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<FONT
color=#000080>Please ignore this unfinished msg that seems to have
self-dispatched when Outlook crashed. -Bob
<FONT
color=#000080>------------ <SPAN
class=732120600-03052003> Jason,
Athough some swear
by advanced concepts from a Hurst course that Trading Press
sells, <FONT
color=#000080>Curry uses classic Hurst per the $25 book I cited.
The concept is simple
and not AFAIK derived from EW--not familiar enuf
with Miner-projections to comment
<FONT
color=#000080>
A1. Pick a centered
MA [CMA] that best fits the chart for the period of interest--clearly a bit
arbitrary
A2 Form an
envelope from the CMA to contain the prices--in his book, outliers were
sometimes allowed
You now
<FONT face=Tahoma
size=2>
-----Original
Message-----From: Jayson
[mailto:jcasavant@xxxxxxxxxxxx]Sent: Friday, May 02, 2003 10:26
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Detrending
<SPAN
class=140041117-02052003>Bob,
<SPAN
class=140041117-02052003>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,
<SPAN
class=556303616-01052003>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 face=Arial color=#000080
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/<FONT
color=#ff00ff>2+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.
<FONT color=#000080
size=2>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
size=2><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,
<SPAN
class=025080514-01052003>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>
<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
bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
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