PureBytes Links
Trading Reference Links
|
<FONT face="Courier New"
size=3>Gernot
I posted this several days ago... Radians to
Degrees....It uses Moving averages and gives the angle of Ascent or
descent.
//Radians to Degrees
//Anthony Faragasso
//June 13,2003
ema1period=Param<FONT
size=2>("ema1Period"<FONT
size=2>,4<FONT
size=2>,4<FONT
size=2>,9<FONT
size=2>,1);
EMA2period=Param<FONT
size=2>("ema2Period"<FONT
size=2>,9<FONT
size=2>,9<FONT
size=2>,20<FONT
size=2>,1);
EMA3period=Param<FONT
size=2>("ema3Period"<FONT
size=2>,20<FONT
size=2>,20<FONT
size=2>,28<FONT
size=2>,1);
SlopePeriods=Param<FONT
size=2>("SlopePeriods"<FONT
size=2>,10<FONT
size=2>,2<FONT
size=2>,25<FONT
size=2>,1);
PI=3.14159;
Array=C;
Var1=EMA<FONT
size=2>(array,EMA1period);
Var2=EMA<FONT
size=2>(array,EMA2period);
Var3=EMA<FONT
size=2>(array,EMA3period);
EMAFast=LinRegSlope<FONT
size=2>(Var1,SlopePeriods);
EMAMedium=LinRegSlope<FONT
size=2>(Var2,SlopePeriods);
EMASlow=LinRegSlope<FONT
size=2>(Var3,SlopePeriods);
Radians=atan<FONT
size=2>(EMAFast);//radians<FONT
size=2>
Radians2=atan<FONT
size=2>(EMAMedium);
Radians3=atan<FONT
size=2>(EMASlow);
degrees=Radians*(180<FONT
size=2>/PI);//Degrees
degrees2=Radians2*(180<FONT
size=2>/PI);
degrees3=Radians3*(180<FONT
size=2>/PI);
Plot(Var1,<FONT color=#ff00ff
size=2>"emaFast",colorRed,styleLine);<FONT
color=#0000ff size=2>
Plot(Var2,<FONT color=#ff00ff
size=2>"emaMedium",colorBlue,styleLine);<FONT
color=#0000ff size=2>
Plot(Var3,<FONT color=#ff00ff
size=2>"emaSlow",colorYellow,styleLine);<FONT
color=#0000ff size=2>
Plot(C,<FONT color=#ff00ff
size=2>"",colorBlack,styleLine);
Title=Name<FONT
size=2>()+"..."<FONT
size=2>+Date<FONT
size=2>()+"\n"<FONT
size=2>+"Based on ( "<FONT
size=2>+WriteVal<FONT
size=2>(slopeperiods,1<FONT
size=2>)+" ) period LinearRegSlope of
Variable "+<FONT color=#ff00ff
size=2>"\n"+"The (
"+WriteVal<FONT
size=2>(EMA1period,1<FONT
size=2>)+ " ) period EMA is moving
"+WriteIf<FONT
size=2>(degrees > 0<FONT
size=2>,"UP "<FONT
size=2>,"Down "<FONT
size=2>)+"( "<FONT
size=2>+WriteVal<FONT
size=2>(degrees,1<FONT
size=2>)+" )"<FONT
size=2>+" Degrees"<FONT
size=2>+"\n"<FONT
size=2>+"The ( "<FONT
size=2>+WriteVal<FONT
size=2>(EMA2period,1<FONT
size=2>)+ " ) period EMA is moving
"+WriteIf<FONT
size=2>(degrees2 > 0<FONT
size=2>,"UP "<FONT
size=2>,"Down "<FONT
size=2>)+"( "<FONT
size=2>+WriteVal<FONT
size=2>(degrees2,1<FONT
size=2>)+" )"<FONT
size=2>+" Degrees"<FONT
size=2>+"\n"<FONT
size=2>+"The ( "<FONT
size=2>+WriteVal<FONT
size=2>(EMA3period,1<FONT
size=2>)+ " ) period EMA is moving
"+WriteIf<FONT
size=2>(degrees3 > 0<FONT
size=2>,"UP "<FONT
size=2>,"Down "<FONT
size=2>)+"( "<FONT
size=2>+WriteVal<FONT
size=2>(degrees3,1<FONT
size=2>)+" )"
+" Degrees"<FONT
size=2>;
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
taotra
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, June 18, 2003 9:08
AM
Subject: [amibroker] Re: Trendline with
Degree output
Graham,I agree with your assessment of price
changes and slopes across many different stocks. However, I daytrade
Forex (primarily 5 currency pairs) in real-time on 10-min charts. A
degree angle of MAs would be very useful to me as a quick indicator of
where things are going because of the many minitrends, retracements, and
consolidations throughout a single trading day.Gernot---
In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:>
As a genberal topic discussing relative moves of stock prices and
trend> strengths> I prefer to use price unit per time period
and through my investigation of> many charts I have found that this
"slope" varies between different stocks,> and within a stock for
the different price ranges. What might be normal> slope for one
stock could be either fast or slow for another. The strength> of
the move for a stock can also be dependant on the overall price>
behaviour. An example would be that if there has been a
considerable> accumulation pattern the initial move, when it does
happen, will often be> fast and short lived. Then as the "traders"
move out the investors will make> the moves and pace will slow
down. These moves can be either direction.> I have set up a small
line on my charts to give me what could be termed the> "average
slope" for that stock in recent times. I can then place the gann>
fan over this using the line as the 100% (1:1 line) and move the fan to
the> recent turning point to provide a visual aid on the progression of
the move.> This is in its own indicator chart panel for this
purpose.> > Cheers,> Graham> <A
href="">http://groups.msn.com/ASXShareTrading>
<A
href="">http://groups.msn.com/FMSAustralia>
> > -----Original Message-----> From: taotra
[mailto:ggoll@xxxx] > Sent: Wednesday, 18 June 2003 7:27 PM> To:
amibroker@xxxxxxxxxxxxxxx> Subject: [amibroker] Re: Trendline with
Degree output> > > Personally, I find the angle output
very useful because it's an easy > to understand indicator of trend
strength regardless of the time > frame. For example, a 60 degree
angle of a trendline (strong trend) > on a 4-hour chart can look
almost flat on a 1-min chart (zoomed). > The fact that the angle
remains the same, makes it easy when looking > across different
time periods.> > In addition, however, can't an angle measure be
useful with MAs as a > measure of trend strength or
consolidation? Let's say a 20-period > MA is rising in a
stairstep fashion. The average degree of that > rise (from an
imaginary horizontal zero line) over 10-, 20-, or 50 > periods would
show how strong the trend is. Similarly, when in > consolidation
an MA may bounce around the flatline in a zigzag > fashion over x
periods. A low average degree (of deviation from > zero) would
indicate consolidation. Obviously, using angles with > MAs is
time-frame dependent.> > Gernot> > --- In
amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" > <TSOKAKIS@xxxx>
wrote:> > Anthony,> > I agree, the angle output ( value )
in the title will not change. The > > question is the further
use of the angle. The only purpose is> to > > know the angle,
it can not go further. If it is "attractive" to> know > > the
angle, it is OK, there is no need to change anything... Do the >
> readers think the same way ? Is it easy for the average> user
> > to hanlde a result angle=45 deg, the same moment he sees a
20deg> on > > his chart ? These are my personal hesitations
and I avoid using> angle > > at all. But, if you like it, no
problem at all !!> > DT> > --- In
amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso"> <ajf1111@xxxx>
> > wrote:> > > Dimitri,> > > >
> > Thank you for the input...( actually I was hoping for your>
> comments , Thank you) ....I will make the adjustment to the>
formula > > and re-post.....> > > > > > As
for the angle view in respect to the zoom factor...Granted ,> on
> > the screen , when zoomed in or out the angle
perspective will> > change .....But ...the angle output
( value ) in the title will > not > > change when the chart
is zoomed in or out.....Therefore, the angle> of > >
ascent or descent will be known......( is this a correct> >
assumption ) .> > > > > > Anthony> >
> ----- Original Message ----- > > >
From: DIMITRIS TSOKAKIS > > > To:
amibroker@xxxxxxxxxxxxxxx > > > Sent: Tuesday, June
17, 2003 7:19 PM> > > Subject: [amibroker] Re:
Trendline with Degree output> > > > > > >
> > Anthony,> > > you do not really
need LinRegSlope.> > > In the straight line
equation> > > trendline = aS * ( x -endbar ) +
bS;> > > aS is the slope, ie the tangent of the angle
[in radians] and> > > atan(aS) would be directly your
"myradian"> > > myradian=atan(aS);> >
> Then you may transform it to deg.> >
> As for the use : We do not read real angles in
amibroker> charts, > > a> > > pi/3
angle will look like pi/4 or pi/6 according to zoom.> >
> aS alone could do the job, ie aS1>0 for positive slope
or> aS1>aS2> > for> > >
correlations [useful for wedges, for example...].> >
> aS is the tangent function of the angle and, from a
math> > property,> > > angle inequalities
go 1 to 1 with tangent inequalities,> > consequently> >
> you will miss nothing .> > > --- In
amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso"> >
<ajf1111@xxxx>> > > wrote:> >
> > Thanks Mark.....I am looking into it.....> >
> > > > > > Anthony> >
> > ----- Original Message ----- > >
> > From: MarkF2 > > >
> To: amibroker@xxxxxxxxxxxxxxx > > >
> Sent: Tuesday, June 17, 2003 3:20 PM> >
> > Subject: [amibroker] Re: Trendline with
Degree output> > > > > >
> > > > > > Anthony-
really nice, but I think there's a bug > somewhere. > >
> Comparing> > > > QQQ
with NDX, I got slopes of 4 and 72 degrees > respectively, >
> even> > > > though both
trendlines were 27 days and the slopes looked > the > >
> same.> > > > > >
> > Mark> > > >
> > > > --- In
amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" > > >
<ajf1111@xxxx>> > > >
wrote:> > > > > //Automatic Support
Trendline With Degrees> > > > >
> > > > > //Anthony Faragasso,
2003> > > > > > >
> > > x = Cum(1);> >
> > > > > >
> > per =Param("Percent",2,0.01,3,0.01);// Sensitivity
> setting> > > > > >
> > > > s1=L;//Array> >
> > > > > >
> > EndValue1 = LastValue( Trough( s1, per, 1 ) );>
> > > > > > >
> > startvalue = LastValue( Trough( s1, per, 2 ) );>
> > > > > > >
> > endbar = LastValue( ValueWhen( s1 == EndValue1, x, 1
) );> > > > > > >
> > > startbar = LastValue( ValueWhen( s1 ==
startvalue, x, > 1 ) );> > > >
> > > > > > aS =
(EndValue1-startvalue)/(endbar-startbar);> > >
> > > > > > > bS
= EndValue1;> > > > > > >
> > > trendline = aS * ( x -endbar ) +
bS;> > > > > > >
> > >
//-----------------------------------//> > >
> > > > > > >
// Conversion to
Degrees
//> > > > > > >
> > >
//-----------------------------------//> > >
> > > > > > >
pi=4*atan(1);> > > > > >
> > > > time=endbar-startbar;> >
> > > > > >
> > myslope=LinRegSlope(trendline,time);> >
> > > > > >
> > myradian=atan(myslope);> > >
> > > > > > >
mydegree=myradian*(180/PI);//Degrees> > >
> > > > > > >
//-------------------------------------//> > >
> > > > > > >
Plot(C,"close",colorBlack,styleCandle);> > >
> > > > > >
>> > > >
Plot(IIf(x>startbar-5,trendline,-> > >
1e10),"Trendline",colorYellow,styleLine);> > >
> > > > > > >
direction=WriteIf(mydegree >= 0 AND mydegree <= >
0.99,"Flat> > > > >
",WriteIf(mydegree > 0 ,"Rising ",WriteIf(mydegree < > >
> 0 , "Falling ",> > >
> "")));> > > > >
> > > > >
DirectionColor=LastValue(IIf(mydegree >> > >
> 0,colorBrightGreen,IIf(mydegree < 0,> >
> > > colorRed,IIf(mydegree >= 0 AND
mydegree <= > > > 0.99
,colorYellow,Null))));> > > > >
> > > > >
Title=Name()+"..."+Date()+"\n"+"TRENDLINE is> > >
> >
"+EncodeColor(directioncolor)+direction+EncodeColor> >
(colorBlack)> > > +"at> > >
> "+"( "+> > > > >
WriteVal(mydegree,1)+" )"+" Degrees";> > >
> > > > > > >
> > > > > > >
> > > //plotting ( x, y ) grid> >
> > > > > >
> > Plot>
(startbar==x,"",colorRed,styleHistogram|styleOwnScale);> >
> > > > > >
> >
Plot(ValueWhen(startbar==x,Low),"",colorRed,styleLine);> >
> > > > > >
> > //-----------------------------------//> >
> > > > > >
> > // Automatic Anlaysis window Output //> >
> > > > > >
> > //-----------------------------------//> >
> > > > > >
> > // Settings : //> > >
> > > > > > > //
n last quotations and n=1 //> > > >
> > > > > > // explore
//> > > > > > >
> > >
//-----------------------------------//> > >
> > > > > > >
Filter=mydegree > 0 OR mydegree <0;> > >
> > > > > > >
AddColumn(mydegree,"Degree",1);> > > >
> > > > > > > >
> > > > > >
> > > > > > >
---> > > > > Outgoing mail is
certified Virus Free.> > > > >
Checked by AVG anti-virus system > (<A
href="">http://www.grisoft.com).> >
> > > Version: 6.0.489 / Virus Database: 288
- Release Date: > > 6/10/2003> > > >
> > > > > > >
> Yahoo! Groups Sponsor
> > > >
> > > >
> > > > > > > >
> > > > Send BUG REPORTS to
bugs@xxxx> > > > Send SUGGESTIONS to
suggest@xxxx> > > >
-----------------------------------------> > >
> Post AmiQuote-related messages ONLY to: > >
amiquote@xxxxxxxxxxxxxxx> > > > (Web
page: > <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
> > >
--------------------------------------------> > >
> Check group FAQ at: > > > <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > > > > >
> Your use of Yahoo! Groups is subject to the Yahoo! Terms
> of > > > Service. > >
> > > > > > > >
> > ---> > >
> Outgoing mail is certified Virus Free.> >
> > Checked by AVG anti-virus system (<A
href="">http://www.grisoft.com).> >
> > Version: 6.0.489 / Virus Database: 288 -
Release Date: > > 6/10/2003> > > > > >
> > > Yahoo!
Groups Sponsor > >
>
ADVERTISEMENT> >
>
> > > > >
> > > > >
> > > > > Send BUG REPORTS to bugs@xxxx>
> > Send SUGGESTIONS to suggest@xxxx> >
> -----------------------------------------> >
> Post AmiQuote-related messages ONLY to:>
amiquote@xxxxxxxxxxxxxxx > > > (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
> > -------------------------------------------->
> > Check group FAQ at:> > <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html>
> > > > > Your use of Yahoo! Groups is subject
to the Yahoo! Terms of> > Service.> > > > >
> > > > ---> > > Outgoing
mail is certified Virus Free.> > > Checked by AVG
anti-virus system (<A
href="">http://www.grisoft.com).> >
> Version: 6.0.490 / Virus Database: 289 - Release
Date:> 6/16/2003> > > > Send BUG REPORTS to
bugs@xxxx> Send SUGGESTIONS to suggest@xxxx>
-----------------------------------------> Post AmiQuote-related
messages ONLY to: amiquote@xxxxxxxxxxxxxxx > (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
--------------------------------------------> Check group FAQ
at:> <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > Your use of Yahoo! Groups is subject to <A
href="">http://docs.yahoo.com/info/terms/
Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
<BLOCKQUOTE
><FONT
face="Courier New">---Outgoing mail is certified Virus
Free.Checked by AVG anti-virus system (<A
href="">http://www.grisoft.com).Version: 6.0.490
/ Virus Database: 289 - Release Date:
6/16/2003
Yahoo! Groups Sponsor
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 the Yahoo! Terms of Service.
|