Corey,

 

Have looked up that TASC code…I can see what’s going on there. Very neat indeed. Wasn’t aware until I looked into this that the AMA/EMA calculations (as per all IIR filters apparently) do not need to re-calculate the entire array each time the smoothing factor is changed…i.e. the previous bar’s value will not change even if the factor does. That makes a big difference – a light bulb has just been switched on somewhere in the south of England!! J

 

Thanks again

Andy

 

 


From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of Corey Saxe
Sent: 31 March 2006 20:00
To: [email protected]
Subject: Re: [amibroker] Adaptive indicators / variable periods

 

Andy,

 

The EMA coding I am referring to is in the April 2004 Traders Tips section of Technical Analysis of Stocks and Commodities (TASC).

Called "PiecewiseEMA", it restarts the lookback of an EMA-type calculation every time there is a trigger of an event.

 

See the complete code in the Members section under Stocks and Commodities Traders' Tips April 2004.

 

Something that I did (and still do) when I first migrated to AB, was to code my version of the articles in TASC then check my code against the code that TJ would provide for the magazine in the Traders Tips section of the magazine. Seeing how the Master codes stuff vs. how I would, was both illuminating and humbling. Didn't matter if I really had no interest in the article, TJ would occasionally put in a method I hadn't considered.

 

BTW: Thanks to Tomasz for updated list. (Please feel free to add more at your pleasure :-)

 

-CS

 

----- Original Message -----

From: Andy

Sent: Friday, March 31, 2006 2:36 AM

Subject: RE: [amibroker] Adaptive indicators / variable periods

 

Tomasz,

I should definitely have experimented more with the various functions before I posted my question, but perhaps the user’s guide needs updating to point out the (IMO) extremely useful dynamic nature of the functions that Corey has highlighted?

 

Corey,

Thanks very much indeed for that post. My life, and full transition to AB, has just been made sooo much easier!...I should now be able to construct just about any dynamic variable-period indicator from those basic functions. And I couldn’t agree more about your comments on the significance of these features…

 

With reference to EMA coding, I guess you mean that:

 

EMA(array,period) is equivalent to AMA(array, 2/(period+1))  ???

 

Regards

Andy




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