logo
Welcome Guest! To enable all features please Login or Register.

Notification

Icon
Error

2 Pages<12
Options
Go to last post Go to first unread
Patrick  
#21 Posted : Wednesday, March 15, 2006 5:07:52 PM(UTC)
Patrick

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 9/8/2004(UTC)
Posts: 2,266

Was thanked: 1 time(s) in 1 post(s)
Thanks smg I will look at the problems you reported :)
mstt  
#22 Posted : Wednesday, March 15, 2006 6:52:38 PM(UTC)
mstt

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 7/25/2005(UTC)
Posts: 1,042

Was thanked: 57 time(s) in 54 post(s)
SMG I didn't think the Wilders Smoothing dll was part of the Forum DLL. Not plotting until 27 bars are available is what one would expect from a standard moving average set to function as Wilders Smooting - 14 period WS = 27 period EMA. I can't check it at the moment but I think the Forum EMA function, Mov(C,27,E), would plot the "correct" Wilders Smoothing valies for bars 1 to 26, that being a Simple Moving Average of Cum(1) bars length. Roy MetaStock Tips & Tools
Patrick  
#23 Posted : Wednesday, March 15, 2006 7:15:26 PM(UTC)
Patrick

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 9/8/2004(UTC)
Posts: 2,266

Was thanked: 1 time(s) in 1 post(s)
I added the function since it was so easy to do ... smg, Roy is correct and the function seems to work as expected. Patrick :mrgreen:
StorkBite  
#24 Posted : Wednesday, March 15, 2006 10:04:29 PM(UTC)
StorkBite

Rank: Advanced Member

Groups: Registered, Registered Users
Joined: 3/19/2005(UTC)
Posts: 2,995

Was thanked: 14 time(s) in 10 post(s)
Like SMG, I'm glad this project isn't dead... it's so valuable. Thanks for sharing it with us! So far, I've looked at the following few sections: ExtFml( "Forum248.Random", Min, Max) It appears that the random is still not random... even simple 0,1 range is locked in. When is it supposed to refresh? Seems like every time the security is refreshed, the function should refresh. ExtFml( "Forum248.DEMA", Data Array, Periods) This appears to be equivalent to the stock DEMA, but needs an out of range message. Right now, it's just plotting the last valid input in the range. ExtFml( "Forum248.PriceChannelHigh", Data Array, Periods) ExtFml( "Forum248.PriceChannelLow", Data Array, Periods) You know me and channels! Can you share more about how these values are derived? I suppose, a similar MS syntax to compare? I tested it as follows. This is very interesting. [code:1:62e5ebb720]{ User inputs } i1:=Input("Envelope periods",1,252,10); i2:=Input("Smoothing periods",1,21,1); { Channels } hi:=Mov(ExtFml("Forum248.PriceChannelHigh",H, i1),i2,E); lo:=Mov(ExtFml("Forum248.PriceChannelLow",L, i1),i2,E); hi;lo;[/code:1:62e5ebb720] ExtFml( "Forum248.RSquared", C, 21) This resulted in an internal error... never could get it to plot. ExtFml( "Forum248.Ref", C, -21) ; This one shut down MS in an error. Once back up, it seemed to mirror the standard ref() function. What's the purpose? Is it just a programming conquest or is there something special I'm missing? LOL! You are doing great, P. Thanks for the opportunity to see a master at work.
Patrick  
#25 Posted : Thursday, March 16, 2006 8:33:30 AM(UTC)
Patrick

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 9/8/2004(UTC)
Posts: 2,266

Was thanked: 1 time(s) in 1 post(s)
Quote:
ExtFml( "Forum248.Random", Min, Max) It appears that the random is still not random... even simple 0,1 range is locked in. When is it supposed to refresh? Seems like every time the security is refreshed, the function should refresh.
Hum g .... Seriously 0 and 1 .... Could you guys use something more like -100 , 100 .... I will look at the code and make you guys can trade of the random function usiing 0 and 1 as inputs :lol: Don't use - in the ref function it is assumed, just use 21 for -21 .... I will look at the rest later but I'm leaving for Paris in a few minutes, for the rest of the week. Patrick :mrgreen:
smg  
#26 Posted : Sunday, March 19, 2006 7:35:11 AM(UTC)
smg

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 8/13/2005(UTC)
Posts: 90

Patrick, Views of experienced users like Roy are always valuable. However, here are some of my observations about EMA, WSM and their relationship. It is right that N period WSM is similar to (N*2)-1 Period EMA. Hence obviously, it starts early on the charts and we get NA plots during half of the duration than corrosponding EMA plots. However, during the early period of the plot when we have both EMA as well as WSM, the values are not same - they only start converging slowing, and ultimately get to be same, once there is enough data on the chart. For example, if we use 14 period WSM and 27 period EMA - on the right side of the chart the value are same (I loaded 213 Daily bars of the sample image security). However, during 27 th to 140 th bars the values are not exactly the same. If we use the Forum DLL EMA function then it is right that during the inital seeding period the values will be same as Simple Moving Average, because both EMA and WSM will use simple moving average during this period - however we will expect the WSM to use SMA only for 14 bars and thereafter it will be using its own formula, whereas EMA will continue to use SMA upto 27th bar. So, the values will be different for the 14th to 26th bar also. I have attached a chart, which should help put forth what I wanted to express. The top plot has been plotted with formula: pds:=If(Cum(1)<14,Cum(1),14); PREV+(1/pds*(C-PREV)); I have found that its value is always same as the inbuilt WSM - except during the initail seeding bars (When inbuilt WSM is not available) and during those bars, its value is rightly same as SMA (As suggested by Roy). I hope, we get the WSM function to work like this formula without the use of slow Prev function. UserPostedImage Regards SMG
Patrick  
#27 Posted : Wednesday, March 22, 2006 8:51:18 PM(UTC)
Patrick

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 9/8/2004(UTC)
Posts: 2,266

Was thanked: 1 time(s) in 1 post(s)
Well I will try to fix what was reported and make a final version of the forumdll ... Patrick :mrgreen:
Users browsing this topic
Guest (Hidden)
2 Pages<12
Forum Jump  
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.