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



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It worked well. Thanks.



--- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@xxx> wrote:
>
> 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@xxx>
> 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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> >
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> >
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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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