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Problem:
When I implement the code below in Amibroker, sometimes
the
output slightly changes value and/or flatlines to one value on the
chart when I am scrolling across the chart (in less than maximum zoom
out, while looking carefully as I scroll). Yet when I zoom out completely to look
across all the data on the chart, the line and values look fine. Note,
I only have this problem with an Open, High, Low, or Close array (the
volume array does not seem to be affected by this problem).
What am I doing wrong? What is going on? Is it just a visual thing?
Thanks.
CODE:
// Parameters
Period = 15;
Input = Close;
SF = 2 / (Period + 1);
// Initialization of first and second values prior to start of loop
NInput[0] = Input[0]; MMA[0] = Input[0]; STD[0] = Null;
NInput[1] = Input[1]; MMA[1] = (Input[1] + Input[0]) / 2;
STD[1] = (((Input[1] - MMA[1]) ^ 2 + (Input[0] - MMA[1]) ^ 2) / 2) ^ (1/2);
for( i = 2; i < BarCount; i++ )
{
// Normalize input to mitigate outliers
NInput[i] = IIf(Input[i] >= MMA[i-1], Min(Input[i], MMA[i-1] + 3 * STD[i-1]), Max(Input[i], MMA[i-1] - 3 * STD[i-1]));
// Moving average from normalized input
MMA[i] = SF * NInput[i] + (1 - SF) * MMA[i-1];
// Moving standard deviation from normalized input
STD[i] = (SF * (NInput[i] - MMA[i]) ^ 2 + (1 - SF) * (STD[i-1]) ^ 2) ^ (1/2);
}
Plot( MMA, _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style") );
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