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I think I've worked out my own answers:
1. Yes.
2. Yes.
3. a2 = T3(5); a3 = T3(8);
If so, here is my code for "Pocket Rocket":
/* T3 Pocket Rocket*/
a = 0.618;
n4 =3;
alpha = 2/(n4 + 1);
e1 = EMA(Close, n4);e2 = <FONT
color=#0000ff>EMA (e1, n4);e3 = EMA (e2,
n4);e4 = EMA (e3, n4);e5 = <FONT
color=#0000ff>EMA (e4, n4);e6 = EMA (e5,
n4);
T34 = -a^3 * e6 + (3 *
a^2 +3 * a^<FONT
color=#ff00ff>3) * e5 + (-6 * a^<FONT
color=#ff00ff>2 - 3 * a - <FONT
color=#ff00ff>3 * a^3) * e4 + (<FONT
color=#ff00ff>1 + 3 * a + a^<FONT
color=#ff00ff>3 + 3 * a^<FONT
color=#ff00ff>2) * e3;
n =5;
alpha = 2/(n + 1);
e1 = EMA(Close, n);e2 = <FONT
color=#0000ff>EMA (e1, n);e3 = EMA (e2, n);e4
= EMA (e3, n);e5 = EMA
(e4, n);e6 = EMA (e5, n);
T3 = -a^3 * e6 + (3 *
a^2 +3 * a^<FONT
color=#ff00ff>3) * e5 + (-6 * a^<FONT
color=#ff00ff>2 - 3 * a - <FONT
color=#ff00ff>3 * a^3) * e4 + (<FONT
color=#ff00ff>1 + 3 * a + a^<FONT
color=#ff00ff>3 + 3 * a^<FONT
color=#ff00ff>2) * e3;
n1 =8;
alpha = 2/(n1 + 1);
e1 = EMA(Close, n1);e2 = <FONT
color=#0000ff>EMA (e1, n1);e3 = EMA (e2,
n1);e4 = EMA (e3, n1);e5 = <FONT
color=#0000ff>EMA (e4, n1);e6 = EMA (e5,
n1);
T31 = -a^3 * e6 + (3 *
a^2 +3 * a^<FONT
color=#ff00ff>3) * e5 + (-6 * a^<FONT
color=#ff00ff>2 - 3 * a - <FONT
color=#ff00ff>3 * a^3) * e4 + (<FONT
color=#ff00ff>1 + 3 * a + a^<FONT
color=#ff00ff>3 + 3 * a^<FONT
color=#ff00ff>2) * e3;
x=abs(T34-T3)+<FONT
color=#0000ff>abs(T3-T31);
Plot(x,"pocket rocket",<FONT
color=#ff00ff>1,1);
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=steve2@xxxxxxxxxxxxxxxxxxxx
href="">Steve Almond
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, April 11, 2004 8:52
AM
Subject: Re: [amibroker] Better news [was
Re: Good news for Ti3() users]- Dimitris....Could it be written
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>
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