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Hello,
I have looked at the eSignal code and not counting the fact
that it is 20 times longer than AFL formula,
it is doing the same thing as:
HaClose = (O+H+L+C)/4;
HaOpen = AMA( Ref( HaClose, -1 ), 0.5
);
HaHigh = Max( H, Max( HaClose, HaOpen ) );
HaLow = Min( L, Min(
HaClose, HaOpen ) );
PlotOHLC( HaOpen, HaHigh, HaLow, HaClose, "Modified
" + Name(), colorBlack, styleCandle );
So, you must be using different data.
Note that Haikin-Ashi is using recursive formulation and the
results you are getting will be different
depending on NUMBER OF BARS that are used in
calculation.
Best regards,
Tomasz
Janeczko
amibroker.com
----- Original Message -----
Sent: Thursday, April 27, 2006 1:11
AM
Subject: Re: [amibroker] Heikin-Ashi code
modification as per e-signal help needed:
If eSignal produces different chart it means that its
implementation is wrong or you are using different data
(settings).
I have talked with Dan Valcu and AmiBroker implementation that you quoted at the end of your
e-mail
follows precisely his original idea, and exactly this
description:
# haClose = (O+H+L+C)/4
# haOpen = (haOpen (previous bar) + haClose
(previous bar))/2
# haHigh = Maximum(H, haOpen, haClose)
# haLow =
Minimum(L, haOpen, haClose)
Best regards,
Tomasz
Janeczko
amibroker.com
----- Original Message -----
Sent: Thursday, April 27, 2006 1:00
AM
Subject: [amibroker] Heikin-Ashi code
modification as per e-signal help needed:
Hi e-signal using somewhat different code for Heikin-Ashi
then
presently
available AmiBroker code for it. Chart comes out
different as well
on e-signal Heikin-Ashi.
Here is the code and
explanations from e-signal by Dan Valcu:
http://r7.com/ashi.htm
CALCULATION
The
heikin-ashi candlestick technique uses modified open-high-low-
close
(OHLC) values and displays them as candlesticks. The modified
values are
computed using these definitions:
# haClose =
(O+H+L+C)/4
# haOpen = (haOpen (previous bar) + haClose (previous
bar))/2
# haHigh = Maximum(H, haOpen, haClose)
# haLow =
Minimum(L, haOpen, haClose)
The "open," "high," "low," and "close"
referred to are of the
current bar. The prefix ha- indicates the
corresponding heikin-ashi
modified values. I have used daily data
throughout this article, so
one bar represents one trading day.
Depending on the trading time
frame, you may employ other data, such as
intraday, weekly, or
monthly.
The value haOpen is always set to
the midpoint of the body of the
previous bar, while haClose is computed
as the average price of the
current bar. The modified high, haHigh, is
chosen as the highest
value of the set {real high (H), modified open
(haOpen), and
modified close (haClose)}. The same logic applies to the
definition
of the modified low: It is the lowest value in the set {real
low
(L), modified open (haOpen), and modified close (haClose)}.
======
AmiBroker code that I presently have is as
follows:
_SECTION_BEGIN("Haikin Ashi");
HaClose =
(O+H+L+C)/4;
HaOpen = AMA( Ref( HaClose, -1 ), 0.5 );
HaHigh = Max( H,
Max( HaClose, HaOpen ) );
HaLow = Min( L, Min( HaClose, HaOpen )
);
PlotOHLC( HaOpen, HaHigh, HaLow, HaClose, "Modified " + Name(),
colorBlack, styleCandle );
_SECTION_END();
======
Please,
someone, translate that e-signal code into AFL AmiBroker.
tia,
Ben
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