Re: [amibroker] Amibroker EMA vs TS xAverage

[<bjagow@xxxxxxxxxxxxx>]

AB's EMA matches Metastock's  EMA; both use  MA(C,length) to seed the EMA [blame it on Wilder].

 

 AMA(C, SmoothingFactor) should match Xaverage.

 

Bob

 

----- Original Message -----

From: "rop_tre" <rop_tre@xxxxxxxxx>

To: <amibroker@xxxxxxxxxxxxxxx>

Sent: Saturday, June 21, 2008 10:27 AM

Subject: [amibroker] Amibroker EMA vs TS xAverage

> Hi everyone,
> Me and some friends traders are trying to see 
how feasible is to
> transfer our systems from Tradestation to 
Amibroker.
> We noticed that the results for the Exponential MovAvg in 
Amibroker
> are different from the Xaverage in Tradestation.
> Is 
there anyone that can help us translate the TS Xaverage in Amibroker?
> 
> the Xaverage code is this:
> 
> inputs: 
> Price( 
close ), //this is the value considered for the calc//
> Length( 20 ) ; 
//This are the periods to calc the Avg//
> 
> variables: 
> 
SmoothingFactor( 2 / ( Length + 1 ) ) ;
> 
> if CurrentBar = 1 
then
> XAverage = Price
> else
> XAverage = XAverage[1] + 
SmoothingFactor * ( Price - XAverage[1] ) ;
> //the [1] means "one bar 
ago" - it is comparable to ref in Amibroker//
> 
> 
> We think 
that since many systems for TS use the Xaverage function,
> this 
translation would be very useful for anyone who wants to transfer
> their 
studies to Amibroker.
> Thank you
> 
> 
> 
> 
> 
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