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Is there some reason you trying to calculate these filters? Whats wrong
with AB's TEMA?
Erik Skyba, CMT
bigitop wrote:
>
> i see what you're doing. initializing the EMA with the first close
> price in the array. it's still slightly different than what yahoo and
> quote.com are doing. but that seems to be because they are starting
> from a common date in the past that is different than mine.
>
> Your code matches exactly the built-in EMA fromAB.
> I also tried to implement a TEMA(14) based on your code but I can't
> get it to match AB's TEMA. I'm using this code. any suggestions??
>
> Length = 9;
> factor = 2 /(Length + 1);
>
> Length2 = 14;
> factor2 = 2 /(Length2 + 1);
>
> expe[ 0 ] = Close[ 0 ];
> expe2[ 0 ] = Close[ 0 ];
>
> for ( i = 1; i < BarCount; i++)
> {
> expe[ i ] = factor * Close[ i ] + ( 1 - factor) * expe[ i - 1 ];
> expe2[ i ] = factor2 * Close[ i ] + ( 1 - factor2) * expe2[ i - 1 ];
>
> ema1 = expe2[i];
> ema2 = factor2 * Close[i] + (1 - factor2) * ema1;
> ema3 = factor2 * Close[i] + (1 - factor2) * ema2;
> mytema[i] = 3 * ema1 - 3 * ema2 + ema3;
> }
>
> Filter = Open < 50;
>
> AddColumn(Open, "Open");
> AddColumn(Close, "Close");
> AddColumn(expe, "EMA");
> AddColumn(mytema, "TEMA");
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Erik D. Skyba" <eskyba@xxx> wrote:
> >
> >
> > I write all my own filters so most of the time I use loops.
> >
> > Length = param("Length", 1, 1, 100, 1);
> >
> > factor = 2 /(Length + 1);
> >
> > Exp[ 0 ] = Close[ 0 ];
> >
> > for ( i = 1; i < barcount; i++)
> >
> > {
> > Exp[ i ] = factor * Close[ i ] + ( 1 - factor) * Exp[ i - 1 ];
> > }
> >
> > Erik Skyba, CMT
> >
> >
> >
> > bigitop wrote:
> > >
> > > Yes, i notice that the initial value used for EMA is the 8 day simple
> > > moving average.
> > >
> > > I would like to match EMA to yahoo.com and quote.com. Does anyone know
> > > the formula to initialize the EMA?
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com>,
> > > "Mike" sfclimbers@ wrote:
> > > >
> > > > There is a comment in the user guide referring you to the DEMA where
> > > it is indicated that the AmiBroker EMA is started from an MA
> rather than
> > > the first value.
> > > >
> > > > http://www.amibroker.com/guide/afl/afl_view.php?id=44
> > > <http://www.amibroker.com/guide/afl/afl_view.php?id=44>
> > > > http://www.amibroker.com/guide/afl/afl_view.php?id=42
> > > <http://www.amibroker.com/guide/afl/afl_view.php?id=42>
> > > >
> > > > Mike
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx
> > > <mailto:amibroker%40yahoogroups.com>, "bigitop" doctormuniz@ wrote:
> > > > >
> > > > > how does amibroker calculate the EMA?? it is giving me different
> > > values than yahoo's EMA... anyone knows?
> > > > >
> > > >
> > >
> > >
> >
>
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