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There has been a number of posts regarding the T3 indicators and
such. Does anyone have any web links with more background
information regarding this indicator.
I've googled it a few different ways, but can't seem to find any
resources.
Thanks much,
- chris
--- In amibroker@xxxxxxxxxxxxxxx, "Brian" <brian@xxxx> wrote:
>
> Something I threw together this morning... seems to work well,
though
> haven't backtested it yet. It's similar to T3 in many ways, but
built
> differently. The plurality method of weighing
different "situations"
> is something I picked up from Tom DeMark.
>
> If you improve upon it, please post your code. Too many variations
to
> play with for one person. Thanks!
>
> ~Bman
>
> /* Moving Average Plurality */
> // Use with T3 to verify T3 moves
> // use an oscillator such as IFT of RSI or Slow Stochastic
alongside
> this
>
> varPeriod1 = Param("per1",10,1,100,1);
> varPeriod2 = Param("per2",50,1,100,1);
> varPeriod3 = Param("per3",100,1,500,5);
> varPeriod4 = Param("per4",200,1,500,5);
> varPeriod5 = Param("per5",5,1,100,1);
> varClose = (H+L+O+C)/4;
> varMA1 = MA(varClose,varPeriod1);
> varMA2 = MA(varClose,varPeriod2);
> varMA3 = MA(varClose,varPeriod3);
> varMA4 = MA(varClose,varPeriod4);
> varMA5 = MA(varClose,varPeriod5);
>
> varContract1 = IIf((varMA2-varMA1)<(Ref(varMA2,-1)-Ref(varMA1,-
> 1)),8,0);
> varExpand1 = IIf((varMA2-varMA1)>(Ref(varMA2,-1)-Ref(varMA1,-1)),-
> 8,0);
>
> varContract2 = IIf((varMA4-varMA2)<(Ref(varMA4,-1)-Ref(varMA2,-
> 1)),10,0);
> varExpand2 = IIf((varMA4-varMA2)>(Ref(varMA4,-1)-Ref(varMA2,-1)),-
> 10,0);
>
> varContract3 = IIf((varMA2-C)<(Ref(varMA2,-1)-Ref(C,-1)),1,0);
> varExpand3 = IIf((varMA2-C)>(Ref(varMA2,-1)-Ref(C,-1)),-1,0);
>
> varContract4 = IIf((varMA4-C)<(Ref(varMA4,-1)-Ref(C,-1)),5,0);
> varExpand4 = IIf((varMA4-C)>(Ref(varMA4,-1)-Ref(C,-1)),-5,0);
>
> varContract5 = IIf((varMA1-C)<(Ref(varMA1,-1)-Ref(C,-1)),1,0);
> varExpand5 = IIf((varMA1-C)>(Ref(varMA1,-1)-Ref(C,-1)),-1,0);
>
> varContract6 = IIf((varMA5-C)<(Ref(varMA5,-1)-Ref(C,-1)),1,0);
> varExpand6 = IIf((varMA5-C)>(Ref(varMA5,-1)-Ref(C,-1)),-1,0);
>
> varUptrend1 = IIf(varMA1>varMA2,1,0);
> varDowntrend1 = IIf(varMA1<varMA2,-1,0);
>
> varUptrend2 = IIf(varMA2>varMA4,1,0);
> varDowntrend2 = IIf(varMA2<varMA4,-1,0);
>
> varUptrend3 = IIf(C>varMA2,5,0);
> varDowntrend3 = IIf(C<varMA2,-5,0);
>
> varUptrend4 = IIf(C>varMA4,7,0);
> varDowntrend4 = IIf(C<varMA4,-7,0);
>
> varUptrend5 = IIf(C>varMA1,1,0);
> varDowntrend5 = IIf(C<varMA1,-1,0);
>
> varUptrend6 = IIf(C>varMA5,1,0);
> varDowntrend6 = IIf(C<varMA5,-1,0);
>
> //VarPriceSum = IIf(C>Ref(C,-1),20,IIf(C<Ref(C,-1),-20,0));
> VarHLSum = IIf(H>Ref(H,-1),20,IIf(L<Ref(L,-1),-20,0));
> VarExtremeMove = IIf(C>1.02*Ref(C,-1),40,IIf(C<0.98*Ref(C,-1),-
40,0));
>
> // Summation
> varPlot =
> varContract1 +
> varExpand1 +
> varUptrend1 +
> varDowntrend1 +
> varContract2 +
> varExpand2 +
> varUptrend2 +
> varDowntrend2 +
> varContract3 +
> varExpand3 +
> varUptrend3 +
> varDowntrend3 +
> varContract4 +
> varExpand4 +
> varUptrend4 +
> varDowntrend4 +
> varContract5 +
> varExpand5 +
> varUptrend5 +
> varDowntrend5 +
> varContract6 +
> varExpand6 +
> varUptrend6 +
> varDowntrend6;
>
> VarPlot1 = Wilders(varPlot,3);
> VarPlot1 = Wilders(VarPlot1,4);
>
> VarPlot2 = WMA(varPlot,5);
> VarPlot2 = WMA(VarPlot2,60);
>
> Plot(VarPlot1,"",colorWhite,styleLine);
> Plot(VarPlot2,"",colorRed,styleLine);
>
> VarPlot3 = VarPlot + VarHLSum + VarExtremeMove;
> VarPlot3 = Wilders(varPlot3,2);
> VarPlot3 = Wilders(VarPlot3,3);
>
> Plot(VarPlot3,"",colorYellow,styleLine);
>
> GraphXSpace=8;
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