Why the huge AMA difference between PRT and TW?

• 05/06/2020 at 9:49 AM #130185
  Bel

  Using 1440 period same fast and slow setting AMA (adaptive moving average) I get completely different results on PRT and TW. Maybe thats because on PRT i use Cash Contract and on TW its Emini futures? Tried on futures contract on PRT same thing completely different results. Any thoughts? Thanks in advance.

   

  Regards,

  Bel.

  

  Bel

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  05/06/2020 at 10:00 AM #130188
  Vonasi

  There can only be two reasons.

  • Different data – which you will have as they are not using the same data feeds.
  • Different calculation methods. You would need to provide the code for the TW AMA to compare with the PRT AMA.

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  Bel

  

  Vonasi

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  05/06/2020 at 10:11 AM #130190
  Bel

  Thanks for reply Vonasi. It’s def the code from what I can tell. Can I paste the code here to have a quick glance if time permits:)?

   

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  Bel.

  

  Bel

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  05/06/2020 at 10:17 AM #130194
  Vonasi

  Yes – Nicolas is the expert on other platform codes so hopefully he will be able to look at it.

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  05/06/2020 at 10:23 AM #130196
  Bel

  /

  /@version=3 // Copyright (c) 2018-present, Alex Orekhov (everget) // Adaptive Moving Average script may be freely distributed under the MIT license. study("Adaptive Moving Average", shorttitle="AMA", overlay=true) length = input(title="Length", type=integer, defval=14) fastLength = input(title="Fast EMA Length", type=integer, defval=2) slowLength = input(title="Slow EMA Length", type=integer, defval=30) highlightMovements = input(title="Highlight Movements ?", type=bool, defval=true) src = input(title="Source", type=source, defval=close) fastAlpha = 2 / (fastLength + 1) slowAlpha = 2 / (slowLength + 1) hh = highest(length + 1) ll = lowest(length + 1) mltp = hh - ll != 0 ? abs(2 * src - ll - hh) / (hh - ll) : 0 ssc = mltp * (fastAlpha - slowAlpha) + slowAlpha ama = 0.0 ama := nz(ama[1]) + pow(ssc, 2) * (src - nz(ama[1])) amaColor = highlightMovements ? (ama > ama[1] ? green : red) : #6d1e7f plot(ama, title="AMA", linewidth=2, color=amaColor, transp=0)

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  /@version=3 // Copyright (c) 2018-present, Alex Orekhov (everget) // Adaptive Moving Average script may be freely distributed under the MIT license. study("Adaptive Moving Average", shorttitle="AMA", overlay=true)   length = input(title="Length", type=integer, defval=14) fastLength = input(title="Fast EMA Length", type=integer, defval=2) slowLength = input(title="Slow EMA Length", type=integer, defval=30) highlightMovements = input(title="Highlight Movements ?", type=bool, defval=true) src = input(title="Source", type=source, defval=close)   fastAlpha = 2 / (fastLength + 1) slowAlpha = 2 / (slowLength + 1)   hh = highest(length + 1) ll = lowest(length + 1)   mltp = hh - ll != 0 ? abs(2 * src - ll - hh) / (hh - ll) : 0   ssc = mltp * (fastAlpha - slowAlpha) + slowAlpha   ama = 0.0 ama := nz(ama[1]) + pow(ssc, 2) * (src - nz(ama[1]))   amaColor = highlightMovements ? (ama > ama[1] ? green : red) : #6d1e7f plot(ama, title="AMA", linewidth=2, color=amaColor, transp=0)

   

  

  Bel

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  05/06/2020 at 10:26 AM #130197
  robertogozzi

  Be so kind to always use the ‘Insert PRT Code’ button when putting code in your posts to make it easier for others to read. Thank you 🙂

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  Bel

  

  robertogozzi

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  05/06/2020 at 10:29 AM #130199
  Bel

  Thats exactly what I wanted to do but read insert PRT code and thought TW won’t do:) My bad!

  Thank you.

   

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  Bel.

  

  Bel

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  05/06/2020 at 10:59 AM #130203
  Vonasi

  This is the code that returns exactly the same values as the platforms built in AMA. Hopefully Nicolas can tell if their are any differences.

  Period = 9 FastPeriod = 2 SlowPeriod = 30 Fastest = 2 / (FastPeriod + 1) Slowest = 2 / (SlowPeriod + 1) if barindex < Period+1 then Kama=close else Num = abs(close-close[Period]) Den = summation[Period](abs(close-close[1])) ER = Num / Den Alpha = SQUARE(ER *(Fastest - Slowest )+ Slowest) KAMA = (Alpha * Close) + ((1 -Alpha)* Kama[1]) endif return kama

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  Period = 9 FastPeriod = 2 SlowPeriod = 30 Fastest = 2 / (FastPeriod + 1) Slowest = 2 / (SlowPeriod + 1) if barindex < Period+1 then Kama=close else Num = abs(close-close[Period]) Den = summation[Period](abs(close-close[1])) ER = Num / Den Alpha = SQUARE(ER *(Fastest - Slowest )+ Slowest) KAMA = (Alpha * Close) + ((1 -Alpha)* Kama[1]) endif   return kama

   

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