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[amibroker] Re: Trend Detectors 1



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Shall I understand from your reply that you speak for individual 
weekly MACD, ie you watch MSFT weekly MACD to investigate the MSFT 
trend and a separate weekly MACD for INTC and so on?
I try to speak gor the Market trends, in general.
DT
--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanag@xxxx> wrote:
> I have found it more reliable on larger caps and indexes, but is
> reasonable on smaller caps.
> 
> Cheers,
> Graham
>  
> 
> -----Original Message-----
> From: DIMITRIS TSOKAKIS <TSOKAKIS@xxxx> [mailto:TSOKAKIS@x...]
> 
> Sent: Friday, 21 February 2003 5:11 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Trend Detectors 1
> 
> Graham
> do you speak for the weekly MACD of a certain stock or the MACD of 
> the market?
> DT 
> --- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanag@xxxx> wrote:
> > Depending on the time frame you are looking at for the trends, I 
> have
> > always found the MACD of the weekly chart a fairly good indicator 
of
> > trends
> > 
> >  
> > 
> > Cheers,
> > Graham
> > 
> >  
> > 
> > -----Original Message-----
> > From: Dimitris Tsokakis [mailto:TSOKAKIS@x...] 
> > Sent: Friday, 21 February 2003 5:00 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Trend Detectors 1
> > 
> >  
> > 
> > Jayson,
> > Sorry for the +1 delay but here is a short description of some 
> methods
> > to detect the significant trends
> > A.
> > The sqrt(StochD()) for various stochD periods
> > Creat first the composites from
> > N=80;
> > Y=sqrt(sqrt(StochD(N)*StochD(2*N)*StochD(3*N/2)*StochD(5*N/2)));
> > fast=DEMA(Y,10);
> > N=30;
> > Y=StochD(N)*StochD(2*N)*StochD(3*N/2)*StochD(5*N/2)/10^6;
> > slow=DEMA(Y,10);  
> > AddToComposite(slow>fast,"~end","v");
> > AddToComposite(slow,"~slow","c");
> > AddToComposite(fast,"~fast","c");
> > AddToComposite(1,"~count","V");
> > Buy=0;
> > and then check in ind. builder the
> > Plot(100*Foreign("~end","v")/Foreign("~count","v"),"",7,2);
> > //
> > k=Foreign("~slow","c")/Foreign("~count","v");kk=Foreign
> ("~fast","C")/For
> > eign("~Count","V");
> > // Plot(EMA(k,10),"SLOW",5,1);Plot(EMA(KK,10),"FAST",1,1);
> > // Plot(EMA(KK,10)-EMA(K,10),"",9,2);
> > the first plot gives Fig. trends1. [the yellow bars in the
> > middle]compare it with the recent N100 trends, 
> > 
> > it is quite reliable and descriptive
> > [Uncomment the rest for further study]
> > 
> > [the upper fig is the
> > 
> >  
> > 
> > N1=80;// H=C;L=C;// uncomment it for mutual funds, the have no H, 
L
> > values
> > 
> > F1=StochD(N1)*StochD(2*N1)*StochD(3*N1/2)*StochD(5*N1/2);
> > 
> > F1=sqrt(sqrt(F1));
> > 
> > N2=30;
> > 
> > F2=StochD(N2)*StochD(2*N2)*StochD(3*N2/2)*StochD(5*N2/2)/10^6;
> > 
> > Plot(DEMA(F1,10),"FAST",1,8);
> > 
> > Plot(DEMA(F2,10),"SLOW",5,8); 
> > 
> > GraphXSpace=3;
> > 
> >  
> > 
> > 
> > We may also have an idea about the measure [strength] of these 
> trends
> > and finally have both, qualitative
> > and quantitative description for the bullish trends and the real
> > bullish/bearish proportion, using a simple
> > 100*cum(yellowbars!=0)/cum(1). This simple result dictates your
> > realistic strategy about Long or Short
> > market intensions. If you see in the future the proportion slowly
> > changing for the benefit of bulls, you will
> > gradually change your techniques, following the market and not any
> > illusions. For the time being, the 
> > yellow bars speak better than words. The mix of various StochD() 
> periods
> > gives some guarantees that
> > you follow a wise and cool trading profile [you follow the trend 
> AFTER
> > it is confirmed, you leave [please]
> > the trend when it is over]
> > When the yellow bars dissappear, any bullish idea is not 
profitable 
> in
> > the medium term. The market WILL
> > make bullish expansions, the duration WILL BE short. If you are 
> quick
> > and catch some minor trends, it 
> > is OK, BUT, be ready to pull the trigger ASAP, these quick 
profits 
> are
> > sweet but easily turn to losses !!
> > As long as the yellow bars grow up and increase their 
> [uninterrupted]
> > magnitude, it is wise to wait for higher
> > prices for the market. Double peaks are also gently described 
and, 
> in
> > general, this tiny indicator will not 
> > send you to the opposite direction, even if you follow it till 
the 
> last
> > yellow bar before zero.
> > But, Frankfurt opens in 3min, let me see it, I will continue with 
> > B.
> > Dimitris Tsokakis  
> > 
> >  
> > 
> >   
> > 
> > 
> > 
> > 
> > 
> > 
> > Yahoo! Groups Sponsor
> > 
> > 
> > 
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> >  
> > 
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