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BTW, T3 offers superior smoothing [without annoying delays] when used
for RSI transformation.
Enjoy !!
//The RSI_T3, by D. Tsokakis, Oct2004
t=14;Plot(RSI(t)," RSI",4,8);
//The T3 function
function T3(array,p,s)
{
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 RSI_T3 definition
Q=C;S=Param("S",0.6,0.5,1,0.1);
Up=IIf(Q>Ref(Q,-1),abs(Q-Ref(Q,-1)),0);
Dn=IIf(Q<Ref(Q,-1),abs(Q-Ref(Q,-1)),0);
Ut=T3(Up,t,S);Dt=T3(Dn,t,S);
RSI_T3=100*(Ut/(Ut+Dt));
//Application
Plot(RSI_T3,"RSI_T3",1,1);
Dimitris
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
>
> Herman,
> The related codes are in
> http://finance.groups.yahoo.com/group/amibroker-ts/files/
> "A Ti3 application"
> As for the rest see
> http://finance.groups.yahoo.com/group/amibroker/files/
> "Cross Predictions.txt"
> Dimitris
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
> <psytek@xxxx> wrote:
> > Roger, DIMITRIS TSOKAKIS posted extensively on this topic around
> April 2004
> > and developed some wizardy formulas. Too many to repeat here,
best
> perform a
> > search of the archive. I just tried a search but yahoo was too
slow
> and i
> > gave up.
> >
> > The code i posted was complete as posted by DIMITRIS, below is a
> demo
> > version. The white line is the predicted crossing. Open the
> parameter window
> > to vary the Close at the cursor position and you will see how it
> meets with
> > the lines at the predicted point.
> >
> > bets regards,
> > herman
> >
> > ///////////////////// Manual Close Adjustment /////////////////
> > PriceOffSet = Param("Price offset",0,-0.40,0.40,0.001);
> > BarNum = SelectedValue(BarIndex());
> > CursorBar = BarNum == BarIndex();
> > ParamPrice = C + PriceOffSet;
> > C = IIf(CursorBar, ParamPrice, C);
> >
> > // Coded by D. Tsokakis, April 2004
> > p=3;s=0.84;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",1,128);
> > Plot(Ti3,"Ti3",4,1);
> > Plot(Ref(Ct,-1),"Ct",2,1);
> >
> >
> > -----Original Message-----
> > From: Roger Breedlove [mailto:rogerbreedlove@x...]
> > Sent: Friday, October 22, 2004 7:28 PM
> > To: psytek@xxxx
> > Subject: RE: [amibroker] DT's Ct prediction for the Ti3
> >
> >
> > Hi Herman
> > Is that the full set of code? If not, would you mind sending me
> the full
> > listing. I will be interested in seeing the response you get to
> your
> > question.
> > thanks
> > Roger
> >
> > _________________________________________________________________
> > Get ready for school! Find articles, homework help and more in
the
> Back to
> > School Guide! http://special.msn.com/network/04backtoschool.armx
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