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Hi Frans,
I'm not sure how the AMA is supposed to function,
however, it seems as if the smoothing factor you are computing is causing the
shift. Using your code I created an exploration that may help you figure it out.
When a smoothing factor of .01 is used, it causes a rather large shift. It
should probably be closer to .1.
Regards,
Stewart
/********************** DEFINE VARIABLES
**********************/
FastShort = 18<FONT
size=1>;//Optimize("FK",18,14,28,2);
FastTrend = -8<FONT
size=1>;//Optimize("FT",-8,-10,-6,2);
FastLookback = 3<FONT
size=1>;//Optimize("LkBckFast",3,2,4,1);
Fastlong = 34<FONT
size=1>;//Optimize("FL",34,32,36,2);
/********************** CALCULATIONS **********************/<FONT
size=1>
fastVar1 = 2<FONT
size=1>/(FastShort+1);
fastVar2 = 2<FONT
size=1>/(FastLong+1);
fastdir = IIf<FONT
size=1>(Close = Ref<FONT
size=1>(Close,-FastLookback),
Close+0.001<FONT
size=1>,abs<FONT
size=1>(Close-Ref<FONT
size=1>(Close,-FastLookback)));
fastvol = IIf<FONT
size=1>(Close = Ref<FONT
size=1>(Close,-FastLookback),
Close+0.001<FONT
size=1>,Sum(<FONT
color=#0000ff size=1>abs(Close-<FONT
color=#0000ff size=1>Ref(Close,-<FONT
color=#ff00ff size=1>1)),FastLookback));
fastER = fastdir/fastvol;
scFast = (fastER*(fastVar1-fastVar2)+fastVar2)^<FONT color=#ff00ff
size=1>2;
/********************** LONG TERM TREND
**********************/
FastMA = A<FONT
color=#0000ff size=1>MA(Close,<FONT
face="Courier New" size=1>.01);
/* ********************* PLOT STATEMENTS
**********************/
AddColumn(fastVar1,<FONT color=#ff00ff
size=1>"fastVar1");
AddColumn(fastVar2,<FONT color=#ff00ff
size=1>"fastVar2");
AddColumn(fastdir,<FONT color=#ff00ff
size=1>"fastdir");
AddColumn(fastvol,<FONT color=#ff00ff
size=1>"fastvol");
AddColumn(fastER,<FONT color=#ff00ff
size=1>"fastER");
AddColumn(scFast,<FONT color=#ff00ff
size=1>"scFast");
AddColumn(Close,<FONT color=#ff00ff
size=1>"Close"<FONT
size=1>);
AddColumn(<FONT
face="Times New Roman">FastMA, <FONT color=#ff00ff
size=1>"FastMA");<FONT
face="Courier New" size=1>
Filter=1<FONT
face="Courier New" size=1>;
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
mpmafma
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, January 10, 2004 1:25
PM
Subject: [amibroker] Type Error: Strange
Error: Close value shifts 6 days
6 Days, not
76.FransSend BUG REPORTS to <A
href="">bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
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Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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-----------------------------------------
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