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Joe,
thank you for your comments.
--- In amibroker@xxxxxxxxxxxxxxx, "Joe Landry" <jelandry@xxxx> wrote:
> Dimitris - Thanks for all your great contributions. I have quite
a collection of my favorite indicators and this is sure to be one of
them.
>
> Would a screen on the direction (==43 for Green and up ) and the
coefficient (FB) for momentum be valid?
The color of the parabolic is defined in the line
Color=IIf(g,colorRed,colorBrightGreen);
You may change these colors with the ones you prefer.
>Looks like as a coefficient of the equation FB applies to the range
of the curve?
The fb is calculated for the bars from the last detected Peak
[Trough] till the last bar. It has nothing to do with the previous
history of the stock.
> What changes might one make to make this a regression of a linear
trendline?
The regression line is based on a different principle. As already
stated, when I say best-fit I mean to minimize the abs(parabolic-H)
[or the respective abs(parabolic-L)]. I do not see any reason to take
the squares here, abs is just what I need.
> Thanks again
> Joe
> ----- Original Message -----
> From: DIMITRIS TSOKAKIS
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Thursday, September 02, 2004 4:02 AM
> Subject: [amibroker] Re: The last best-fit parabolic trendline
>
>
> You may replace now all the LastValue... statements with
> SelectedValue... and see the historical parabolics.
> Dimitris
> --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
<TSOKAKIS@xxxx>
> wrote:
> > The following code will decide if the last extreme is a peak or
a
> > trough, will find the best-fit parabola and will plot it on the
> price
> > chart.
> > The color will be red/green for descending/ascending parabola.
> > A red/green arrow marks the last peak/trough.
> > The parabolic coefficient f has a crude 100-step and then
another,
> > more detailed approximation.
> > The parabola function p is outside any loop and may be used for
> cross
> > conditions.
> > Since it is a best-fit curve, it changes every day, as new data
are
> > imported.
> > The logic is to engulf the Highs [for the descending curve] and
the
> > Lows [for the ascending curve] with a curvilinear trendline.
> >
> > // The last best-fit parabolic trendline, by D. Tsokakis,
Sept2004
> > Plot(C,"C",1,64);
> > perc=3;//sensitivity calibration
> > x=BarIndex();xx=LastValue(x);
> > t1=LastValue(ValueWhen(PeakBars(H,perc)==0,x));
> > H1=LastValue(ValueWhen(PeakBars(H,perc)==0,H));
> > t11=LastValue(ValueWhen(TroughBars(L,perc)==0,x));
> > H11=LastValue(ValueWhen(TroughBars(L,perc)==0,L));
> > g=t1>t11;
> > shape=IIf(g,shapeDownArrow*(x==t1),shapeUpArrow*(x==t11));
> > Color=IIf(g,colorRed,colorBrightGreen);
> > PlotShapes(shape,color);
> > t=IIf(g,x-t1,x-t11);
> > diff1=IIf(g,H1*(xx-t1),H11*(xx-t11));
> > Lma=LastValue(MA(C,50));
> > f1=0;f2=IIf(Lma<100,1,0)+3*int(log10(Lma));
> > fa=0;fb=0;step=f2/100;
> > for(f=f1;f<f2;f=f+step)
> > {
> > parabolic=IIf(g,H1-f*t^2,H11+f*t^2);
> > S1=LastValue(Sum(abs(parabolic-H),xx-t1));
> > S11=LastValue(Sum(abs(parabolic-L),xx-t11));
> > diff=IIf(g,S1,S11);
> > if(diff<diff1)
> > {
> > diff1=diff;fa=f;
> > }
> > }
> > for(f=Max(fa-step,0);f<fa+step;f=f+0.01*step)
> > {
> > parabolic=IIf(g,H1-f*t^2,H11+f*t^2);
> > S1=LastValue(Sum(abs(parabolic-H),xx-t1));
> > S11=LastValue(Sum(abs(parabolic-L),xx-t11));
> > diff=IIf(g,S1,S11);
> > if(diff<diff1)
> > {
> > diff1=diff;fb=f;
> > }
> > }
> > p=IIf(g,H1-fb*t^2,H11+fb*t^2);
> > Plot(IIf(x>Max(t1,t11),p,-1e10),"",color,1);
> > Title=Name()+", "+WriteIf(t1>t11,"f_desc","f_asc")+"="+WriteVal
> > (fb,1.4);
>
>
>
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> http://www.amibroker.com/
>
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