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Howard, thanks for taking the time to look into this.
Here's a section of code using a built in moving average of the z score calculated using the code giving in your book. (I shortened the name of the functions in the sample. DLL changeing the word "example" to "Ex" in all functions including the z score provided in your book)
Prds = Param("Z Periods", 15, 6, 35, 2);
zscpp = ExZScore(C,Prds);
_SECTION_BEGIN("MA1");
Periods = Param("Periods", 14, 2, 300, 1 );
Plot( MA( zscpp , Periods ), _DEFAULT_NAME(), colorRed, styleLine );
_SECTION_END();
The section of code above produces a flat line at the bottom of the chart and the value of the plotted line shows "Empty".
Here's a section of afl that instead uses the moving average supplied in sample.DLL (remember I have shorted the name from ExampleMA to ExMA)
Prds = Param("Z Periods", 15, 6, 35, 2);
zscpp = ExZScore(C,Prds);
_SECTION_BEGIN("MA1");
Periods = Param("Periods", 14, 2, 300, 1 );
Plot( ExMA( zscpp , Periods ), _DEFAULT_NAME(), colorRed, styleLine );
_SECTION_END();
The section of code above produces a perfectly normal moving average of the calculated z score.
This is very peculiar behavior and I have no idea what is causing it. Why would I have to use the moving average stored in the sample.dll plugin to get this to work?
Thanks again.
Pete :-)
--- In amibroker@xxxxxxxxxxxxxxx, "Howard B" <howardbandy@xxx> wrote:
>
> Hi Pete --
>
> What do you mean when you say that you cannot get a standard moving average
> to work on ExampleZScore? Can you post a few lines of AFL that illustrate
> what you are trying to do that does not work?
>
> Thanks,
> Howard
>
>
> On Sat, Oct 11, 2008 at 5:08 PM, Pete dryheat3@xxx wrote:
>
> > Howard,
> > Well, there are two sides to this issue. One is the fact I cannot get a
> > standard built-in moving average to work on ExampleZscore. I have to use
> > ExampleMA to get any moving average of ExampleZscore to work.
> > The other side of the problem is I cannot get ExampleEMA to work at all.
> > I figure there is probably a coding error somewhere is that function
> > supplied with the ADK. But I have no idea where to look as I have zero
> > experience coding C++.
> >
> > BTW, thanks for a terrific book. I'm going to be using it as a key
> > reference for long time.
> >
> > Pete :-)
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoogroups.com>, "Howard B"
> > howardbandy@ wrote:
> > >
> > > Greetings --
> > >
> > > Tell me more about your problem.
> > >
> > > If you look at the code for ExampleZScore, you will see that it can be
> > > applied to any series -- not only the Close.
> > >
> > > Thanks,
> > > Howard
> > >
> > >
> > >
> > >
> > > On Sun, Sep 21, 2008 at 11:59 AM, Pete dryheat3@ wrote:
> > >
> > > > I successfully added the Sample.dll plug in and the formulas
> > within
> > > > the plug in are not working consitantly. I plot the ExampleMACD()
> > and
> > > > then try adding a standard MA or EMA to the histogram. It works fine
> > > > but when I try to apply the ExampleEMA from sample.dll it does not
> > > > work. I did not modify it from it's original form and was wondering
> > if
> > > > there is a known issue with this.
> > > >
> > > > In another case I downloaded and added the ExampleZscore file from
> > > > Quantitative Trading Systems book and the only moving average I can
> > > > apply to it is the ExampleMA from sample.dll. All other moving
> > > > averages whether standard built in versions or the ExampleEMA
> > supplied
> > > > in sample.dll do not work with the ExampleZscore.
> > > > Well, I know this was a long post but I wanted to make sure I
> > > > described the problem in detail. Please let me know if there is a
> > fix
> > > > for this very strange problem. I have very little experience with
> > plug
> > > > ins so it may be a very simple solution that eludes me.
> > > > Thanks.
> > > >
> > > > Pete :-)
> > > >
> > > >
> > > >
> > >
> >
> >
> >
>
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