|
PureBytes Links
Trading Reference Links
|
Anthony,
thank you for the example. It gives a Fibonacci style in the
investigation of "a"[I do not see any specific reason for this]
In
http://groups.yahoo.com/group/amibroker/message/59834
I try to find the "a" range [Jayson names it with "s"] based in more
realistic arguments.
[I ask the MaxDiv3 between the respective MaxDivs od DEMA and TEMA
smoothers, in order to avoid probable oscillation]
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@xxxx>
wrote:
> Dimitri,
>
> Here is a copy of T3 picked up from the list.
>
> function T3(a, iCounter)
>
> {
>
> local n;
>
> global strN;
>
> global iColor;
>
> global iStyle;
>
> if (icounter == 1)
>
> { n = 3;
>
> iColor = colorGreen;
>
> iStyle = styleThick; }
>
> else if (icounter == 2)
>
> { n = 5;
>
> iColor = colorBlue;
>
> iStyle = styleThick; }
>
> else if (icounter == 3)
>
> { n = 8;
>
> iColor = colorViolet;
>
> iStyle = styleThick; }
>
> else if (icounter == 4)
>
> { n = 13;
>
> iColor = colorGold;
>
> iStyle = styleThick; }
>
> else if (icounter == 5)
>
> { n = 21;
>
> iColor = colorOrange;
>
> iStyle = styleThick; }
>
> else
>
> { n = 34;
>
> iColor = colorRed;
>
> iStyle = styleDots; }
>
> alpha = 2/(n + 1);
>
> e1 = EMA(Close, n);
>
> e2 = EMA (e1, n);
>
> e3 = EMA (e2, n);
>
> e4 = EMA (e3, n);
>
> e5 = EMA (e4, n);
>
> e6 = EMA (e5, n);
>
> TTT = -a^3 * e6 + (3 * a^2 +3 * a^3) * e5 + (-6 * a^2 - 3 * a - 3 *
>
> a^3) * e4 + (1 + 3 * a + a^3 + 3 * a^2) * e3;
>
> strN = NumToStr(n, 1.0,False);
>
> return TTT;
>
> }
>
> for (i = 1; i <= 6; i++)
>
> {
>
> a = Optimize("a",0.7,0.382,1.618,0.382);;//Hot Button
>
> Plot(T3(a,i),"T3(" + strN + ")",iColor, iStyle);
>
> }
>
> Plot(C,"Close", 1, 65);
>
> Plot(O,"Open", 1, styleNoDraw);
>
>
>
> Anthony
>
> ----- Original Message -----
> From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, March 04, 2004 4:43 AM
> Subject: [amibroker] A Ti3 crash test
>
>
> Let us suppose a stock goes from 100 to 110 in one day.
> We shall examine the response of DEMA, TEMA and Ti3 averages.
> These smoothers catch the new price in some days, then go higher and
> find again [asymptotically] the final price.
> For a given DEMA/TEMA period we may calibrate the Ti3 period to
> obtain the same Maximum Divergence from the final price.
> EXAMPLE
> For DEMA/TEMA period=20, we need Ti3 periods x=4 and x=7
> respectively to avoid exceeding the DEMA/TEMA MaxDiv.
>
> // Ti3 crash test and Maximum Divergence, by D. Tsokakis, March 2004
> function T3(price,periods)//According to Jayson´s message 59811
> {
> s = 0.83;
> e1=EMA(price,periods);
> e2=EMA(e1,Periods);
> e3=EMA(e2,Periods);
> e4=EMA(e3,Periods);
> e5=EMA(e4,Periods);
> e6=EMA(e5,Periods);
> c1=-s*s*s;
> c2=3*s*s+3*s*s*s;
> c3=-6*s*s-3*s-3*s*s*s;
> c4=1+3*s+s*s*s+3*s*s;
> Ti3=c1*e6+c2*e5+c3*e4+c4*e3;
> return ti3;
> }
> L1=LastValue(Cum(1));D=100;DD=110;
> C1=IIf(Cum(1)<L1-D,D,DD);
> Plot(C1,"\nCLOSE",1,8);
> PERIOD=20;
> S1=DEMA(C1,PERIOD);
> S2=TEMA(C1,PERIOD);
> X=Param("X",3,3,20,1);
> Ti3=T3(C1,X);
> //The maximum divergence
> Div1=100*(s1-C1)/LastValue(C1);MaxDiv1=LastValue(Highest(Div1));
> Div2=100*(s2-C1)/LastValue(C1);MaxDiv2=LastValue(Highest(Div2));
> Div3=100*(Ti3-C1)/LastValue(C1);MaxDiv3=LastValue(Highest(Div3));
> Plot(S1,"\nDEMA",colorRed,1);
> Plot(S2,"\nTEMA",colorBrightGreen,1);
> Plot(Ti3,"\nT3",colorBlue,1);
> z=WriteVal(period,1.0);
> Title="Maximum Divergence for \nDEMA("+z+") ="+WriteVal(MaxDiv1,1.2)
> +"%"+"\nTEMA("+z+")="+WriteVal(Maxdiv2,1.2)+"%"+"\n Ti3
("+WriteVal
> (x,1.0)+")="+WriteVal(maxDiv3,1.2)+"%";
>
>
>
>
> Send BUG REPORTS to bugs@xxxx
> Send SUGGESTIONS to suggest@xxxx
> -----------------------------------------
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> --------------------------------------------
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
>
>
>
>
>
>
>
> ---
> Outgoing mail is certified Virus Free.
> Checked by AVG anti-virus system (http://www.grisoft.com).
> Version: 6.0.583 / Virus Database: 369 - Release Date: 2/10/2004
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|