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It may plot as a moving average but it may
also be an approach to calculating a value; say of a short term
relative strength number that matches
some news letter. I used a similiar approach but
longer term to develop a position score for a AB AA backtesting..
and the constant 22 maybe to offset the calc value so it m<FONT
face=Arial size=2>atches some published score or RS ranking. Some has
been written about calculating QRS or RS from IBD(how do they get their
number?) in the forum.
JOE
<BLOCKQUOTE dir=ltr
>
----- Original Message -----
<DIV
>From:
Rick Osborn
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, March 31, 2004 12:31
PM
Subject: Re: [amibroker] Can you identify
this formula?
Thanks Jason
Then I presume the second formula gives
us
x = ema(C,2);
Rick
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=jcasavant@xxxxxxxxxxx
href="">Jayson
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, March 31, 2004 12:33
PM
Subject: RE: [amibroker] Can you
identify this formula?
<FONT face=Arial color=#0000ff
size=2>Rick,
<FONT face=Arial color=#0000ff
size=2>
It
plots as is...... it appears to be an 8 bar ema of close.. have look, you
can adjust the blue line with param. Makes us really appreciate the work TJ
has done to give us simply..
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>x= ema(c,8);
Regards,
Jayson
<FONT
color=#282828 size=2>
Value = <FONT
face=Arial>22.2222 *
C<FONT
color=#0000ff> + 17.284
* Ref(<FONT
size=2>C<FONT
size=2>,-1) + <FONT
size=2>13.4431 * Ref<FONT
size=2>(C<FONT
face=Arial>,-<FONT
size=2>2<FONT face=Arial
color=#0000ff>) +
10.4557<FONT
face=Arial> * <FONT
size=2>Ref(<FONT
size=2>C<FONT
size=2>,-3) + <FONT
size=2>8.1322 * Ref<FONT
size=2>(C<FONT
face=Arial>,-<FONT
size=2>4) + 6.3251<FONT
size=2> * Ref(<FONT
size=2>C<FONT
size=2>,-5<FONT color=#282828
size=2>) + <FONT
color=#ff00ff size=2>
4.9195<FONT
face=Arial> * <FONT
size=2>Ref(<FONT
size=2>C<FONT
size=2>,-6) + <FONT
size=2>3.8263 * Ref<FONT
size=2>(C<FONT
face=Arial>,-<FONT
size=2>7) + 2.976<FONT
size=2> * Ref(<FONT
size=2>C<FONT
size=2>,-8) + <FONT
size=2>2.3147
* <FONT
color=#0000ff>Ref(<FONT
size=2>C<FONT
size=2>,-9) + <FONT
size=2>1.8003 * Ref<FONT
size=2>(C<FONT
face=Arial>,-<FONT
size=2>10) + 1.4002<FONT
size=2> * Ref(<FONT
size=2>C<FONT
size=2>,-11) + <FONT
size=2>1.0891 * <FONT
face=Arial color=#0000ff>Ref
(<FONT
face=Arial color=#0000ff>C<FONT
color=#0000ff>,-12) +
.8471 * Ref(<FONT
size=2>C<FONT
size=2>,-13) + .6588 * <FONT
size=2>Ref(<FONT
size=2>C<FONT
size=2>,-14) + .5124 * <FONT
size=2>Ref(<FONT
size=2>C<FONT face=Arial
color=#0000ff>,-
15<FONT
color=#0000ff>) + .3985 * Ref<FONT
size=2>(C<FONT
face=Arial>,-<FONT
size=2>16) + .31 * Ref<FONT
size=2>(C<FONT
face=Arial>,-<FONT
size=2>17) + .2411 * Ref<FONT
size=2>(C<FONT
face=Arial>,-<FONT
size=2>18<FONT face=Arial
color=#0000ff>)
+ .1875 * <FONT
face=Arial>Ref<FONT
size=2>(C<FONT
face=Arial>,-<FONT
size=2>19) + .1458 * Ref<FONT
size=2>(C<FONT
face=Arial>,-<FONT
size=2>20) + .1134 * Ref<FONT
size=2>(C<FONT
face=Arial>,-<FONT
size=2>21<FONT face=Arial
color=#0000ff>)
+ .0882 * <FONT
face=Arial>Ref<FONT
size=2>(C<FONT
face=Arial>,-<FONT
size=2>22) + .0686 * Ref<FONT
size=2>(C<FONT
face=Arial>,-<FONT
size=2>23) + .0534 * Ref<FONT
size=2>(C<FONT
face=Arial>,-<FONT
size=2>24<FONT face=Arial
color=#0000ff>)
+ .0415 * <FONT
face=Arial>Ref<FONT
size=2>(C<FONT
face=Arial>,-<FONT
size=2>25) + .1453 * Ref<FONT
size=2>(C<FONT
face=Arial>,-<FONT
size=2>26<FONT face=Arial
color=#0000ff>);
Plot<FONT color=#282828
size=2>(Value/100<FONT
color=#282828 size=2>,""<FONT
color=#282828 size=2>,4<FONT
color=#282828 size=2>,1<FONT
color=#282828 size=2>);<FONT
color=#0000ff size=2>
Plot<FONT color=#282828
size=2>(C<FONT
color=#282828 size=2>,""<FONT
color=#282828 size=2>,5<FONT
color=#282828 size=2>,1<FONT
color=#282828 size=2>);
x=<FONT
color=#0000ff>Param(<FONT
size=2>"smooth",5<FONT
size=2>,0,<FONT
size=2>10,<FONT
size=2>1<FONT face=Arial
color=#0000ff>);
Plot<FONT color=#282828
size=2>(EMA<FONT color=#282828
size=2>(C<FONT
color=#282828 size=2>,x),""<FONT
color=#282828 size=2>,<FONT
size=2>colorBlue<FONT
face=Arial>);
<FONT face=Tahoma
size=2>-----Original Message-----From: ricko8294_98
[mailto:ricko@xxxxxxxxxx]Sent: Wednesday, March 31, 2004 12:18
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
Can you identify this formula?I recently came
across the following formula, and other than some type of weighted
moving average, I can't identify it. Anybody have any ideas?
Is there an AFL equivalent?Value = 22.2222 * C + 17.284 * Ref(C,-1)
+ 13.4431 * Ref(C,-2) + 10.4557 * Ref(C,-3) + 8.1322 * Ref(C,-4) +
6.3251 * Ref(C,-5) + 4.9195 * Ref(C,-6) + 3.8263 * Ref(C,-7) + 2.976 *
Ref(C,-8) + 2.3147 * Ref(C,-9) + 1.8003 * Ref(C,-10) + 1.4002 *
Ref(C,-11) + 1.0891 * Ref(C,-12) + .8471 * Ref(C,-13) + .6588 *
Ref(C,-14) + .5124 * Ref(C,-15) + .3985 * Ref(C,-16) + .31 * Ref(C,-17)
+ .2411 * Ref(C,-18) + .1875 * Ref(C,-19) + .1458 * Ref(C,-20) + .1134 *
Ref(C,-21) + .0882 * Ref(C,-22) + .0686 * Ref(C,-23) + .0534 *
Ref(C,-24) + .0415 * Ref(C,-25) + .1453 * Ref(C,-26); The
initial constant(22.2222)is also a mystery, however each successive
constant seems to be 7/9ths of the previous one.or this
one?Value2 = 66.6667 * C + 22.2222 * Ref(C,-1) + 7.4074 * Ref(C,-2)
+ 2.4691 * Ref(C,-3) + .823 * Ref(C,-4) + .2743 * Ref(C,-5) + .1372 *
Ref(C,-6);where the successive constants are 1/3 of the previous
one.Any insights would be
appreciatedThanksRickSend BUG REPORTS to
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