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RE: [GT] New EMA and backup SEMA
I should give a word of caution regarding the reimplemented EMA.
While I tested it and compared it with TA_lib regarding output, and
found it to work, both when used inside of indicators and when used from
the command line, I found one situation where it does not work as it
should:
When I use it inside of the SMI I recently wrote (a rather complex use
of nested indicators) I find that for some reason I don't understand the
SMA that starts of the EMA is not recorded properly, and so the EMA
fails. I cannot see what causes that but am exploring. (If I change the
computation of the starting point to just use the current value rather
than the n-day SMA, then there are no problems.) Note that while having
many other problems, the original EMA did not have this difficulty.
I imagine it has to do with the nesting of indicators and dependencies
and the I:Generic:ByName, that somewhere some update gets lost. I will
explore further and hopefully uncover another important insight re GT
which I am obviously still missing....
I am attaching SEMA.pm, which is the EMA starting with the actual value
of the data series.
Th.
> -----Original Message-----
> From: Robert A. Schmied [mailto:ras
AT
acm.org]
> Sent: Friday, February 29, 2008 1:38 AM
> To: devel
AT
geniustrader.org
> Subject: Re: [GT] New EMA
>
>
> But currently
> > that is what is happening.... I could try to make the EMA work like
SMA
> > as one need not do the check on the interval (it just uses the
> > dependencies to compute the SMA for the starting value.
> >
- References:
- [GT] New EMA, Weigert, Thomas (2008/02/29)
- Re: [GT] New EMA, Robert A. Schmied (2008/02/29)
- RE: [GT] New EMA, Weigert, Thomas (2008/02/29)
- Re: [GT] New EMA, Robert A. Schmied (2008/02/29)
- RE: [GT] New EMA, Weigert, Thomas (2008/02/29)
- Re: [GT] New EMA, Robert A. Schmied (2008/02/29)
- RE: [GT] New EMA, Weigert, Thomas (2008/02/29)
- Re: [GT] New EMA, Robert A. Schmied (2008/02/29)