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Hello,
For complete C++ source look at the end of the message:
http://groups.yahoo.com/group/amibroker/message/38856
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, April 27, 2003 8:12 PM
Subject: [amibroker] Re: Built-in DEMA questions
> 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
> >
> > Yahoo! Groups Sponsor
> >
> >
> >
> >
> >
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