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RE: [amibroker] Detrending



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<FONT color=#000080 
size=2>Jason,
I 
believe the DPO should be
<FONT 
size=2> 
Pds=Param(<FONT 
color=#ff00ff>"PDS",2<FONT 
color=#ff00ff>0,1,<FONT 
color=#ff00ff>200,1);
dma = Ref(<FONT 
color=#0000ff>MA(C,pds),-(pds/2+<FONT 
color=#ff00ff>1));
dpo=C-dma;
Plot<FONT 
size=2>(dma,"DMA",2,styleLeftAxisScale);
Plot<FONT 
size=2>(dpo,"DPO",5,4);
PlotGrid<FONT 
size=2>(0,colorWhite);
 
That 
is, you are subtracting a Hurst shifted-MA as the Achelis ref badly 
shows.
I added the 
MA so that the best period can be picked via the Pds 
param.
<FONT color=#000080 
size=2> 
<FONT color=#000080 
size=2>Bob
 
<FONT 
color=#000000> 

  <FONT face=Tahoma 
  size=2>-----Original Message-----From: Jayson 
  [mailto:jcasavant@xxxxxxxxxxxx]Sent: Thursday, May 01, 2003 7:08 
  AMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker] 
  Detrending
  <SPAN 
  class=025080514-01052003>Chuck,
  I do 
  not how useful you will find this bur here is the detrended Price 
  Oscillator  (DPO)....
  <SPAN 
  class=025080514-01052003> 
  <FONT 
  color=#282828> <FONT 
  color=#0000ff>
  Pds=Param("PDS",10,1,200,1<FONT 
  color=#282828><FONT face="Arial CE" color=#0000ff 
  size=2>);
  dpo=C<FONT 
  face="Arial CE">-(MA(C,(pds/2)+1<FONT 
  color=#282828>));<FONT 
  color=#0000ff>
  Plot(dpo,<FONT 
  color=#ff00ff>"DPO",<FONT 
  color=#ff00ff>4,<FONT 
  color=#ff00ff>1);<FONT 
  color=#0000ff>
  PlotGrid(<FONT 
  color=#ff00ff>0,<FONT 
  color=#000000>colorWhite<FONT face="Arial CE" 
  color=#282828 size=2>);
   
  <SPAN 
  class=025080514-01052003>here is the reference from TA A-Z    
  <A 
  href="">http://www.equis.com/Education/TAAZ/?page=48
   
   Jayson 
  <FONT face=Tahoma 
  size=2>-----Original Message-----From: Chuck Rademacher 
  [mailto:chuck_rademacher@xxxxxxxxxx]Sent: Thursday, May 01, 2003 
  5:17 AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] 
  Detrending
  Has 
  anyone written any AFL code for "detrending" that they are willing to 
  share?
  <FONT face=Arial color=#0000ff 
  size=2> 
  If 
  not, is anyone interested in the code if I have to write 
  it?Send BUG REPORTS to 
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