compute this bar by bar as EMA and AMA are both array
formulas
> that compute all bars at once.
>
> --
>
> Terry
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On
> Behalf Of Tony Lei
> Sent: Tuesday, March 28, 2006 15:19
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Dinapoli MACD
>
>
>
> It still does not work.
>
> These are the settings :
> fast= .108, slow = .213, average = .199
>
> Formula:
>
> EMA1current = EMA1previous + SF1 ( Close - EMA1previous )
> EMA2current = EMA2previous + SF2 ( Close - EMA2previous )
> MACDcurrent = EMA1current - EMA2current
> Signal Line = MACD previous + SLSF ( MACDcurrent - MACDprevious )
>
> SF=2/(N+1)
>
>
> //Dinapoli MACD
> FastLength = Param("FastLength",8,0,36,2);
> SlowLength = Param("SlowLength",17,0,52,2);
> MACMA = Param("MACMA",9,0,15,1);
>
>
> SmoothingFactor1 = 2 / ( fastlength + 1 ) ;
> SmoothingFactor2 = 2 / ( slowlength + 1 ) ;
> SmoothingFactor3 = 2 / ( MACMA + 1 ) ;
>
> EMA1 = AMA (Close,fastlength) ;
> EMAfast = EMA1 + ( SmoothingFactor1 * (Close-EMA1) ) ;
>
> EMA2 = AMA (Close,slowlength) ;
> EMAslow = EMA2 + ( SmoothingFactor2 * (Close - EMA2) ) ;
>
> MACD1 = EMAfast-EMAslow ;
>
>
> Plot( MACD1, StrFormat(_SECTION_NAME()+"(%g,%g)",
> fastlength,slowlength), ParamColor("MACD color", colorRed ),
> ParamStyle("MACD style") );
>
>
>
> On 3/28/06, Terry <MagicTH@xxx> wrote:
>
> EMA requires bars (or days) as integers. You are using a formula
that
> converts number of bars (as integers) into a fractional smoothing
> factor. This smoothing factor works with AMA and should be between
0 and
> 1.00. Change your two EMA() to AMA() and your Param statements
must use
> integers if you're going to use smoothing. The param statement
should be
> something like this:
>
>
>
> FastLength = Param("FastLength",8,2,200,1);
>
> --
>
> Terry
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:
amibroker@xxxxxxxxxxxxxxx ] On
> Behalf Of Tony Lei
> Sent: Tuesday, March 28, 2006 13:22
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Dinapoli MACD
>
>
>
> There is something wrong with this formula and I can't figure it
out.
>
> FastLength = Param("FastLength",.213,0,36,2);
> SlowLength = Param("SlowLength",.108,0,52,2);
> MACMA = Param("MACMA",.199,0,15,1);
>
>
> SmoothingFactor1 = 2 / ( fastlength + 1 ) ;
> SmoothingFactor2 = 2 / ( slowlength + 1 ) ;
> SmoothingFactor3 = 2 / ( MACMA + 1 ) ;
>
> EMA1 = EMA (Close, fastlength) ;
> EMAfast = EMA1 + ( SmoothingFactor1 * (Close-EMA1) ) ;
>
> EMA2 = EMA (Close, slowlength );
> EMAslow = EMA2 + ( SmoothingFactor2 * (Close - EMA2) ) ;
>
> MACD1 = EMAfast-EMAslow ;
>
>
> Plot (MACD1, "", 5, 4 ) ;
>
>
>
> Please note that this group is for discussion between users only.
>
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