----- Original Message -----
Sent: Monday, June 23, 2008 3:01 AM
Subject: Re: [amibroker] Amibroker EMA vs
TS xAverage
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 -----
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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