Re: [amibroker] Exploration-Two columns display incorrect data - How to correct?

["Steve Dugas" <sjdugas@xxxxxxxxxxx>]

Hi, you can try this one...

Steve



//Calculate Adaptive Moving Average from Kaufman - KAMA
P = Close;
Periods = Param("Slow Avg Time Periods",20,1,1000,1);

Direction = P - Ref(P,-periods);

Volatility = Sum(abs(P-Ref(P,-1)),periods);

Volatility =IIf(Volatility>0,Volatility,0.00001);

ER = abs(Direction/Volatility);

FastSC = 2/(2 + 1);

SlowSC = 2/(30 + 1);

SSC = ER * (FastSC - SlowSC) + SlowSC;

Constant20 = SSC^2;

KAMA20 = (AMA(P,Constant20));
AddColumn( AMA( P, Constant20), "KAMA20");



P = Close;
Periods2 = Param("Fast Avg Time Periods",10,1,1000,1);

Direction = P - Ref(P,-periods2);

Volatility = Sum(abs(P-Ref(P,-1)),periods2);

Volatility =IIf(Volatility>0,Volatility,0.00001);

ER = abs(Direction/Volatility);

FastSC = 2/(2 + 1);

SlowSC = 2/(30 + 1);

SSC = ER * (FastSC - SlowSC) + SlowSC;

Constant = SSC^2;

KAMA10 = (AMA(P,Constant));
AddColumn( AMA( P, Constant), "KAMA10");



----- Original Message ----- 
From: "srengret" <lechols@xxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, January 24, 2009 9:45 AM
Subject: [amibroker] Exploration-Two columns display incorrect data - How to 
correct?


> In an exploration, I'm using a Kaufman Adaptive Moving Average and
> trying to compare two different time periods - 20 days and 10 days.
> When I use Automatic Analysis and Explore, the two columns display the
> same data on the same date, so I think this is incorrect after
> checking the data on a chart.  How can I fix this column data problem?
> It is likely something simple that I overlooked. My code is below:
>
> //Calculate Adaptive Moving Average from Kaufman - KAMA
> P = Close;
> Periods = Param("Time Periods",20,1,1000,1);
>
> Direction = P - Ref(P,-periods);
>
> Volatility = Sum(abs(P-Ref(P,-1)),periods);
>
> Volatility =IIf(Volatility>0,Volatility,0.00001);
>
> ER = abs(Direction/Volatility);
>
> FastSC = 2/(2 + 1);
>
> SlowSC = 2/(30 + 1);
>
> SSC = ER * (FastSC - SlowSC) + SlowSC;
>
> Constant20 = SSC^2;
>
> KAMA20 = (AMA(P,Constant20));
> AddColumn( AMA( P, Constant20), "KAMA20");
>
>
>
> P = Close;
> Periods = Param("Time Periods",10,1,1000,1);
>
> Direction = P - Ref(P,-periods);
>
> Volatility = Sum(abs(P-Ref(P,-1)),periods);
>
> Volatility =IIf(Volatility>0,Volatility,0.00001);
>
> ER = abs(Direction/Volatility);
>
> FastSC = 2/(2 + 1);
>
> SlowSC = 2/(30 + 1);
>
> SSC = ER * (FastSC - SlowSC) + SlowSC;
>
> Constant = SSC^2;
>
> KAMA10 = (AMA(P,Constant));
> AddColumn( AMA( P, Constant), "KAMA10");
>
>
>
>
> ------------------------------------
>
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>
>
> 



------------------------------------

**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

*********************
TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail directly to 
SUPPORT {at} amibroker.com
*********************

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html

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