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Dear AB users,
I tried to solve the following problem for almost a week now, but
Í'm lost.
When I plot the following formula the Close value is lagging the
rela Close value for 6 days! The formula is the same as the AMA
example in the Help manual.
/********************** DEFINE VARIABLES **********************/
FastShort = 18;//Optimize("FK",18,14,28,2);
FastTrend = -8;//Optimize("FT",-8,-10,-6,2);
FastLookback = 3;//Optimize("LkBckFast",3,2,4,1);
Fastlong = 34;//Optimize("FL",34,32,36,2);
/********************** CALCULATIONS **********************/
fastVar1 = 2/(FastShort+1);
fastVar2 = 2/(FastLong+1);
fastdir = IIf(Close = Ref(Close,-FastLookback),
Close+0.001,abs(Close-Ref(Close,-FastLookback)));
fastvol = IIf(Close = Ref(Close,-FastLookback),
Close+0.001,Sum(abs(Close-Ref(Close,-1)),FastLookback));
fastER = fastdir/fastvol;
scFast = (fastER*(fastVar1-fastVar2)+fastVar2)^2;
/********************** LONG TERM TREND **********************/
FastMA = AMA(Close,scfast);
/* ********************* PLOT STATEMENTS **********************/
Plot( FastMA, "FastMA", colorGreen, styleLine );
Plot( Close,"Close",colorYellow,styleLine);
//EXAMPLE AB HELP FILE
/*
Graph0 = EMA( Close, 15 );
fast = 2/(2+1);
slow = 2/(30+1);
dir=abs(Close-Ref(Close,-10));
vol=Sum(abs(Close-Ref(Close,-1)),10);
ER=dir/vol;
sc =( ER*(fast-slow)+slow)^2;
Graph0 = AMA( Close, sc );
*/
Does someone know what the problem is?
thanks in advance.
Frans.
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