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DT,
Sorry about the "infidel" code (and chart).
I'm sure you can translate. I've looked at a few thousand charts and I can
assure you that I have never seen an idicator that preceeds directional movement
... quite like the Pocket Rocket. It does not signal a direction...just
the convergence (superimpostion, confluence, "pick a term") of the T3, T5,
T8.
It's a new tool in our technical toolbox...but, my,
my a powerful one!
Take care,
Steve
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
DIMITRIS
TSOKAKIS
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, April 09, 2004 10:36
AM
Subject: [amibroker] Better news [was Re:
Good news for Ti3() users]- Dimitris....Could it be written
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> >
> > > > > > > >> > > >
> > > > > ><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
bugs@xxxx> Send SUGGESTIONS to
suggest@xxxx>
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