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Dimitris
Thanks for all you share with the rest of
us.
I would like to refer you back to your posting when
you looked for the maximum divergence for Ti3 compared to DEMA and TEMA. I
want to make sure I am looking at the correct things and I would appreciate your
patience in this regard.
I note, for example that both DEMA and TEMA (and
Ti3 for that matter) require several (and different number of) bars to jump up
to the new price, but then overshoot, again by differing amounts.
While DEMA is quicker, it also overshoots the most,
and then undershoots the price later on.
TEMA is slower and, while it takes much longer
to fall back to the price, it does not undershoot.
Your Ti3, on the other hand is much quicker and
does not undershoot.
I presume, therefore, that the preferred result is
to find an indicator that is quick to adjust to the new price, and have the
minimum overshoot - and your study determines the minimum and maximum values of
the parameter "s" which optimizes this.
If my thinking is correct, then it would seem that
the "best" value for "s" for a given "period" is the one that responds the
quickest - and overshoots the least. Am I missing anything
here
Thanks again
Rick
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
DIMITRIS
TSOKAKIS
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, April 09, 2004 5:58
AM
Subject: [amibroker] Better news [was Re:
Good news for Ti3() users]- Dimitris....Could it be written
You may have them both://The Ti3
functionfunction
T3(array,p,s){f=2/(p+1);e1=EMA(array,p);e2=EMA(e1,p);e3=EMA(e2,p);e4=EMA(e3,p);e5=EMA(e4,p);e6=EMA(e5,p);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 Ct functionfunction
Ct(array,p,s){f=2/(p+1);e1=EMA(array,p);e2=EMA(e1,p);e3=EMA(e2,p);e4=EMA(e3,p);e5=EMA(e4,p);e6=EMA(e5,p);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;//The
value of tomorrow΄s array that touches its tomorrow΄s
Ti3 =
isarrayt=(1-f)*((c1*f^5+c2*f^4+c3*f^3+c4*f^2)*e1+(c1*f^4+c2*f^3+c3*f^2+c4*f)*e2+(c1*f^3+c2*f^2+c3*f+c4*1)*e3+(c1*f^2+c2*f+c3*1)*e4+(c1*f+c2*1)*e5+c1*e6)/(1-(C1*f^6+C2*f^5+C3*f^4+C4*f^3))
;return
arrayt;}//Applicationarray=C;p=10;s=0.8;Plot(array,"array",1,8);Plot(T3(array,p,s),"Ti3",colorRed,1);Plot(Ct(array,p,s),"Ct",5,1);Note
that you may use any array, Close is just an example.Dimitris
Tsokakis--- In amibroker@xxxxxxxxxxxxxxx, "epintoem" <epintoem@xxxx>
wrote:> the CT> > --- In amibroker@xxxxxxxxxxxxxxx,
"DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx> > wrote:> >
Which one, the Ti3 or the Ct ?> > Dimitris Tsokakis> > ---
In amibroker@xxxxxxxxxxxxxxx, "epintoem" <epintoem@xxxx>
wrote:> > > How difficult would it be to rewrite this as a
> function....because > > it > > > will provide
flexibility for testing...> > > > > > Thanks for
your help> > > > > > > > > --- In
amibroker@xxxxxxxxxxxxxxx, HarveyHP <harveyhp@xxxx> wrote:>
> > > Many thanks for this, Dimitris. Much appreciated.
Sorry to > > > trouble you.> > > > HHP>
> > > ===================> > > > > > >
> At 03:46 AM 06/04/2004, you wrote:> > > > >Here it
is> > > > >> > > > >We may calculate the
value of tomorrow“s Close necessary to > touch> > > >
>tomorrows Ti3 from the code> > > > >> > >
> > p=10;s=0.8;f=2/(p+1);> > > > >//
Ti3> > > > >e1=EMA(C,p);> > > >
>e2=EMA(e1,p);> > > > >e3=EMA(e2,p);> > >
> >e4=EMA(e3,p);> > > > >e5=EMA(e4,p);> >
> > >e6=EMA(e5,p);> > > > >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;> > > > >//The value of
tomorrow“s Close Ct that touches tomorrow“s Ti3 > is> >
> > >Ct=> > > >
>(1-f)*((c1*f^5+c2*f^4+c3*f^3+c4*f^2)*e1+> >
(c1*f^4+c2*f^3+c3*f^2+c4*f)> > > >
>*e2+(c1*f^3+c2*f^2+c3*f+c4*1)*e3+(c1*f^2+c2*f+c3*1)*e4+> >
(c1*f+c2*1)> > > >
>*e5+c1*e6)/(1-(C1*f^6+C2*f^5+C3*f^4+C4*f^3)) ;//relation III> >
> >
>Plot(C,"Close",1,8);Plot(Ti3,"Ti3",4,1);Plot(Ct,"Ct",5,1);> >
> > >> > > > >Dimitris Tsokakis> > >
> >> > > > >--- In amibroker@xxxxxxxxxxxxxxx,
HarveyHP <harveyhp@xxxx> > wrote:> > > > >
> Dimitris,> > > > > > Thank you for checking.
This is strange - perhaps someone > > wise > > >
in> > > > >the ways> > > > > > of
computers can suggest a solution, or even a reason. The >
> > other> > > > >three> > > > >
> .txt files and the .gif I can left-click and open in IE > right
> > > away,> > > > >or> > > >
> > right-click and save to disk with no trouble at all, but no
> > > matter> > > > >what I> > >
> > > do "Ti3next.txt" remains stubborn. When I left-click
there > > is a> > > > >delay,> >
> > > > then "This page cannot be displayed", and attempting to
> right-> > > click> > > > >and>
> > > > > save produces "A connection to the server could not
be> > > > >established", again> > > > >
> after a delay. I have made numerous attempts over three >
> days. > > > Yet> > > >
>this> > > > > > file is only 1 Kb in size while the
other three are 2, 5, > and > > 6 > > >
Kb> > > > >for the> > > > > > .txt
files and 35 Kb. for the .gif.> > > > > > HHP>
> > > > > =============================> > > >
> >> > > > > > At 10:18 AM 05/04/2004, you
wrote:> > > > > > >HHP,> > > > >
> >I just openen all 5 files without problem.> > > >
> > >Dimitris Tsokakis> > > > > > >--- In
amibroker@xxxxxxxxxxxxxxx, HarveyHP <harveyhp@xxxx> > >
> wrote:> > > > > > > > Has anyone else had
difficulty in accessing the> > > > > > >file
"Ti3next.txt"? I made> > > > > > > > several
attempts last night and tonight but get the > > response>
> > > > > >that "A> > > > > > >
> connection to the server could not be established". > The
> > > other> > > > > > >files in
the> > > > > > > > folder were copied with no
problem.> > > > > > > >> > > >
> > > > HHP> > > > > > > >
==========================> > > > > > > >>
> > > > > > > At 03:00 AM 05/04/2004, you wrote:>
> > > > > > > >The statistics were much better than
expected. We can > > say > > > now> >
> > >that> > > > > > >we> > >
> > > > > >can predict the Cross(Ti3a,Ti3b) without
mistake.> > > > > > > > >See the details
at> > > > > > > > >> > > > >
> > > ><A
href="">http://finance.groups.yahoo.com/group/amibroker->
> ts/files/A%> > > > >20Ti3%> > > > >
> > > >20application/> > > > > > > >
>Cross(Ti3a,Ti3b) predictions.txt> > > > > > >
> >Dimitris Tsokakis> > > > > > > >
>> > > > > > > > >--- In
amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"> > > > >
> ><TSOKAKIS@xxxx>> > > > > > > >
>wrote:> > > > > > > > > > A new Ct.txt
is added at> > > > > > > > > > <A
href="">http://finance.groups.yahoo.com/group/amibroker->
> > ts/files/A%> > > > > > >20Ti3%> >
> > > > > > > > 20application/> > > >
> > > > > > The code gives the necessary tomorrows Close for
a > Ti3> > > (pa),> > > >
>Ti3> > > > > > >(pb)> > > > >
> > > > > cross.> > > > > > > >
> > The calculation is direct, [no approximations used] >
> and > > > the> > > > > > > >
>accurate> > > > > > > > > > result comes
immediately.> > > > > > > > > > From various
examples I think I can anticipate the> > > >
>tomorrow's> > > > > > > > >cross,>
> > > > > > > > > I will run some statistics and
revert...> > > > > > > > > > Dimitris
Tsokakis> > > > > > > > >> > >
> >Send BUG REPORTS to
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