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I think I managed to figure out a work around. Basically I don't apply
an outlier filter in the loop until (i + 1) > Period.
--- In amibroker@xxxxxxxxxxxxxxx, reinsley <reinsley@xxx> wrote:
>
> Hello,
>
> I don't understand AFL code, but your indicator looks like this one
> without loop.
>
> //priceOscillator
>
> priceOscillator = EMA( C, 39 ) - EMA( C, 189 ) ;
> Plot( 0, "", colorBlack, 4 );
> up = IIf( LastValue( priceOscillator ) <= Ref( LastValue(
> priceOscillator ), -1 ), 1, 0 );
> down = IIf( priceOscillator >= Ref( priceOscillator , -1 ), 0, 1 );
> _TRACE( "up = " + up + " down = " + down );
> Title = "PriceOscillator - " + Name() + "[PrOsc 39 , 189= " +
WriteVal(
> priceOscillator, 4.2 ) + "";
> Plot(priceOscillator,"",IIf(priceOscillator >=0, colorGreen,
colorRed),4);
>
>
> Best regards
>
> searnp a écrit :
> >
> > 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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