[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: DMI problem



PureBytes Links

Trading Reference Links

I run the same for the ^N225 database and [!!] many examples appeared.
Let me search please and revert.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx> 
wrote:
> 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


------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for Your HP, Epson, Canon or Lexmark
Printer at Myinks.com. Free s/h on orders $50 or more to the US & Canada. http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/l.m7sD/LIdGAA/qnsNAA/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/