PureBytes Links
Trading Reference Links
|
Vin,
That is one difference ... the lookback period.
More specifically it was the way it calculated the interval size more
specifically the 8/8th line.
Regards,
Peter
-----Original Message-----
From: vinst1 <vinst1@xxxxxxxxx> [mailto:vinst1@xxxxxxxxx]
Sent: Thursday, February 13, 2003 10:37 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Murrey Math Lines AFL
can you please share the differences which exist between Kruzel's
code and Murrey's EOD software?
thanks
vin
Is the line :
multiplier = 1.5
mean the lookback period (1.5*frame) ?
--- In amibroker@xxxxxxxxxxxxxxx, "bluesinvestor" <investor@xxxx>
wrote:
> Jacek,
>
> It is nice to see you onboard the Amibroker list.
>
> You may not know this but I have found that the original
translation of
> Kruzel's code did not always create the same MM lines as Murrey's
EOD
> software:
>
> http://groups.yahoo.com/group/amibroker/message/32260
>
> I think I have solved the problems with the help of wavemechanic
and the DLL
> is available here:
>
> http://www.amibroker.net/3rdparty/MurreyMath.zip
>
> I do have to thank you in that your spreadsheets have helped me in
debugging
> the problems I was finding. The compilation spreadsheet that I
sent you
> specifically.
>
> Thanks again,
> Peter
>
>
>
> -----Original Message-----
> From: jac_gra <jacek.9320923@xxxx>
> [mailto:jacek.9320923@x...]
> Sent: Thursday, February 13, 2003 10:44 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Murrey Math Lines AFL
>
>
> Here is AFL for drawing Murrey Math Lines
> Let`s play with parameters.
> Enjoy,
> Jacek
>
> /*******************************************/
> // Murrey Math Lines (Horizontal)
> // translated to AB from Metastock formula,
> // created by member of murreymath egroup
>
> GraphXSpace=1;
> MaxGraph=16;
>
> Period=Param("MM Period", 55, 4,256,1) ;
> Graph1Color=6; Graph2Color=7;
> Graph3Color=4; Graph4Color=5;
> Graph5Color=6; Graph6Color=5;
> Graph7Color=4; Graph8Color=7;
>
> Graph9Color=6; Graph10Color=4;
> Graph11Color=5;
>
> Graph0=Close; Graph0Color=1; Graph0Style=64;
>
> Graph1Style=1; Graph2Style=1;
> Graph3Style=1; Graph4Style=1;
> Graph5Style=1; Graph6Style=1;
> Graph7Style=1; Graph8Style=1;
> Graph9Style=1; Graph10Style=1;
> Graph11Style=4;
>
> SqW=Period;
>
> T0=LastValue(Cum(1));
>
> Sqrs=int((LastValue(Cum(1))-T0)/SqW)-1;
>
> S0=T0+(Sqrs*SqW);
>
> Lo=LastValue(ValueWhen(Cross(Cum(1),S0+SqW-1),
> LLV(Min(H,L),SqW),1));
>
> Hi=LastValue(ValueWhen(Cross(Cum(1),S0+SqW-1),
> HHV(Max(H,L),SqW),1));
>
> Sf=IIf(Hi>25,IIf(log(0.4*Hi)/log(10)-int(log(0.4*Hi)/log(10))>0,
> exp( log(10)*(int( log(0.4*Hi)/log(10) )+1) ),
> exp(log(10)*(int(log(0.4*Hi)/log(10))))),
> 100*exp(log(8)*(int(log(0.005*Hi)/log(8)) ) ));
>
> N=IIf(log(Sf/(Hi-Lo))/log(8)<=0,0,
> IIf(frac(log(Sf/(Hi-Lo))/log(8))==0,
> int(log(Sf/(Hi-Lo))/log(8) ),
> int( log(Sf/(Hi-Lo))/log(8) )+1) );
>
> Si=Sf*exp(-N*log(8));
>
> M=int(((1/log(2))*log((Hi-Lo)/Si))+.00001);
>
> I=round(((Hi+Lo)*.5)/(Si*exp((M-1)*log(2))));
>
> B=(I-1)*Si*exp((M-1)*log(2));
> TT=(I+1)*Si*exp((M-1)*log(2));
>
> Er=IIf(Hi-TT>0.25*(TT-B) OR
> B-Lo>0.25*(TT-B),1,0);
>
> MM=IIf(Er=0,M,IIf(Er=1 AND M<2,M+1,0));
> NN=IIf(Er=0,N,IIf(Er=1 AND M<2,N,N-1));
>
> Si=Sf*exp(-NN*log(8));
>
> I=round(((Hi+Lo)*.5)/
> (Si*exp((MM-1)*log(2))));
>
> B=ValueWhen(Cum(1)>=S0,
> (I-1)*Si*exp((MM-1)*log(2)),1);
>
> TT=ValueWhen(Cum(1)>=S0,
> (I+1)*Si*exp((MM-1)*log(2)),1);
>
> Graph1=B;
>
> Graph2=ValueWhen(Cum(1)>=S0,
> B+(0.125*(TT-B)),1);
>
> Graph3=ValueWhen(Cum(1)>=S0,
> B+(2.0*(0.125*(TT-B))),1);
>
> Graph4=ValueWhen(Cum(1)>=S0,
> B+(3.0*(0.125*(TT-B))),1);
>
> Graph5=ValueWhen(Cum(1)>=S0,
> B+(4.0*(0.125*(TT-B))),1);
>
> Graph6=ValueWhen(Cum(1)>=S0,
> B+(5.0*(0.125*(TT-B))));
>
> Graph7=ValueWhen(Cum(1)>=S0,
> B+(6.0*(0.125*(TT-B))));
>
> Graph8=ValueWhen(Cum(1)>=S0,
> B+(7.0*(0.125*(TT-B))));
>
> Graph9=TT;
>
> ml= (round( 8*( C - B ) / (TT-B) ) );
> MM_buy=ml<2; MM_Sell=ml>6;
> Title = FullName()+ "\\c21 ="+ WriteVal( C )
> + WriteIf( IsEmpty( ml),"", WriteVal( ml )+ "/8")+"\\c19"+" _ " +
Date
> ()+"\\c27"+WriteIf( ml<2," Buy?","") + "\\c32"+WriteIf( ml>6,"
> Sell?","") ;
> /**********************************/
>
>
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
>
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
> Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|