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Originally Posted by newdigital
May be.
I know that brokers' data are different on high/low more than on close bar. It may be 1 or 3 bars on the close bar but it may be much more for high/low.
I can not read the code easy and i did not found any "high/low" inside:
price[i] = iMA(NULL,0,1,0,MODE_SMA,Price,shift+i);
So mode is SMA and price is close by default.
I think Igorad may answer this question.
All that I know that he developed this indicator for the long time (we communicated by pm) and it was really hard work to program this indicator starting from original idea up to the 4th version of the indicator.
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Just a few remarks that come to my mind as I write.
About what I said on "robustness": indeed, one might argue that it's the data feeds that are not robust! But for all practical purposes, because I can't get the "ideal" feed, I have to put back the "robustness" criteria on the indicators, not on the feeds (if one excludes very bad feeds from brokers with too little volume or whatever).
Back to the feeds, you can get different data from the *same* broker! For an illustration take a 1 minute chart on Alpari demo feed: you may receive 1 tick for a given candle, while I don't receive any tick at all. I simply won't have any candle for that minute on my chart. This kind of noise isn't as rare as one might think. Of course, for longer time frames the impact will be very limited.
Cheers,
pipeline