|
PureBytes Links
Trading Reference Links
|
Steve,
This looks like a very interesting oscillator. Could you please confirm the
following:
1.In the formula e1:=Mov(P,3,E) we (Amibroker folks) would use close
(C) for P?
2. a = c1*e6+c2*e5+c3*e4+c4*e3?
3. what is a2? What is a3?
Thanks,
Steve
<BLOCKQUOTE dir=ltr
>
----- Original Message -----
<DIV
>From:
<A title=kernish@xxxxxxxxxxx
href="">CedarCreekTrading
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, April 10, 2004 6:53
PM
Subject: Re: [amibroker] Better news [was
Re: Good news for Ti3() users]- Dimitris....Could it be written
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>
-----------------------------------------> Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
--------------------------------------------> Check group
FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > >
------------------------------------------------------------------------------>
Yahoo! Groups Links> > a.. To visit
your group on the web, go to:> <A
href="">http://groups.yahoo.com/group/amibroker/>
> b.. To unsubscribe from this group, send an
email to:>
amibroker-unsubscribe@xxxxxxxxxxxxxxx>
> c.. Your use of Yahoo! Groups is subject to
the Yahoo! Terms of Service.Send BUG REPORTS to
bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page:
<A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend
SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page:
<A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
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 the Yahoo! Terms of Service.
|