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FWIW
[It's sloooow because AIQ calcs EMA's recursively]-Bob
<FONT face=Tahoma
size=2>-----Original Message-----From: Richard Denning
[mailto:richard.denning@xxxxxxxxxxxxx]Sent: Tuesday, March 30, 2004
12:07 AMTo: aiq-eds@xxxxxxxxxxxxxxxSubject: Re: [aiq-eds]
Trend Quality Indicator
The oscillator is the
Q-indicator.
You could plot this by adding
the Q-indicator to the chart but the
indicators do not work very well in AIQ due to the complexity of the
computations and this causes the computer to seem like it is frozen when in fact
it just takes a very long time for the indicators to compute. So the indicators
do not work very well in AIQ and can't be used to flip through charts due to the
time to compute each indicator. Maybe someone can determine how to make this
work faster in AIQ. The part that seems to slow down the calculation the most is
the length of the averaging used on the NOISE UDF. I asked the author re the
importance of using such a long length for the NOISE calculation and he
replied:
n is averaging period of Noise and choosing
its value is not very essential, the common recommendation is: as
much as time span or number of extra points allows. For example, in
short- and minor intermediate terms you can apply n about 1 year, in
intermediate and long terms 2 - 3 years.
If you need to contact the author for more
information, his email address is <A
href="">das@xxxxxxxxxxx
I have attached my EDS file and a chart
showing the Q-Indicator plotted on CTXS to 5/2/03.<FONT face=Arial
color=#0000ff size=2>
<FONT
face="Times New Roman" color=#000000 size=3>------
TREND
QUALITY INDICATOR by David Sepiahvilli (TASC Apr 2004)!Coded by Rich
Denning 2/09/04
m is
4.n is 250.c is 2.
LPF1
is expavg([close],7).LPF2 is expavg([close],15).Diff is LPF1 -
LPF2.Reversal if Diff > 0 and valresult(Diff,1) <=
0.
HD is Hasdatafor(2000).Periods is scanany(Reversal, HD,0) then
offsettodate(month(),day(),year()).
Date is scanany(Reversal, HD,0).DC is [close] - val([close],1).CPC
is simpleavg(DC,^Periods,0) * ^Periods. Trend is
expavg(CPC,min(m,^Periods)).DT is CPC - TREND.NOISE is c *
simpleavg(abs(DT),n). QIND is TREND / NOISE.
List
if Symbol()="CTXS".
<SPAN
class=855402501-31032004>-------
Rich Denning
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=markbreiterz@xxxxxxxxxxx
href="">marrkbrieterz
To: <A title=aiq-eds@xxxxxxxxxxxxxxx
href="">aiq-eds@xxxxxxxxxxxxxxx
Sent: Monday, March 29, 2004 12:33
PM
Subject: [aiq-eds] Trend Quality
Indicator
In the April 2004 Issue of Tech.Analysis of Stocks and
Commodities there is an article on the Trend-Quality Indicator. In the
back of the magazine Rich Denning (tip of my hat to you!) had wrote the
AIQ code for it. The one thing I do not understand is what oscilator
to use with it. The other examples for other programs show what one was
used, but there was no illustration for AIQ.<SPAN
class=855402501-31032004><FONT face=Arial color=#0000ff
size=2> ...
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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Attachment:
CTXS Q-Ind.gif
Attachment:
Description: "Description: GIF image"
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