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Rick,
My scope was a bit different.
Since we use D10 to D50 or T10 to T20, I ask from Ti3[BTW it is not
mine, it belongs to Tim Tillson research] to have a
distorsion "between" the commonly used smoothers.
The results of this research were interesting and a bit far from
intuition: The Ti3 period for a distorsion between TEMA10 and TEMA20
was mainly 5,6,7 [and not 20 or 30] with the respective "s" values.
Any other period/s would give more distorsion and lead quickly the
Ti3 to oscillate.
In many N100 indicators I think DEMA20 to DEMA30 is reliable enough
to catch the main bullish/bearish "moments". This fact implies the
use of a similar Ti3s .
On the other side, my intension was to *calculate* the proper "s",
else it would sould like a guru hint if I was writing "s should be
0.67". As you probably see, maths are always behind the curtain.
Sometimes they are the "secrets" of various formulas but, sometimes
it is better to be fully explained.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Rick Osborn" <ricko@xxxx> wrote:
> 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
>
>
> ----- Original Message -----
> From: DIMITRIS TSOKAKIS
> To: 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 function
> function 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 function
> function 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 =
> is
> arrayt=
> (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;
> }
> //Application
> array=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
> > > > > > > > > >
> > > > > > > > > >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
> > > > > > > > > > >
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
> > > > > > > > > >
> > > > > >
>
>
>
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