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I am
just getting back from watching the Tennis Master tournament up in Montreal so
am a bit bogged down here. The code I posted was simply translated from
MS....... I will try to figure it out later in the day. I qouls have guessed
that DT was on the right path I will experiment with the
smoothing.......
Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: DIMITRIS TSOKAKIS
[mailto:TSOKAKIS@xxxxxxxxx]Sent: Wednesday, August 06, 2003 7:15
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
DMI problemIt is strange.The huge dmi
indmi=((StDev(C,5)* CMO5)+(StDev(C,10)*
CMO10)+(StDev(C,20)*CMO20))/(StDev(C,5)+StDev(C,10)+StDev(C,20));is not
because of some very small denominator [usual reason], but is due to a huge
numerator.In this numerator, the huge is the CMO5 and inCMO5=DEMA(100 *
(( CMO5_1 -CMO5_2) /( CMO5_1+CMO5_2)),3);we do not have very small
denominator, the whole 100 * (( CMO5_1 -CMO5_2) /( CMO5_1+CMO5_2)) is cool,
the DEMA(...,3) makes the huge value.You should cancel CMO5 from the
formula, or limit it in the [-100,100] interval.So, replace the first
lines with//Cmo5 formulaCMO5_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);CMO5=IIf(CMO5>100,99,CMO5);CMO5=IIf(CMO5<-100,-99,CMO5);//Cmo10
formulaCMO10_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);CMO10=IIf(CMO10>100,99,CMO10);CMO10=IIf(CMO10<-100,-99,CMO10);//Cmo20
formulaCMO20_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);CMO20=IIf(CMO20>100,99,CMO20);CMO20=IIf(CMO20<-100,-99,CMO20);Now
we have just a few problems with 8308, 5406 and 1861.I noticed that there
are also some EMA(dmi,pds) {empty} values !!!!!!!I give up, Jason should
look at the formula again !!!Dimitris Tsokakis--- In
amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:> 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?> > > > >
> YukiSend
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