|
PureBytes Links
Trading Reference Links
|
Dimitris,
I am not sure I understand your request ... did the function I provided
not help? I thought SAR(VarIAF,VarAF) was implemented in the funx I
provided ...
Peter
Dimitris wrote:
according to your trading style :
1. VarIAF1 is slow when the stock is o/s and fast when o/b.
2. VarIAF2 is fast when the stock is o/s and slow when o/s.
3. VarIAF3 is fast when the stock is either o/b or o/s and slow in the
congestive area.
The following calibration puts all coefficients more or less in the 0.01
to 0.03 area.
DEMA(StochD(40),20) , a quite smooth trend detector was used to generate
VarIAF values.
The basic idea was the deviation of the detector from the 50 line.
The (DEMA(StochD(40),20)-50)/50 oscillates from -1 to +1 for almost any
stock and this gives a universal
character to the VarIAF values.
Here is the code
// Variable Acceleration Factors for SAR application, by D.Tsokakis, May
2003
X=(DEMA(StochD(40),20)-50)/50;
IAF3=0.01*(1+2*abs(X));Plot(IAF3,"",4,1);
IAF2=0.01*(2-X);Plot(IAF2,"",5,1);
IAF1=0.01*(2+X);Plot(IAF1,"",7,1);
Title="VarIAF1 = "+WriteVal(IAF1,1.3) + " , VarIAF2 =
"+WriteVal(IAF2,1.3) +" , VarIAF3 = "+WriteVal(IAF3,1.3) ;
Note also that a VarAF should be between 10*VarIAF and 20*VarIAF.
It is obvious that IAF1 [or IAF2] may be used as stand-alone trend
detector : High prices when o/b, low prices when o/s
and intermediate prices for the congestive area.
Except DEMA(StochD(40),20) we may use other trend detectors as IAF
generators.
I hope this study will be useful when SAR(VarIAF,VarAF) will be
implemented.
Dimitris Tsokakis
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
Sent: Saturday, May 03, 2003 2:51 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] New file uploaded to amibroker
Hello,
This email message is a notification to let you know that
a file has been uploaded to the Files area of the amibroker
group.
File : /3 types of Variable IAF,.eml
Uploaded by : dtsokakis <TSOKAKIS@xxxxxxxxx>
Description : 3 types of Variable IAF are described for variable SAR
applications
You can access this file at the URL
http://groups.yahoo.com/group/amibroker/files/3%20types%20of%20Variable%
20IAF%2C.eml
To learn more about file sharing for your group, please visit
http://help.yahoo.com/help/us/groups/files
Regards,
dtsokakis <TSOKAKIS@xxxxxxxxx>
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Rent DVDs from home.
Over 14,500 titles. Free Shipping
& No Late Fees. Try Netflix for FREE!
http://us.click.yahoo.com/BVVfoB/hP.FAA/uetFAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|