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<SPAN
class=140041117-02052003>Bob,
Thank
you for posting your examples....
<SPAN
class=140041117-02052003>
The
cycle wave link is also interesting. Have you developed an AFL for the hurst
channels? He appears to be drawing from Elliot but the time study leads me to
think he may be also looking at Miner style projections. Do you
know?
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: Bob Jagow
[mailto:bjagow@xxxxxxxxxxx]Sent: Thursday, May 01, 2003 7:50
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Detrending
<FONT
color=#000080>Jason,
<FONT
color=#000080>I blew the sign of Disp--forgot I'd made the
DispMa.afl to remind me 8>)
Looks like the refs also
have problems with forward and backward <SPAN
class=556303616-01052003>;<SPAN
class=556303616-01052003>I've commented on
them below. There's addtnl trading hints at<SPAN
class=556303616-01052003>
<A
href=""><FONT
color=#000080>http://www.incrediblecharts.com/technical/detrended_price_oscillator.htm<FONT
color=#000080> , which also perpetuates Achelis'
ambigious DPO
= Close - Simple moving average [from (n / 2 + 1) days ago]
<FONT
color=#000080>JM Hurst** introduced the centered
MA in the '60s in "The Profit Magic of Stock Transaction Timing" and his
techniques are still popular; see for example, Clyde Lee's SwingTimer [he
posts charts on the MedianLine and RealTraders yahoo lists]
and Jim Curray's predictions at <A
href="">http://cyclewave.homestead.com/MarketTurns.html
<FONT
color=#000080>
<FONT
color=#000080>I use his centered MA for cycle
analysis and follow Clyde and Jim's work.
<FONT
color=#000080>I've attached two <FONT
color=#000080>afls [the 2nd matches MetaStock's DPO] and a gif
to show how to pick pds using the centered MA
..
<SPAN
class=556303616-01052003>
I seldom use the DPO
per sec .but it should be useful for finding short-tem
swings.
<FONT
color=#000080>
<FONT
color=#000080>Bob
<SPAN
class=556303616-01052003> <FONT
color=#000080>----
** Google will catch an
additional Hurst, a hydrologist who's <FONT
color=#000000>rescaled-range exponent is big with the fractals
crowd.
<FONT face=Tahoma
size=2><FONT color=#000080 face=Arial
size=3> -----Original Message-----From: Jayson
[mailto:jcasavant@xxxxxxxxxxxx]Sent: Thursday, May 01, 2003 9:26
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Detrending
<SPAN
class=992101316-01052003>Bob,
<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=556303616-01052003>[=>] They had the
right Sign for Ref
<SPAN
class=992101316-01052003>
from
GannAnalyst <A
href="">http://www.gannalyst.com/Gannalyst_lite/Gannalyst_Indicators_DetrendedPrice.asp<SPAN
class=556303616-01052003>[=>] More
ambigous than Achelis
<SPAN
class=992101316-01052003>
from Equity
Analytics <A
href="">http://www.e-analytics.com/dpo.htm
This seems to agree with yours<FONT
color=#000080 size=3>[=>] Top-notch-- "Move it back to Center it
=> [Ref(ma,+pds/2+1)
<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 color=#0000ff face="Arial CE"
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 color=#282828
face="Arial CE" 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 color=#0000ff face=Arial
size=2>Has anyone written any AFL code for "detrending" that they are
willing to share?
<FONT color=#0000ff face=Arial
size=2>
If
not, is anyone interested in the code if I have to write
it?Send BUG REPORTS to
bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
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Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend
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Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
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Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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