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[amibroker] Re: Built-in DEMA questions



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Tomasz,
Is it possible to give me this reference for full source code of DEMA.
TIA
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx> 
wrote:
> Hello,
> 
> I have posted full source code of DEMA.
> It includes all inner workings so please refer there.
> 
> Best regards,
> Tomasz Janeczko
> amibroker.com
>   ----- Original Message ----- 
>   From: Dimitris Tsokakis 
>   To: amibroker@xxxxxxxxxxxxxxx 
>   Sent: Saturday, April 26, 2003 2:14 PM
>   Subject: [amibroker] Built-in DEMA questions
> 
> 
>   Some things should be explained about DEMA and its expected 
behavior:
>   Let us use a fast DEMA [green line, period=10] and a slow one 
[yellow line, period=10]
>   A third, variable period DEMA [the black thicker line], uses the 
fast period and, suddenly, 200 bars ago, changes to slow.
>   The result will immediately leave the green curve, but 
asymptotically touch the yellow one. 
>   It will not be a real 50-bar DEMA, even after 200 bars.
>   Note that all this 200-bar period the variable DEMA stays higher 
than the slow one. [above gif]
>   To answer my [obvious] questions, I search the available 
reference [instead of leaving my imagination to fly around].
>   The explanatory note via 
>   http://groups.yahoo.com/group/amibroker/message/38844 
>   sends me to 
>   http://www.amibroker.com/guide/afl/afl_view.php?name=DEMA
>   where I read the comment
> 
>   DEMA internally is implemented via EMA:
>   Len=10;
>   Graph0= 2 * EMA( C, len ) - EMA( EMA( C, len ), Len );
>   // for comparison only
>   Graph1=DEMA(C,Len);
> 
>   Some more explanations should be added because:
>   a. The built-in DEMA begins from the first bar and the analytic 
EMA equivalent begins 400 bars later. 
>   How the built-in DEMA is defined for the first 400 bars ? 
>   [The question holds for IB and AA, see the simple exploration
> 
>   Len=200;
>   G0= 2 * EMA( C, len ) - EMA( EMA( C, len ), Len );
>   G1=DEMA(C,Len);
>   Filter=1;
>   AddColumn(G0,"ANALYTIC DEMA");
>   AddColumn(G1,"DEMA");
>   AddColumn(Cum(1),"BARS",1.0);
> 
>   and the att. gif]
> 
>   b. Should we expect a 2*Len delayed response when variable 
periods is used ?
>   c. My CSCO history is 831 bars [Jan3, 2000 till now]. The 
>   Graph0= 2 * EMA( C, len ) - EMA( EMA( C, len ), Len );
>   begins on Aug2, 2001.
>   c1.Can we speak for a proper function use back in the critical 
Oct2, 2001 CSCO low?
>   The built-in DEMA is 11.53 and the EMA equivalent is 9.08 !!!!!
>   c2.After how many bars the two formulas are less than 1% 
diverging ?
> 
> 
>   Built-in DEMA is, IMO, one of the most powerful AFL tools, its 
use in trading systems design gives excellent results
>   and this is accurately translated to interesting profits. 
>   To avoid any misunderstanding [the recent winds are S to SW, not 
that healthy...]
>   my questions do not search for built-in functions secrets, it 
would be useless to me. 
>   Just a better explanation to understand
>   the expected DEMA behavior would encourage users/traders to step 
into this great function. 
>   5-10 lines would be more than enough, no need for 1000+ pages.
>   Thank you in advance for any reply.
>   Dimitris Tsokakis
> 
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