Rank: Newbie
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Joined: 2/20/2009(UTC)
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Hi all, this is my first post; hope my questions are not too naive.
1. What is the exact formula to implement EMA(4) used in MS?
- I'm trying to build an automatic trading system; I just want to be absolutely sure about the signals. I cross reference with MS computed EMA(4) and excel computation, they're slightly different.
2. Is there a way to export a MS-indicator value as some form of text file? so that I can take those value and implement my trading system.
Thank you kindly.
Ronald
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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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Hi Ronald,
You can recreate the MS EMA using this code:
----------------------------------------
prd:=21;
data:=CLOSE;
x:=2/(1+prd);
ma:=If(Cum(1)=1,data,(data*x)+(PREV*(1-x)));
{plot}
ma;
----------------------------------------
However, MS doesn't return a value for the MS until 'prd' is true so the actual output is more like:
----------------------------------------
prd:=21;
data:=CLOSE;
x:=2/(1+prd);
ma:=If(Cum(1)=1,data,(data*x)+(PREV*(1-x)));
{plot}
(BarsSince(Cum(1)=prd)>=0)*ma;
----------------------------------------
You may experience differences between Excel and MS, mainly because of rounding errors.
Hope this helps.
wabbit [:D]
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