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Hey Jayson, you should have said something earlier. I was also in
Montreal this weekend. We could have done some TA in between sets ;)
Which games did you watch ? Crappy weather eh ?
HB
--- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:
> 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
> -----Original Message-----
> From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
> Sent: Wednesday, August 06, 2003 7:15 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: DMI problem
>
>
> It is strange.
> The huge dmi in
> dmi=((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 in
> CMO5=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 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);
> CMO5=IIf(CMO5>100,99,CMO5);
> CMO5=IIf(CMO5<-100,-99,CMO5);
> //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);
> CMO10=IIf(CMO10>100,99,CMO10);
> CMO10=IIf(CMO10<-100,-99,CMO10);
>
> //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);
> 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?
> > > >
> > > > Yuki
>
>
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