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RE: [amibroker] Detrending



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<FONT face=Arial color=#0000ff 
size=2>TASC has some nice publications that can be downloaded for a few 
dollars. Sorry, I don't have the URL/title with me (away from 
home).
<FONT face=Arial color=#0000ff 
size=2> 
<FONT face=Arial color=#0000ff 
size=2>btw... they have a nice publication resource... a good start for any 
new-idea research.
<FONT face=Arial color=#0000ff 
size=2> 
<FONT face=Arial color=#0000ff 
size=2>Herman.

  <FONT face=Tahoma 
  size=2>-----Original Message-----From: Jayson 
  [mailto:jcasavant@xxxxxxxxxxxx]Sent: May 2, 2003 12:26 
  AMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker] 
  Detrending
  <SPAN 
  class=992101316-01052003>Bob,
  <SPAN 
  class=992101316-01052003> 
  <SPAN 
  class=992101316-01052003>Thanks for posting. A goggle search produces several 
  more variations.......
  <SPAN 
  class=992101316-01052003> 
  from 
  equis.. <A 
  href="">http://www.paritech.com/education/technical/custom/indicators/detrended.asp
  <SPAN 
  class=992101316-01052003> 
  from 
  GannAnalyst   <A 
  href="">http://www.gannalyst.com/Gannalyst_lite/Gannalyst_Indicators_DetrendedPrice.asp
  <SPAN 
  class=992101316-01052003> 
  from 
  Equity Analytics  <A 
  href="">http://www.e-analytics.com/dpo.htm     
  This seems to agree with yours
  <SPAN 
  class=992101316-01052003> 
  <SPAN 
  class=992101316-01052003> Most seem to follow your similar theme but may 
  arrive at the final calculation from a slightly different angle.. 
  
  <SPAN 
  class=992101316-01052003> 
  Have 
  you  used this indicator in your trading and if so what has been your 
  "take" on its usefulness?
   Jayson 
  <FONT face=Tahoma 
  size=2>-----Original Message-----From: Bob Jagow 
  [mailto:bjagow@xxxxxxxxxxx]Sent: Thursday, May 01, 2003 11:57 
  AMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker] 
  Detrending
  <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);<FONT 
  color=#0000ff>
  Plot<FONT 
  size=2>(dpo,"DPO",5,4);
  PlotGrid<FONT 
  size=2>(0,colorWhite);
   
  <FONT color=#000080 
  size=2>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>);<FONT 
color=#0000ff>
    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
    <FONT face=Arial color=#0000ff 
    size=2>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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