Fw: [amibroker] Gaussian Moving average

Mon, 04 Sep 2006 07:07:39 -0700

Oops.  Sorry, spoke without brain in gear.  I only plotted a trial ROC().  Did not get your GSMA() to work.
 
Bill
 
 
----- Original Message -----
Sent: Monday, September 04, 2006 9:57 AM
Subject: Re: [amibroker] Gaussian Moving average

Are you simply replacing C with ROC or ROC(period)?  You need ROC(C, period) and also probably StyleOwnScale for the plot.  That works for me.
 
Bill
 
----- Original Message -----
From: "karthikmarar" <[EMAIL PROTECTED]>
Sent: Sunday, September 03, 2006 5:55 AM
Subject: [amibroker] Gaussian Moving average

>
> Hi
>
> I made the folowing code for Gaussian Moving average. It works fine
> for close, high etc. But does not work if I want to use it on any
> indicator.
> For example when I substitute close with say ROC the output goes to
> zero. Can anybody explain where I am going wrong.
>
>
> SetBarsRequired(100000,0);
> PI = 3.1415926;
>
> function IIR2( input, f0, f1, f2 )
> {
>    result[ 0 ] = input[ 0 ];
>    result[ 1 ] = input[ 1 ];
>
>    for( i = 2; i < BarCount; i++ )
>    {
>       result[ i ] = f0 * input[ i ] +
>                     f1 * result[ i - 1 ] +
>                     f2 * result[ i - 2 ];
>    }
>
>   return result;
> }
>
> function GSMA( input, Period )
> {
>  N = 0;
>  an = 2 * PI / Period;
>  c0 = b0 = 1;
>  c1 = b1 = b2 = a1 = a2 = gamma1 = 0;
>  beta1 = 2.415 * ( 1- cos( an ) );
>  alpha = -beta1 + sqrt( beta1 ^ 2 + 2 * beta1 );
>  alpha1 = ( cos( an ) + sin( an ) - 1 )/cos( an );
>   {
>    fo = alpha ^ 2;
>    f1 = 2 * ( 1- alpha ); f2 = -( 1 - alpha )*( 1 - alpha );
>  }
> 
> 
>  return IIR2( input, fo,f1,f2);
> }
> A=C;
> period=Param("period",13,1,40,1);
>
> //Plot( Close, "Price", colorBlack, styleCandle );
> Plot( GSMA( A,period), "GSMA", colorRed );
>
> regards
>
>
>
>
>
>
>
>
>
>
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>
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