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[amibroker] Re: difficulty to plot a Kaufman AMA function from AB menu Charts | Averages



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You are right, my datas are broken somewhere. It works on other contract.
Thank you for the solution. I keep that in mind.

Regards


--- In amibroker@xxxxxxxxxxxxxxx, mohany1@xxx wrote:
>
> 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@xxx>
> > 
> > 
> > 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@> 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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