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I think the input is ... (yield1-avrg1)^2
output[i]=factor[i] * input[i] + (1 - factor[i]) * output[i-1];
dvst1=sqrt(alpha*(yield1-avrg1)^2+(1-alpha)*(Ref(dvst1,-1))^2);
but also the output[i-1] should be ... ^2 !!!
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> Hello,
>
> Oh sorry, second AMA should of course take yield1-avrg1 as input.
>
>
> instead of:
> dvst1=sqrt((1-alpha)*Ref(dvst1,-1)*Ref(dvst1,-1)+alpha*(yield1-avrg1)*(yield1-avrg1));
>
> you should write
> dvst1=sqrt( AMA( yield1-avrg1, alpha ));
>
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Angio" <angio1967@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Sunday, August 09, 2009 11:15 AM
> Subject: [amibroker] Re: Error 29, variable 'xxx' without having been initialized !!!
>
>
> > Tomasz thanks again, yesterday I studied the manual all day ...
> >
> > but you are sure that the second AMA formula is correct?
> >
> > So instead of:
> > avrg1=(1-alpha)*Ref(avrg1,-1)+alpha*yield1;
> >
> > you should write:
> > avrg1= AMA( yield1, alpha );
> >
> > and instead of:
> > dvst1=sqrt((1-alpha)*Ref(dvst1,-1)*Ref(dvst1,-1)+alpha*(yield1-avrg1)*(yield1-avrg1));
> >
> > you should write
> > dvst1=sqrt( AMA( yield1, alpha ));
> >
> > by
> >
> >
> >
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------------------------------------
**** IMPORTANT PLEASE READ ****
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