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Re: [amibroker] Amibroker EMA vs TS xAverage



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Yes I can confirm that AMA( C, 2 / (length + 1 ) ) is the same as XAverage( length ).

Best regards,
Tomasz Janeczko
amibroker.com
----- 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 -----
From: "rop_tre" <rop_tre@xxxxxxxxx>
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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For other support material please check also:
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