[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: AmiBroker - Data Source QP2 vs TC2000



PureBytes Links

Trading Reference Links

Thanks Tomasz (and all you others). Your result is VERY similar to the one
suggested by Stephane:

Plot(ROC(Fish+10,1), "Fisher", colorRed);

(but not exactly the same).

Steve





----- Original Message ----- 
From: "Tomasz Janeczko" <amibroker@xxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, April 02, 2004 7:03 PM
Subject: Re: [amibroker] Fisher Question - TJ?


> Hello,
>
> You have to use DOLLAR (not percent) rate of change which is equal to one
day momentum
>
> Array - Ref( Array, -1 );
>
> So you should use:
>
> Plot( 10 * ( Fish - Ref(Fish, - 1)), "10*Mom(Fish)", colorRed);
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message ----- 
> From: "Steve Almond" <steve2@xxxxxxxxxxxxxxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Friday, April 02, 2004 1:55 PM
> Subject: [amibroker] Fisher Question - TJ?
>
>
> > This AFL (below) provides the first two curves of the Fisher Transform.
> > According to John Ehlers we should also look at the ROC of 'fish'. See
here:
> >
> > http://www.mesasoftware.com/Fisher.doc
> >
> > When I try to do this using:
> >
> > plot(ROC(Fish,1),"ROC",1,1);
> >
> > I get a strange line, not at all like Ehlers'.
> >
> > Here is the metastock version:
> >
> > http://www.equis.com/Support/TASCArticles/ViewArticle.aspx?Id=37
> >
> > Can anyone help me sort my ROC?
> >
> > Steve
> >
> >
> > ----- Original Message ----- 
> > From: "Tomasz Janeczko" <amibroker@xxxxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Wednesday, March 24, 2004 12:50 AM
> > Subject: Re: [amibroker] TRANSLATION OF AN EASY LANGUAGE FORMULA
> >
> >
> > > Hello,
> > >
> > > Translated code:
> > >
> > > Price= ((H+L)/2);
> > > Len=10;
> > >
> > > MaxH=HHV(Price,Len);
> > > MinL=LLV(Price,Len);
> > > Value1=AMA( 2*((Price-MinL)/(MaxH-MinL)-.5), 0.5 );
> > > Value1 = Min( Value1, 0.9999 );
> > > Value1 = Max( Value1, -0.9999 );
> > > Fish= AMA2( 0.25*log((1+Value1)/(1-Value1)), 1, 0.5 );
> > >
> > > Plot(Fish, "Fisher", colorRed);
> > > Plot( Ref(Fish,-1), "Trigger",colorBlue);
> > >
> > >
> > > Best regards,
> > > Tomasz Janeczko
> > > amibroker.com
> > > ----- Original Message ----- 
> > > From: "renilange" <reni.lange@xxxxxxxx>
> > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > Sent: Wednesday, March 24, 2004 12:25 AM
> > > Subject: [amibroker] TRANSLATION OF AN EASY LANGUAGE FORMULA
> > >
> > >
> > > > Could somebody translate this ELA formula in AFL??
> > > > It is a really great indicator,called Fisher Transform, I saw it
> > > > work by a friend of mine using Tradestation.
> > > > It is really worth to translate it!
> > > >
> > > > Thxs. Reni
> > > >
> > > > Inputs:    Price((H+L)/2),
> > > >            Len(10);
> > > >
> > > > Vars:      MaxH(0),
> > > >            MinL(0),
> > > >            Fish(0);
> > > > MaxH=Highest(Price,Len);
> > > > MinL=Lowest(Price,Len);
> > > > Value1=.5*2*((Price-MinL)/(MaxH-MinL)-.5)
> > > >   + .5*Value1[1];
> > > > If Value1> .9999 then Value1 = .9999;
> > > > If Value1< .9999 then Value1 = -.9999;
> > > > Fish= 0.25*Log((1+Value1)/(1-Value1)) + 5* Fish[1];
> > > >
> > > > Plot1 (Fish, "Fisher");
> > > > Plot2(Fish[1], "Trigger");
> > > >
> > > >
> > > >
> > > >
> > > > 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
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > >
> > >
> > > 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
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> >
> >
> >
> >
> > 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
> >
> >
> >
> >
> >
> >
>
>
>
> 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
>
>
>
>
>
>
>



------------------------ 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/