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Nope JJ, you were right at the start of the thread ... the code returns a 17 period EMA of CLOSE prices ... that's all.
Our interpretations are faithful to the concept, even if the original code is completely borked!
wabbit [:D]
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers, Unverified Users
Joined: 10/28/2004(UTC)
Posts: 3,111
Location: Perth, Western Australia
Was thanked: 16 time(s) in 16 post(s)
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Code:
//Indicatore FiltroDiMeyer
datatime=N
PeriodoEma = 17
SmoothingEma= 2 / (PeriodoEma + 1)
PeriodoStdDeviationEma = 9
PeriodoStdDeviationPrezzo = 9
//condizioni iniziali
IF BarIndex=0 THEN
Ema = close
ELSE
//crea EMA di Meyer
Ema = Ema[1] * (1 - SmoothingEma) + close * SmoothingEma
SigmaEma = STD[PeriodoStdDeviationEma](Ema)
SigmaPrezzo = STD[PeriodoStdDeviationPrezzo](close)
Alfa = SigmaEma / SigmaPrezzo
SmoothingEma=Alfa
ENDIF
RETURN Ema[datatime] COLOURED(0,0,255) AS "Filtro di Meyer "
// Nella finestra 2-Variables si deve aggiungere la variabile N (con valore di default 0).
// In the 2-Variables you must add the variable N (default value 0).
The Ema[] in the RETURN line returns the values in the Ema array assigned earlier in the code. The value of N and therefore "datatime" is a horizontal shift, similar to MS Ref(). The comment at the end only really makes sense when you're looking at the ProBuilder code window, specifically the top right: wabbit [:D] wabbit attached the following image(s):
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Rank: Advanced Member
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Hmmm. Well, I played around a bit, and see what you mean about REF() -- was able to to get to the 3029.4 using an N of 2 in ProRealTime. That matches a MetaStock EMA 17 with horizontal shift of 2 (for today, anyway). So...why all the rigamorole with STDEV ratio code in the original? ProRealTime Chart -- 3029.4 
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 5/13/2005(UTC)
Posts: 715
Location: Midwest, USA
Was thanked: 1 time(s) in 1 post(s)
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers, Unverified Users
Joined: 10/28/2004(UTC)
Posts: 3,111
Location: Perth, Western Australia
Was thanked: 16 time(s) in 16 post(s)
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AFAIK, AdmIns and Mods privilege.
wabbit [:D]
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