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It works for me. Did you change the symbol and try? There could be something wrong with your data for that symbol. Try on an index - CAC40 for example.
-------------- Original message ----------------------
From: "reinsley" <reinsley@xxxxxxxx>
>
>
> I put the thing in another way, and the plot says " kama = {NAN}
> Periods=14 "
>
> The result of the AMA2 is not a number. The trace of the variables
> shows kama=0.
>
> After a click into the graphic the calculation is ok, I see " kama =
> 4961.542 Periods=14 "
> Or if I hoover the mouse on the graph then calculation runs slowly
> for few bars.
>
> Something goes wrong with ama2 fields. However it looks like the help
> example.
> How can I obtain a number as result of AMA2 ?
> If somebody could test and correct the following code ?
>
> // Kauffman AMA
>
> GraphXSpace=2;
>
> T1=Param("Period",14,5,25,1); //Periods
> _TRACE("T1 = "+T1);
> V2=Param("Fast",2,2,20,1); //fast
> _TRACE("V2 = "+V2);
> V3=Param("Slow",30,15,50,1); //slow
> _TRACE("V3 = "+V3);
> F1=2/(V2+1);
> _TRACE("F1 = "+F1);
> S1=2/(V3+1);
> _TRACE("S1 = "+S1);
> dir=abs(C-(Ref(C,-T1)));
> _TRACE("dir = "+dir);
> Vol=Sum(abs(C-(Ref(C,-1))),T1);
> _TRACE("vol = "+Vol);
> ER=dir/Vol; //(C-(Ref(C,-T1)))/Sum(abs(C-(Ref(C,-1))),T1));
> _TRACE("ER = "+ER);
> A1=ER*(F1-S1)+S1;
> _TRACE("A1 = "+A1);
> A2=A1^2;
> _TRACE("A2 = "+A2);
>
> KAMA=AMA2(Close,A2,1-A2);
> _TRACE("kama = "+kama);
>
> Title="KAMA2 = " + WriteVal(KAMA) + " Periods=" + WriteVal(T1,1.0);
>
>
> Plot(KAMA,"KAMA",colorRed, styleLine);
> // Plot(T1,"Periods",0,16);
> Title="KAMA2 = " + WriteVal(KAMA) + " Periods=" + WriteVal(T1,1.0);
>
> /////////////////Plot Price//////////////////////
> Plot(C,"close",6,128);
> //_N(Title = "KAMA - "+StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}}
> Open %g, Hi %g, Lo %g, Cl %g {{VALUES}}", O, H, L ,C ));
>
>
>
>
> Thank you for debug.
>
> Regards
>
>
>
>
>
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "reinsley" <reinsley@xxx> wrote:
> >
> > Hello,
> >
> > I meet a difficulty to plot a Kaufman AMA function from AB menu Charts
> > | Averages
> >
> > I installed two AFL scripts as follows.
> >
> > I created,with notepad, a function that is saved in dir C:\Program
> > Files\AmiBroker\Formulas\Include\KamaFunction.afl
> >
> > function KamaFunction(P,periods,fast,slow)
> > {
> > T1=periods;
> > V2=fast;
> > V3=Slow;
> > F1=2/(V2+1);
> > S1=2/(V3+1);
> > ER=(abs(P-Ref(P,-T1))/Sum(abs(P-Ref(P,-1)),T1));
> > A1=ER*(F1-S1)+S1;
> > A2=A1^2;
> > kama = AMA2(P,A2,1-A2);
> > return kama;
> > }
> >
> >
> > I created,with notepad, an afl that is saved in dir C:\Program
> > Files\AmiBroker\Formulas\Averages\KAMA - Kaufman Adaptive Moving
> > Average.afl
> >
> > #include_once<KamaFunction.afl>
> > P = ParamField("Price field",-1);
> > Periods = Param("Periods", 14, 2, 200, 1, 10 );
> > fast = Param("Fast", 2, 2, 200, 1, 10 );
> > slow = Param("Slow", 30, 2, 200, 1, 10 );
> > Plot(KamaFunction( P, Periods, fast, slow ), _DEFAULT_NAME(),
> > ParamColor( "Color", colorCycle ), ParamStyle("Style") );
> >
> > When I insert or overlay from Charts | Average, the KAMA simple plot
> > on the close does not appear until I click on to the chart. Then the
> > plot appears instantly.
> >
> > Another annoying thing, the AA backtest does not run a trading system
> > that use the KamaFunction.
> >
> > I implanted a Hull MA and a T3 MA the same way, both are plotted
> > without click and the respectives functions are recognized by
> backtester.
> >
> > I would appreciate any help to find the tiny blocking point, my ideas
> > ran out...
> >
> > Regards
> >
>
>
>
------------------------------------
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--- Begin Message ---
I put the thing in another way, and the plot says " kama = {NAN}
Periods=14 "
The result of the AMA2 is not a number. The trace of the variables
shows kama=0.
After a click into the graphic the calculation is ok, I see " kama =
4961.542 Periods=14 "
Or if I hoover the mouse on the graph then calculation runs slowly
for few bars.
Something goes wrong with ama2 fields. However it looks like the help
example.
How can I obtain a number as result of AMA2 ?
If somebody could test and correct the following code ?
// Kauffman AMA
GraphXSpace=2;
T1=Param("Period",14,5,25,1); //Periods
_TRACE("T1 = "+T1);
V2=Param("Fast",2,2,20,1); //fast
_TRACE("V2 = "+V2);
V3=Param("Slow",30,15,50,1); //slow
_TRACE("V3 = "+V3);
F1=2/(V2+1);
_TRACE("F1 = "+F1);
S1=2/(V3+1);
_TRACE("S1 = "+S1);
dir=abs(C-(Ref(C,-T1)));
_TRACE("dir = "+dir);
Vol=Sum(abs(C-(Ref(C,-1))),T1);
_TRACE("vol = "+Vol);
ER=dir/Vol; //(C-(Ref(C,-T1)))/Sum(abs(C-(Ref(C,-1))),T1));
_TRACE("ER = "+ER);
A1=ER*(F1-S1)+S1;
_TRACE("A1 = "+A1);
A2=A1^2;
_TRACE("A2 = "+A2);
KAMA=AMA2(Close,A2,1-A2);
_TRACE("kama = "+kama);
Title="KAMA2 = " + WriteVal(KAMA) + " Periods=" + WriteVal(T1,1.0);
Plot(KAMA,"KAMA",colorRed, styleLine);
// Plot(T1,"Periods",0,16);
Title="KAMA2 = " + WriteVal(KAMA) + " Periods=" + WriteVal(T1,1.0);
/////////////////Plot Price//////////////////////
Plot(C,"close",6,128);
//_N(Title = "KAMA - "+StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}}
Open %g, Hi %g, Lo %g, Cl %g {{VALUES}}", O, H, L ,C ));
Thank you for debug.
Regards
--- In amibroker@xxxxxxxxxps.com, "reinsley" <reinsley@xx.> wrote:
>
> Hello,
>
> I meet a difficulty to plot a Kaufman AMA function from AB menu Charts
> | Averages
>
> I installed two AFL scripts as follows.
>
> I created,with notepad, a function that is saved in dir C:\Program
> Files\AmiBroker\Formulas\Include\KamaFunction.afl
>
> function KamaFunction(P,periods,fast,slow)
> {
> T1=periods;
> V2=fast;
> V3=Slow;
> F1=2/(V2+1);
> S1=2/(V3+1);
> ER=(abs(P-Ref(P,-T1))/Sum(abs(P-Ref(P,-1)),T1));
> A1=ER*(F1-S1)+S1;
> A2=A1^2;
> kama = AMA2(P,A2,1-A2);
> return kama;
> }
>
>
> I created,with notepad, an afl that is saved in dir C:\Program
> Files\AmiBroker\Formulas\Averages\KAMA - Kaufman Adaptive Moving
> Average.afl
>
> #include_once<KamaFunction.afl>
> P = ParamField("Price field",-1);
> Periods = Param("Periods", 14, 2, 200, 1, 10 );
> fast = Param("Fast", 2, 2, 200, 1, 10 );
> slow = Param("Slow", 30, 2, 200, 1, 10 );
> Plot(KamaFunction( P, Periods, fast, slow ), _DEFAULT_NAME(),
> ParamColor( "Color", colorCycle ), ParamStyle("Style") );
>
> When I insert or overlay from Charts | Average, the KAMA simple plot
> on the close does not appear until I click on to the chart. Then the
> plot appears instantly.
>
> Another annoying thing, the AA backtest does not run a trading system
> that use the KamaFunction.
>
> I implanted a Hull MA and a T3 MA the same way, both are plotted
> without click and the respectives functions are recognized by
backtester.
>
> I would appreciate any help to find the tiny blocking point, my ideas
> ran out...
>
> Regards
>
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--- End Message ---
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