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PureBytes Links
Trading Reference Links
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As for DEMA, Tomasz has explained everything at
http://www.amibroker.com/guide/afl/afl_view.php?id=42
I like the new Reverse fashion, many interesting results are there, I
think Giorgos Siligardos article was right to the point...
DT
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> --- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> > I am trying to find a price value for when Dema will equal a
> certain value.
>
> > First I am not sure what AB uses for EMA
> Graham,
> EMA mechanism is analytically described in the Users guide.
> I also placed, for further reference, the Reverse EMA function in
AFL
> Library.
> DT
>
>
> but I have used this formula
> > PerD = 5;
> > K = 2 / (perD + 1);
> > myEMA = ref(C,1) * K + EMA(c,perD) * (1-K);
> >
> > Then from the DEMA formula
> > PerD = 5;
> > myDEMA = 2 * EMA( C, PerD ) - EMA( EMA( C, PerD ), PerD );
> >
> > I tried to reverse it to get the price value for tomorrow that it
> would need
> > to be to get a value of Dema
> > Looking for someone with a mathematically twisted brain to see
what
> I have
> > done wrong in this
> > Level is the price needed for a signal during the next trading
day,
> and
> > BreakC is the equivalent price to make Dema equivalent to the
Level
> price.
> > BreakC = ( Level - EMA(c,perD)*(2*(1-K)-(1-K)*K) - c*K*(1-K) -
> > ref(EMA(c,perD),-1)*(1-K)*(1-K) ) / ( 2*K - K*K );
> >
> > Hope this is enough information.
> >
> >
> > Cheers,
> > Graham
> >
> > <http://groups.msn.com/ASXShareTrading>
> > http://groups.msn.com/ASXShareTrading
> >
> > <http://groups.msn.com/FMSAustralia>
> http://groups.msn.com/FMSAustralia
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