MESA indicator issues - bug or misunderstanding?

Posted By: scotpip

MESA indicator issues - bug or misunderstanding? - 11/13/16 12:48

Hi

I'm getting very strange results with the MESA indicator. I'm new to Zorro, so please check my code - either I'm misunderstanding something or this is a bug.

On the default settings of Fast: 0.5 / Slow: 0.05 I get something that looks vaguely sensible, but incorrect when compared with other platforms running TA-Lib. As soon as I move to slower settings such as 0.3/0.03 things go seriously awry.

Here is a 5 minute chart on JForex with the TA-Lib MESA on 0.3/0.03:



And here's the same time period generated by the code below:



This is my code. Am I doing something dim or is this a bug?

Either way, I'd very much appreciate a quick resolution. I have an account set up and a system ready to trade, so this is a downer...

Extending the lookback doesn't help, and all other indicators I've tried work fine, so I don't think it's my install.

If I can get this working, I'll be a paying customer.

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var fast_limit = 0.3;
var slow_limit = 0.03;

function run()
{
StartDate = 2015;
LookBack = 200;
BarPeriod = 5;
MaxBars = 1000;

vars Close = series(priceClose());
MAMA(Close, fast_limit, slow_limit);

plot("MAMA", rMAMA, 0, RED);
plot("FAMA", rFAMA, 0, BLUE);
}

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Posted By: scotpip

Re: MESA indicator issues - bug or misunderstanding? - 11/14/16 13:02

Bump...

It would be really helpful to get some feedback on this - I've got an urgent need.

I've already coded the Mesa in another language and could do it again in Zorro but as I'm new to Lite-C this would likely be time-consuming.

So if there's a quicker solution I'd be very grateful for any suggestions - especially if it's simply an error in my code.
Posted By: boatman

Re: MESA indicator issues - bug or misunderstanding? - 11/15/16 23:47

I can't see anything wrong in your code. The source code for Zorro's MAMA indicator should be available in indicators.c in the "include" folder. Maybe compare the implementations to see where the difference lies?

If you need help coding something in lite-C, just post here with whatever progress you make and you'll get useful feedback.
Posted By: pcz

Re: MESA indicator issues - bug or misunderstanding? - 11/16/16 08:43

Originally Posted By: boatman
I can't see anything wrong in your code. The source code for Zorro's MAMA indicator should be available in indicators.c in the "include" folder. Maybe compare the implementations to see where the difference lies?

If you need help coding something in lite-C, just post here with whatever progress you make and you'll get useful feedback.


I think there's only declaration in ta.h, no definition.
Posted By: scotpip

Re: MESA indicator issues - bug or misunderstanding? - 11/16/16 12:31

Yes - I think the definition is in the binary.

Actually, I never managed to get the TA-Lib MAMA working in Java - I ended up porting it myself from the EasyLanguage original.
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