I wasn't completely clear:
EMA requires integers.
AMA requires a smoothing factor between
0 and 1.
You are now using integers in AMA, see red below. This won't
work. (Before your value was 2 / (1 + .213) = 1.6488). Use SmoothingFactor1 in
your AMA formula with the FastLength = integer value as you have it. This will
provide the required value 0-1. If you simply need the values you show (0.108)
you don't need to compute a smoothing factor, just use it in the AMA formula.
However, given the formula you found, I
believe you will need to build a loop to compute this bar by bar as EMA and AMA
are both array formulas that compute all bars at once.
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Tony Lei
Sent: Tuesday, March 28, 2006
15:19
To: [email protected]
Subject: Re: [amibroker] Dinapoli
MACD
It
still does not work.
These are the settings :
fast= .108, slow = .213, average = .199
Formula:
EMA1current = EMA1previous + SF1 ( Close -
EMA1previous )
EMA2current = EMA2previous + SF2 ( Close -
EMA2previous )
MACDcurrent = EMA1current - EMA2current
Signal Line = MACD previous + SLSF ( MACDcurrent -
MACDprevious )
SF=2/(N+1)
//Dinapoli MACD
FastLength
= Param("FastLength",8,0,36,2);
SlowLength = Param("SlowLength",17,0,52,2);
MACMA = Param("MACMA",9,0,15,1);
SmoothingFactor1 = 2 / ( fastlength + 1 ) ;
SmoothingFactor2 = 2 / ( slowlength + 1 ) ;
SmoothingFactor3 = 2 / ( MACMA + 1 ) ;
EMA1 = AMA (Close,fastlength) ;
EMAfast = EMA1 + ( SmoothingFactor1 * (Close-EMA1)
) ;
EMA2 = AMA (Close,slowlength) ;
EMAslow = EMA2 + ( SmoothingFactor2 * (Close -
EMA2) ) ;
MACD1 = EMAfast-EMAslow ;
Plot( MACD1,
StrFormat(_SECTION_NAME()+"(%g,%g)", fastlength,slowlength),
ParamColor("MACD color", colorRed ), ParamStyle("MACD style")
);
On
3/28/06, Terry <[EMAIL PROTECTED]> wrote:
EMA requires bars (or
days) as integers. You are using a formula that converts number of bars (as
integers) into a fractional smoothing factor. This smoothing factor works with
AMA and should be between 0 and 1.00. Change your two EMA() to AMA() and your
Param statements must use integers if you're going to use smoothing. The param
statement should be something like this:
FastLength = Param("FastLength",8,2,200,1);
-----Original Message-----
From: [email protected]
[mailto: [email protected]
] On Behalf Of Tony Lei
Sent: Tuesday, March 28, 2006 13:22
To: [email protected]
Subject: [amibroker] Dinapoli MACD
There is something wrong with this formula and I can't
figure it out.
FastLength = Param("FastLength",.213,0,36,2);
SlowLength =
Param("SlowLength",.108,0,52,2);
MACMA = Param("MACMA",.199,0,15,1);
SmoothingFactor1 = 2 / ( fastlength + 1 ) ;
SmoothingFactor2 = 2 / ( slowlength + 1 ) ;
SmoothingFactor3 = 2 / ( MACMA + 1 ) ;
EMA1 = EMA (Close, fastlength) ;
EMAfast = EMA1 + ( SmoothingFactor1 * (Close-EMA1)
) ;
EMA2 = EMA (Close, slowlength );
EMAslow = EMA2 + ( SmoothingFactor2 * (Close -
EMA2) ) ;
MACD1 = EMAfast-EMAslow ;
Plot (MACD1, "", 5, 4 ) ;
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