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Hi Jayson,
Maybe Tomasz can crack this?
Yuki
Thursday, August 7, 2003, 12:50:33 AM, you wrote:
J> I am just getting back from watching the Tennis Master tournament up in
J> Montreal so am a bit bogged down here. The code I posted was simply
J> translated from MS....... I will try to figure it out later in the day. I
J> qouls have guessed that DT was on the right path I will experiment with the
J> smoothing.......
J> Regards,
J> Jayson
J> -----Original Message-----
J> From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@xxxxxxxxx]
J> Sent: Wednesday, August 06, 2003 7:15 AM
J> To: amibroker@xxxxxxxxxxxxxxx
J> Subject: [amibroker] Re: DMI problem
J> It is strange.
J> The huge dmi in
J> dmi=((StDev(C,5)* CMO5)+(StDev(C,10)* CMO10)+(StDev(C,20)*CMO20))/
J> (StDev(C,5)+StDev(C,10)+StDev(C,20));
J> is not because of some very small denominator [usual reason], but is
J> due to a huge numerator.
J> In this numerator, the huge is the CMO5 and in
J> CMO5=DEMA(100 * (( CMO5_1 -CMO5_2) /( CMO5_1+CMO5_2)),3);
J> we do not have very small denominator, the whole 100 * (( CMO5_1 -
J> CMO5_2) /( CMO5_1+CMO5_2)) is cool, the DEMA(...,3) makes the huge
J> value.
J> You should cancel CMO5 from the formula, or limit it in the [-
J> 100,100] interval.
J> So, replace the first lines with
J> //Cmo5 formula
J> CMO5_1=Sum( IIf( C > Ref( C, -1 ) , ( C - Ref( C ,-1 ) ) ,0 ) ,5 ) ;
J> CMO5_2=Sum( IIf( C < Ref( C ,-1 ) , ( Ref( C ,-1 ) - C ) ,0 ) ,5 );
J> CMO5=DEMA(100 * (( CMO5_1 -CMO5_2) /( CMO5_1+CMO5_2)),3);
J> CMO5=IIf(CMO5>100,99,CMO5);
J> CMO5=IIf(CMO5<-100,-99,CMO5);
J> //Cmo10 formula
J> CMO10_1=Sum( IIf( C > Ref( C, -1 ) , ( C - Ref( C ,-1 ) ) ,0 ) ,10 ) ;
J> CMO10_2=Sum( IIf( C < Ref( C ,-1 ) , ( Ref( C ,-1 ) - C ) ,0 ) ,10 );
J> CMO10=DEMA(100 * (( CMO10_1 -CMO10_2) /( CMO10_1+CMO10_2)),3);
J> CMO10=IIf(CMO10>100,99,CMO10);
J> CMO10=IIf(CMO10<-100,-99,CMO10);
J> //Cmo20 formula
J> CMO20_1=Sum( IIf( C > Ref( C, -1 ) , ( C - Ref( C ,-1 ) ) ,0 ) ,20 ) ;
J> CMO20_2=Sum( IIf( C < Ref( C ,-1 ) , ( Ref( C ,-1 ) - C ) ,0 ) ,20 );
J> CMO20=DEMA(100 * (( CMO20_1 -CMO20_2) /( CMO20_1+CMO20_2)),3);
J> CMO20=IIf(CMO20>100,99,CMO20);
J> CMO20=IIf(CMO20<-100,-99,CMO20);
J> Now we have just a few problems with 8308, 5406 and 1861.
J> I noticed that there are also some EMA(dmi,pds) {empty} values !!!!!!!
J> I give up, Jason should look at the formula again !!!
J> Dimitris Tsokakis
J> --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
J> wrote:
>> I run the same for the ^N225 database and [!!] many examples
J> appeared.
>> Let me search please and revert.
>> Dimitris Tsokakis
>> --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
J> <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
J> 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
J> 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
J> indicator
>> > > becomes worthless, suddenly.
>> > >
>> > > Can anyone clue me in here?
>> > >
>> > > Yuki
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