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Thank you for the interesting hint.
I [hope I] will revert...
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "gerryjoz" <gerryj@xxxx> wrote:
> Dimitris,
> An interesting idea.
> i had been playing with the idea of detrending data to look at
> patterns. i tried a two way EMA of prices -- going forward and
> backwards, averaging the two values, and dividing the price by the
> result. Another alternative could be to somehow incorporate the
> linear regression slope for the whole period.
> Something like the following....hope it's useful..the sawtooth
> oscillator can work on ordinary data. It looks better without the
> detrend graph, but to all intents and purposes, the oscillator
shows
> the same fluctuations with the ordinary data as the 'detrended'. My
> boundary conditions need some work. I'll be interested to see
where
> you go with your idea.
>
> /*sawtooth osc.detrended*/
> /*detrend*/
> EnableScript("VBScript");
> <% Close = AFL("close")
> dt=Close
> ub=UBound(dt)
> for i = 0 to UBound (dt )
> if i=0 then dt(i)=dt(i)end if
> if i=ub then dt(i)=dt(i)end if
> if ((i>0) AND (I<ub))then
> alpha=ub+1
> x=(alpha-2)/alpha
> y=2/alpha
> Ci1=dt(i-1)
> dt(i)=((ci1*x) + dt(i)*y)
> end if
> Close(i)=Close(i)/dt(i)
> next
> AFL("dtClose1") = Close
> Close = AFL("close")
> dt=Close
> ub=UBound(dt)
> i=ub
> while(i>-1)
> if i=0 then dt(i)=dt(i)end if
> if i=ub then dt(i)=dt(i)end if
> if ((i>0) AND (I<ub))then
> alpha=ub+1
> x=(alpha-2)/alpha
> y=2/alpha
> Ci1=dt(i+1)
> dt(i)=((ci1*x) + dt(i)*y)
> end if
> Close(i)=Close(i)/dt(i)
> i=i-1
> wend
> AFL("dtClose2") = Close
> %>
> detrendedClose=(dtClose1+dtClose2)/2;
>
> Graph0=x=detrendedClose;
> /*sawtooth oscillator
> z=z1=6;
> H1=(Max(EMA(C,z),C));L1=(Min(EMA(C,z),C));
> r1=H1-L1;
> C1=abs(C-L1);
> i=EMA((c1)/r1,z1);
> e=.0001;f=.045;
> i=IIf(i>(1-e),1,i);
> i=IIf(i<f,0,i);
> Graph1=i;*/
>
> --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
<TSOKAKIS@xxxx>
> wrote:
> > If we remove the trend successfully, the price chart will be
> > transformed into an oscillator.
> > Something is coming from the corner, stay tuned !!
> > Dimitris Tsokakis
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