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In the T3 afl function in the AB library there is a line of code
alpha = 2/(n + 1);
in there, but it doesn't do anything. Anyone know why it's in there?
Gernot
--- In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill" <dmerrill@xxxx>
wrote:
> 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? what
> 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
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