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--- In amibroker@xxxxxxxxxxxxxxx, "CedarCreekTrading" <kernish@xxxx>
wrote:
> "I'm confused about t3 though."
>
> T3 is a Tim Tillson indicator (see the byline in the article).
Although,
> Tim and Jurik live in the same state, Colorado, and are both
> engineers...they are not research partners. As Tim will readily
admit:
> faster in not necessarily better. Tim, along with his research
partner,
> Dave Chamness are part of a group that meets a couple of times a
month in
> Ft. Collins. Without mentioning any other names, many members in
this group
> trade, and trade hard, on a day to day basis. Almost all are
double or
> triple degreed engineers and I have yet to find any core group that
can
> "whip and beat" numbers like they can.
>
> Plus, they all like to drink beer. On the other hand, I not sure
that Jurik
> has ever traded an issue in his life. I think I heard him admit
that once
> or twice. Also, I can't say if he likes to drink beer.
Steve,
Some people look for business only.
Some people say "Let us see if..."
Some people do not say "thank you".
[Perhaps they never say "thank you"]
Do you expect to drink [and enjoy] some cold beer ?
Anyway, avoid ...trading this expectation.
Just charge me for the next bottle !!
Cheers.
Dimitris Tsokakis
>
> Take care,
>
> Steve
> ----- Original Message -----
> From: "Dave Merrill" <dmerrill@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, September 01, 2003 11:36 AM
> Subject: RE: [amibroker] Jurik enhanced indicators
>
>
> > hi herman, thanks for the feedback.
> >
> > my understanding is that the lack of lag in the jurik stuff makes
drop-in
> > replacement not necessarily a good idea. depending on how your
system
> works,
> > you might need to optimize, maybe even redesign, to make good use
of them.
> > for example, they say that lag is an important part of the MACD
mechanism,
> > so replacing all the EMAs in it with JMA is a bad idea; replacing
only the
> > fast one is better (not sure about the signal one). would you
think this
> > concern might apply to the tests you did?
> >
> > I'm confused about t3 though. I looked at the AFL version by Dale
> Butkowski,
> > and as a trading system, as written, it didn't appear to perform
well at
> > all. tons of trades, minimal accuracy, almost no significant
gains since
> > '92. is there more than one AFL version? is this the same
indicator your
> DLL
> > does?
> >
> > while I've got you, tell me about hbEquity. are there any docs
for it? wha
> t
> > does it provide that AB's native Equity() function doesn't?
> >
> > thanks,
> >
> > dave
> >
> > > The problem with Jurik is that the product is so "well-guarded"
that you
> > > can't evaluate it. If you have a specific application you might
> > > try to find
> > > somebody who can run your code on their machine w/jurik stuff,
to see if
> > > your code performs better using Jurik functions. I managed to
do that
> and
> > > found that in my particular system/application (it may be
different in
> > > others) it didn't even come close to the simple hbt3a(). BTW,
the
> > > hbt3a() is
> > > a DLL for the T3 published in TASC, nothing secret or magical
> > > about it - it
> > > is also in the AB library in pure afl.
> > >
> > > best regards,
> > > herman
> > >
> >
> > > has anyone tried Jurik's enhanced indicator functions? if so,
what did
> you
> > > think?
> > >
> > > they're pricey for sure, relative to AB especially, but do look
> > > interesting.
> > > if they really solve some of the the things they say they do,
that'd be
> > > great, but that goes for a lot of stuff (:-). I've looked in
the list
> > > archive, and didn't find anyone singing their praises, but just
> > > thought I'd
> > > ask. (in fact, that's how I found out about Herman's HBT3A, was
archive
> > > posts about the Jurik stuff.)
> > >
> > > link is here, if you're interested:
> > > http://www.jurikres.com/catalog/catalog.htm#technical
> > >
> > > thanks,
> > >
> > > Dave Merrill
> >
> >
> >
> > Send BUG REPORTS to bugs@xxxx
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