[amibroker] Translating a Wealth-lab system to Amibroker - why such different results?

["droskill" <droskill@xxxxxxxxx>]

Hello,

I'm trying to translate a simple system from Wealth-lab (which I used
to use) to Amibroker.  The system is very simple:

- Buy the SPY when the 11-day SMA crosses over the 11-day EMA.
- Sell the SPY when the 11-day EMA crosses over the 11-day SMA.

In AB, I have expressed this as:

EMA1 = EMA(C,11);
SMA1 = MA(C,11);

Buy = Cross(SMA1,EMA1);
Sell = Cross(EMA1,SMA1);

(I have the trade delays on: buy/sell 1 day after the signal at the
close - same as Wealth-lab).

Here's the WL script:
var Bar: integer;

for Bar := 11 to BarCount() - 1 do
begin

  if (EMA(Bar - 0, #Close, 11) > SMA(Bar - 0, #Close, 11)) and
    (EMA(Bar - 1, #Close, 11) < SMA(Bar - 1, #Close, 11)) then
  begin
    if (PositionLong(LastPosition)) then
    begin
      SellatClose(Bar + 1, LastPosition, '');
    end;
  end;

  if (EMA(Bar - 0, #Close, 11) < SMA(Bar - 0, #Close, 11)) and
    (EMA(Bar - 1, #Close, 11) > SMA(Bar - 1, #Close, 11)) then
  begin
    BuyatClose(Bar + 1, '');
  end;
end;

Any idea why I get such different results?  When I look at the trades
themselves, they are very different.

I'm wondering if the way WL does an EMA is different from the way AB
does it.

Any thoughts greatly appreciated!


------------------------------------

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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/