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Tomasz Janeczkotj@xxxxxxxxxxxxx2003-02-06
13:51:31
DEMA internally is implemented via
EMA:Len=10;Graph0= 2 * EMA( C, len ) - EMA( EMA( C, len ), Len
);// for comparison
onlyGraph1=DEMA(C,Len);
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class=328261318-27042003> -----Original
Message-----From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@xxxxxxxxx]
Sent: Sunday, April 27, 2003 2:12 PMTo:
amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re: Built-in DEMA
questionsTomasz,Is it possible to give me
this reference for full source code of DEMA.TIADimitris
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 > <A
href="">http://groups.yahoo.com/group/amibroker/message/38844
> sends me to > <A
href="">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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