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Since DEMA exceeds the price for some bars, a distorsion is
introduced in the shape of the DEMA line.
This is the vulnerable spot of many Ti3 averages, they tend to
oscillate and, for non proper parameters, they will give
unrealistic results.
We may narrow the Ti3 distorsion in accepted levels.
The following example will limit the Ti3 distorsion between the DEMA5
[minimum] and the DEMA20[maximum] distorsion levels.
// Maximum Ti3 distorsion in the range of DEMA5 to DEMA20 distorsions
L1=LastValue(Cum(1));D=100;DD=110;
C0=IIf(Cum(1)>L1-d,dd,d);
Plot(C0,"\nCLOSE",1,8);
PERIOD1=5;
PERIOD2=20;
S2=DEMA(C0,PERIOD2);
S1=DEMA(C0,PERIOD1);
Div1=100*(s1-C0)/LastValue(C0);MaxDiv1=LastValue(Highest(Div1));
Div2=100*(s2-C0)/LastValue(C0);MaxDiv2=LastValue(Highest(Div2));
Plot(S1,"",colorRed,8);z2=WriteVal(period2,1.0);z1=WriteVal
(period1,1.0);
Plot(S2,"",colorBrightGreen,8);
Title="Max Div for DEMA("+z1+") ="+WriteVal(MaxDiv1,1.2)
+"%"+", DEMA("+Z2+")="+WriteVal(Maxdiv2,1.2)+"%"+"\nThe parameter S
should be";
//the Ti3 function
function T3(price,periods,s)
{
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;
}
//the S_range procedure
procedure S_range(x)
{
k=0;smin=0;step=0.01;
for(s=0.5;s<1.5;s=s+step)
{
Ti3=T3(C0,X,s);
Div3=100*(Ti3-C0)/LastValue(C0);MaxDiv3=LastValue(Highest(Div3));
if(MaxDiv3>=MaxDiv1 AND MaxDiv3<=MaxDiv2)
{
Plot(Ti3,"\nT3",colorLightBlue,1);
k=k+1;
smin=smin+IIf(k==1,s,0);
}
}
smax=smin+(k-1)*step;
Title=Title+"\nfor Ti3("+WriteVal(x,1.0)+") from "+WriteVal(smin,1.2)
+" to "+WriteVal(smax,1.2);
}
//Application
for(x=PERIOD1;x<=PERIOD2;x=x+5)
{
S_range(x);
}
Title=Title+"\n\nSpecific application";
//Specific application
S_range(16);
Dimitris Tsokakis
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