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Yuki,
I added to your formula
Filter=1;
AddColumn(Highest(EMA(DMI,PDS)),"DMIh");
AddColumn(Lowest(EMA(DMI,PDS)),"DMIl");
AddColumn(Highest(MA(DMI,PDS1)),"TRIGGERh");
AddColumn(Lowest(MA(DMI,PDS1)),"TRIGGERl");
and explored for the n=1 last quotations the whole N100 database from
Jan2000 till now.
No value was found out of the [-100,100] range.
[101*900 different bars]
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxxx> wrote:
> I attach two charts, both displaying DMI as described by Jason:
>
> //Dynamic Momentum Index Tushar Chande Translated to AFL by Jayson
Casavant
> //Cmo5 formula
> CMO5_1=Sum( IIf( C > Ref( C, -1 ) , ( C - Ref( C ,-1 ) ) ,0 ) ,5 ) ;
> CMO5_2=Sum( IIf( C < Ref( C ,-1 ) , ( Ref( C ,-1 ) - C ) ,0 ) ,5 );
> CMO5=DEMA(100 * (( CMO5_1 -CMO5_2) /( CMO5_1+CMO5_2)),3);
>
> //Cmo10 formula
> CMO10_1=Sum( IIf( C > Ref( C, -1 ) , ( C - Ref( C ,-
1 ) ) ,0 ) ,10 ) ;
> CMO10_2=Sum( IIf( C < Ref( C ,-1 ) , ( Ref( C ,-1 ) -
C ) ,0 ) ,10 );
> CMO10=DEMA(100 * (( CMO10_1 -CMO10_2) /( CMO10_1+CMO10_2)),3);
>
> //Cmo20 formula
> CMO20_1=Sum( IIf( C > Ref( C, -1 ) , ( C - Ref( C ,-
1 ) ) ,0 ) ,20 ) ;
> CMO20_2=Sum( IIf( C < Ref( C ,-1 ) , ( Ref( C ,-1 ) -
C ) ,0 ) ,20 );
> CMO20=DEMA(100 * (( CMO20_1 -CMO20_2) /( CMO20_1+CMO20_2)),3);
>
> // dmi formula
> dmi=((StDev(C,5)* CMO5)+(StDev(C,10)* CMO10)+(StDev(C,20)*
> CMO20))/(StDev(C,5)+StDev(C,10)+StDev(C,20));
> pds=Param("Smoothing",3,1,10,1);
> pds1=Param("Trigger Line",5,1,10,1);
>
> Plot(EMA(dmi,pds),"Dynamic Momentum Index",colorDarkGreen,1);
> Plot(MA(dmi,pds1),"trigger",colorRed,1);
>
> Buy=Cross(EMA(dmi,pds),MA(dmi,pds1));// AND Trend;
> Sell=Cross(MA(dmi,pds1),EMA(dmi,pds));// AND NOT (Trend);
> PlotShapes(IIf(Buy,shapeUpArrow,shapeNone) ,colorBrightGreen);
> PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorRed);
>
> What is the difference in these two DMI plots? I simply scrolled
the
> screen one date to the right.
>
> I have this problem with several stocks, but the date that the
> indicator goes haywire on is not the same for any of them. I also
> cannot find anything wrong with the data on the date that the
> indicator goes nuts. It is data that is right in line with both
> price and volume, not extraordinary in any way. But the indicator
> becomes worthless, suddenly.
>
> Can anyone clue me in here?
>
> Yuki
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