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DT: this is just a note to publicly thank you (as many others have
done) for your tireless, helpful, and always stimulating concepts and
code implementations. Your personal folder on my hard drive continues
to fill with "gems", all of which I intend to study in detail as the
time goes along. I have already implemented many helpful indicators,
etc which you have published in the past.
A simple "Thanks" is all this is.......
Ken
-----Original Message-----
From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@xxxxxxxxx]
Sent: Saturday, March 06, 2004 4:50 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] TEMA() periods
Here is an interesting side effect of the Ti3 study.
If we want to replace DEMA with TEMA, what is the proper period ?
When the price goes from 100 to 110 in one day, the DEMA smoother
exceeds the final price for some days and causes a maximum distorsion
MaxDiv.
Let us suppose accepted distorsions between DEMA(5) minimum and DEMA
(50) maximum.
The TEMA periods which would cause a distorsion in the accepted
levels are
// Maximum TEMA distorsion in the range of DEMA5 to DEMA50 distorsions
L1=LastValue(Cum(1));D=100;DD=110;
C0=IIf(Cum(1)>L1-d,dd,d);
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