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Great work Steve.
Now - how do you interpret it?Rick
<BLOCKQUOTE dir=ltr
>
----- Original Message -----
<DIV
>From:
<A title=steve2@xxxxxxxxxxxxxxxxxxxx
href="">Steve Almond
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, April 11, 2004 9:07
AM
Subject: Re: [amibroker] Better news [was
Re: Good news for Ti3() users]- Dimitris....Could it be written
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 + <FONT
color=#ff00ff>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 + <FONT
color=#ff00ff>1);
e1 = EMA(Close, n);e2 = <FONT
color=#0000ff>EMA (e1, n);e3 = EMA (e2,
n);e4 = EMA (e3, n);e5 = <FONT
color=#0000ff>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 + <FONT
color=#ff00ff>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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