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Re: your question about how to change then number of days.
a = the constant. The inventor choose 0.7. Steve Karnish prefers 0.618 since
itıs a fibonacci number.
n = the number of days.
--
Terry
From: "raven4ns" <raven4ns@xxxxxxxx>
Reply-To: amibroker@xxxxxxxxxxxxxxx
Date: Fri, 15 Oct 2004 01:29:33 -0000
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: re:help with MA's
Hi Corey,
Thank you for taking the time to try and help. Here is the T3
formula:
/* T3 trading system */
a = 0.7;
n = 2;
alpha = 2/(n + 1);
e1 = ema(close, n);
e2 = 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^3) * e5 + (-6 * a^2 - 3 *
a - 3 * a^3) * e4 + (1 + 3 * a + a^3 + 3 * a^2) * e3;
graph0 = close;
graph1 = T3;
SELL = cross ( Close, T3 );
BUY = cross (T3, Close );
SHORT = cross ( Close, T3);
COVER = cross (T3, Close );
I looked at the TEMA (3,5) and this formula and didn't see a great
deal of difference. With the T3,however, I couldn't figure out how
to change the periods and which periods it was using. My computer
skills are very limited,unfortunately, and most of you are head &
shoulders above me in such knowledge. Maybe one day I will be able
to help but right now it would be the blind leading the blind....LOL.
I thought,perhaps, I could adapt the T3 to show MA's built around
the fibonacci numbers. However, If the TEMA is an equivalent then I
will use it. I need to keep it as simple as possible....LOL.
Once again, Corey, thank you for taking the time and trouble to try
and help. I do appreciate it. My questions/problems must seem very
simple to most of the people on this list.
Kindest regards,
Tim
--- In amibroker@xxxxxxxxxxxxxxx, "Corey Saxe" <res1wgwl@xxxx> wrote:
> This is the formula for a 26 day TEMA of the close:
> A1= ((3*EMA(C,26)) - (3*EMA(EMA(C,26),26))) + EMA(EMA(EMA
(C,26),26),26);
> A2=TEMA(C,26);
> Plot(A1,"Manual",2,1);Plot(A2,"AB Tema",3,1);
>
> What do you have for T3?
>
> For more info on TEMA, see Stocks & Commodities V. 12:2 (72-80):
Smoothing Data With Less Lag by Patrick G. Mulloy.
>
> -CS
> ----- Original Message -----
> From: raven4ns
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Thursday, October 14, 2004 3:14 PM
> Subject: [amibroker] re:help with MA's
>
>
>
> Hello,
> I'm wondering what the difference would be between a TEMA and the
> T3? As I was reading Mr Tillson's report on the T3, I thought
about
> the TEMA and wondered if they were the same thing. I'm
particularly
> interested in the smoothing aspect to avoid getting tossed
around as
> other MA's tend to do as I will be using this short term. I'm
> looking for trades from 2,3-21+ days as I'm looking to swing
trade.
> Included in the report were comments from Mr. Karnish which
leads me
> to believe the T3 is what I appear to need for a stable short-
term
> indicator and this is why my interest. Coupled with that, Mr.
> Tsokakis's formula for anticapating the cross suggests an
excellent
> indicator for my uses and style of trading.
> A little while back I posted a message thanking everyone for
their
> kindness and patience. I meant it then and I mean it now. Thank
you.
> Any and all help is very much appreciated.
>
> Kindest regards,
>
> Tim
>
>
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
>
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