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Here is what I have from my 2003 archive.
Hal
To: amibroker@xxxxxxxxxxxxxxx
References: <00c001c2c35d$5d4e69b0$110aa8c0@xxxxxxxx>
From: Anthony Faragasso <ajf1111@xxxxxxxx>
Date: Fri, 24 Jan 2003 07:21:44 -0500
Subject: Re: [amibroker] Murray Math in AFL (here it is )
Reply-To: amibroker@xxxxxxxxxxxxxxx
Content-Type: text/plain; charset=US-ASCII
Content-Transfer-Encoding: 7bit
==========================================================
From 2003 arcive
Peter.
I am not too familiar with Murry Math software....This was
translated
from Metastock code....Do you know the cause of this.....I used the
DLL
and compared the value outputs of the 2 formulas....the values
matched
when I checked.....
Anyway....The formula is here...All are welcome to adjust the
formula..and share with the list...
Thank You
Anthony
bluesinvestor wrote:
> Anthony,
>
> >From prior research and tests done comparing this/your code
(Kruzel's
>
> original Metastock code) with Murrey's EOD software, you will
not
> always
> get the proper MM lines.
>
> FWIW,
> Peter
>
> -----Original Message-----
> From: Anthony Faragasso
[
mailto:ajf1111@xxxxxxxx]
> Sent: Thursday, January 23, 2003 10:17 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Murray Math in AFL (here it is )
>
> //Murray Math
>
> SqW=10;//Square Width (Days)..4 thru 256
> MM=1;//Start Month...1 thru 12
> DD=1;//Start Day... 1 thru 31
> YY=2003;//Start Year
>
> T0=LastValue(ValueWhen(Day()==DD AND
> Month()==MM AND
> Year()==YY,Cum(1)));
>
> Sqrs=int((LastValue(Cum(1))-T0)/SqW)-1;
>
> S0=T0+(Sqrs*SqW);
>
> Lo=LastValue(ValueWhen(Cum(1)==S0+SqW-1,
> LLV(Min(H,L),SqW)));
>
> Hi=LastValue(ValueWhen(Cum(1)==S0+SqW-1,
> HHV(Max(H,L),SqW)));
>
> Sf=IIf(Hi>25,IIf(log(0.4*Hi)/log(10)-
> int(log(0.4*Hi)/log(10))>0,
> exp(log(10)*(int(log(0.4*Hi)/log(10))+1)),
> exp(log(10)*(int(log(0.4*Hi)/log(10))))),
> 100*exp(log(8)*(int(log(0.005*Hi)/log(8)))));
>
> N=
> IIf(log(Sf/(Hi-Lo))/log(8)<=0,0,
> IIf(frac(log(Sf/(Hi-Lo))/log(8))==0,
> int(log(Sf/(Hi-Lo))/log(8)),
> int(log(Sf/(Hi-Lo))/log(8))+1));
>
> Si=Sf*exp(-N*log(8));
>
> M=int(((1/log(2))*log((Hi-Lo)/Si))+.00001);
>
> I=round(((Hi+Lo)*.5)/(Si*exp((M-1)*log(2))));
>
> B=(I-1)*Si*exp((M-1)*log(2));
> TT=(I+1)*Si*exp((M-1)*log(2));
>
> Er=IIf(Hi-TT>0.25*(TT-B) OR
> B-Lo>0.25*(TT-B),1,0);
>
> MM=IIf(Er=0,M,IIf(Er=1 AND M<2,M+1,0));
> NN=IIf(Er=0,N,IIf(Er=1 AND M<2,N,N-1));
>
> Si=Sf*exp(-NN*log(8));
>
> I=round(((Hi+Lo)*.5)/
> (Si*exp((MM-1)*log(2))));
>
> B=ValueWhen(Cum(1)>=S0,
> (I-1)*Si*exp((MM-1)*log(2)));
>
> TT=ValueWhen(Cum(1)>=S0,
> (I+1)*Si*exp((MM-1)*log(2)));
>
>
> L1=ValueWhen(Cum(1)>=S0,
> B+(0.125*(TT-B)));
>
> L2=ValueWhen(Cum(1)>=S0,
> B+(2.0*(0.125*(TT-B))));
>
> L3=ValueWhen(Cum(1)>=S0,
> B+(3.0*(0.125*(TT-B))));
>
> L4=ValueWhen(Cum(1)>=S0,
> B+(4.0*(0.125*(TT-B))));
>
> L5=ValueWhen(Cum(1)>=S0,
> B+(5.0*(0.125*(TT-B))));
>
> L6=ValueWhen(Cum(1)>=S0,
> B+(6.0*(0.125*(TT-B))));
>
> L7=ValueWhen(Cum(1)>=S0,
> B+(7.0*(0.125*(TT-B))));
>
> Plot(B,"B",colorWhite,styleLine);
> Plot(TT,"TT",colorWhite,styleLine);
>
> Plot(L1,"",colorRed,styleLine);
> Plot(L2,"l2",colorYellow,styleLine);
> Plot(L3,"l3",colorBlue,styleLine);
> Plot(L4,"l4",colorYellow,styleLine);
> Plot(L5,"l5",colorBrightGreen,styleLine);
> Plot(L6,"l6",colorBlue,styleLine);
> Plot(L7,"l7",colorBrightGreen,styleLine);
> Plot(C,"close",colorBlack,styleCandle);
>
> Title=Name()+"\n"+EncodeColor(colorWhite)+"0/8th
>
>
"+EncodeColor(colorBlack)+WriteVal(b,1.2)+"\n"+EncodeColor(colorRed)+"1
>
> /8th
>
>
"+EncodeColor(colorBlack)+WriteVal(L1,1.2)+"\n"+EncodeColor(colorYellow
>
> )+"2/8th
>
>
"+EncodeColor(colorBlack)+WriteVal(L2,1.2)+"\n"+EncodeColor(colorBlue)+
>
> "3/8th
>
>
"+EncodeColor(colorBlack)+WriteVal(L3,1.2)+"\n"+EncodeColor(colorYellow
>
> )+"4/8th
>
>
"+EncodeColor(colorBlack)+WriteVal(L4,1.2)+"\n"+EncodeColor(colorBright
>
> Green)+"5/8th
>
>
"+EncodeColor(colorBlack)+WriteVal(L5,1.2)+"\n"+EncodeColor(colorBlue)+
>
> "6/8th
>
>
"+EncodeColor(colorBlack)+WriteVal(L6,1.2)+"\n"+EncodeColor(colorBright
>
> Green)+"7/8th
>
>
"+EncodeColor(colorBlack)+WriteVal(L7,1.2)+"\n"+EncodeColor(colorWhite)
>
> +"Top
> = "+EncodeColor(colorBlack)+WriteVal(tt,1.2);
>
>
> Post AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
>
> Check group FAQ at:
>
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
> Your use of Yahoo! Groups is subject to
>
http://docs.yahoo.com/info/terms/
>
>
>
At 06:08 AM 04/14/2006, you wrote:
You shouldn’t knock it. I use the Delta waves and they work.
Most people are however unable to understand them or have any success
with them. I have been able to find numbers in the bible that have
allowed me to discover more time frames. I have wheat data going back to
1200 that show these longer term time frames working.
From: amibroker@xxxxxxxxxxxxxxx
[
mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Tom Gibbs
Sent: 14 April 2006 04:36
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Murrey Math
I had a lengthy late evening
conversation with him some years back at a technical analysis conference.
When he started giving me the proof of some of his numbers, I listened
intently because I am interested in fringe behavior.
He would quiz me with questions like:
MURRAY: And how many ribs are in the female body?
ME: Uh-h….
MURRAY: Seventeen! (or whatever the number was)
ME: Oh….
MURRAY: And how many fish did the Apostles catch after Jesus told them to
caste their nets off the other side of the boat?
ME: ah-h…
MURRAY: One hundred and forty-seven! See what I mean?
ME: Oh-h…
MURRAY: blah, blah….blah.
Me: ah-huh…
These magic numbers from the Bible, and the cosmos were all part of God’s
way of revealing the hidden secrets behind the markets. Silly me, I had
no idea that Jesus staged the miracle on the Sea of Galilee as a riddle
to unlock the chaos of the securities markets in the USA 2000 years
later.
Sincerely;
Tom Gibbs
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx
[
mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of
millowena@xxxxxxxx
Sent: Thursday, April 13, 2006 10:31 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Murrey Math
I have corresponded with
him and read some of his materials, and have followed his postings for a
couple of years. I'm not sure he's from our planet! And I'm
not convinced it is worth learning his language. If you find
otherwise, I would appreciate a "book report".
Millowena
On Thu, 13 Apr 2006 10:20:59 -0500 "Tom Lance"
<tlance@xxxxxxxxx>
writes:
-
-
-
-
-
-
- I think so. Have you ever spoken to Mr, Murrey? It very
hard to get a "straight" answer. Rather elusive.
- ----- Original Message -----
- From: Martin Cooney
- To:
amibroker@xxxxxxxxxxxxxxx
- Sent: Thursday, April 13, 2006 5:18 AM
- Subject: Re: [amibroker] Murrey Math
-
- Like in a VooDoo kind of way, you mean?
- Could you elaborate maybe just a little more on why Murrey Math
is such
- an evil wicked
indicator?
- Ideally I'd like to just get a workable understandable indicator
and try
- it out for myself on Amibroker. The Metatrader version is proving
to be
- a rather solid complimentary
tool.
- Martin
- Tom Lance
wrote:
- > Be very careful with
MM!
- >
- > ----- Original Message
-----
- > *From:* Martin Cooney
<
mailto:martin@xxxxxxxxxxxxx>
- > *To:* Amibroker General Forum
<
mailto:amibroker@xxxxxxxxxxxxxxx>
- > *Sent:* Wednesday, April 12, 2006
9:05 PM
- > *Subject:* [amibroker] Murrey
Math
- >
- >
Hi,
- >
- > Has anyone seen a good Murrey Math
indicator ?
- >
- > There's one in the 3rd party area
that dates back to 2002 but
there
- > doesn't appear to be much in the way
of instructions. I did try
it,
- > plonked the DLL into /plugins and
the afl drew a pile of cross
hatched
- > lines. No idea why that is nor why
it needs a DLL.
- >
- > Any help would be appreciated. (I
have one for Metatrader 4 which
works
- > really
well)
- >
Cheers
- >
Martin
- >
- >
------------------------------------------------------------------------
- >
- >
//+------------------------------------------------------------------+
- >
//|
Murrey_Math_MT_VG.mq4
|
- >
//|
Copyright © 2004, MetaQuotes Software Corp.
|
- >
//|
http://www.metaquotes.net
|
- >
//+------------------------------------------------------------------+
- > #property copyright "Vladislav
Goshkov (VG)."
- > #property
link
"4vg@xxxxxxx"
- >
- > #property
indicator_chart_window
- >
- >
//
- >
============================================================================================
- > // * Линии 8/8 и 0/8 (Окончательное
сопротивление).
- > // * Эти линии самые сильные и
оказывают сильнейшие сопротивления
и
- >
поддержку.
- >
//
- >
============================================================================================
- > //* Линия 7/8 (Слабая, место
для остановки и разворота).
Weak,
- > Stall and
Reverse
- > //* Эта линия слаба. Если цена зашла
слишком далеко и слишком
быстро
- > и если она остановилась около этой
линии,
- > //* значит она развернется быстро
вниз. Если цена не
остановилась
- > около этой линии, она продолжит
движение вверх к 8/8.
- >
//
- >
============================================================================================
- > //* Линия 1/8 (Слабая, место
для остановки и разворота).
Weak,
- > Stall and
Reverse
- > //* Эта линия слаба. Если цена зашла
слишком далеко и слишком
быстро
- > и если она остановилась около этой
линии,
- > //* значит она развернется быстро
вверх. Если цена не
остановилась
- > около этой линии, она продолжит
движение вниз к 0/8.
- >
//
- >
============================================================================================
- > //* Линии 6/8 и 2/8 (Вращение,
разворот). Pivot,
Reverse
- > //* Эти две линии уступают в своей
силе только 4/8 в
своей
- > способности полностью развернуть
ценовое движение.
- >
//
- >
============================================================================================
- > //* Линия 5/8 (Верх торгового
диапазона). Top of Trading
Range
- > //* Цены всех рынков тратят 40%
времени, на движение между 5/8 и
3/8
- >
линиями.
- > //* Если цена двигается около линии
5/8 и остается около нее
в
- > течении 10-12 дней, рынок сказал что
следует
- > //* продавать в этой «премиальной
зоне», что и делают
некоторые
- > люди, но если цена сохраняет
тенденцию оставаться
- > //* выше 5/8, то она и останется
выше нее. Если, однако, цена
падает
- > ниже 5/8, то она скорее всего
продолжит
- > //* падать далее до следующего
уровня сопротивления.
- >
//
- >
============================================================================================
- > //* Линия 3/8 (Дно торгового
диапазона). Bottom of Trading
Range
- > //* Если цены ниже этой лини и
двигаются вверх, то цене будет
сложно
- > пробить этот
уровень.
- > //* Если пробивают вверх эту линию и
остаются выше нее в
течении
- > 10-12 дней, значит цены останутся
выше этой линии
- > //* и потратят 40% времени двигаясь
между этой линией и 5/8
линией.
- >
//
- >
============================================================================================
- > //* Линия 4/8 (Главная линия
сопротивления/поддержки).
Major
- >
Support/Resistance
- > //* Эта линия обеспечивает
наибольшее сопротивление/поддержку.
Этот
- > уровень является лучшим для новой
покупки или продажи.
- > //* Если цена находится выше 4/8, то
это сильный уровень
поддержки.
- > Если цена находится ниже 4/8, то это
прекрасный уровень
- > //*
сопротивления.
- >
//
- >
============================================================================================
- > extern int P =
64;
- > extern int StepBack =
0;
- >
- > double dmml =
0,
-
>
dvtl = 0,
-
>
sum = 0,
-
>
v1 = 0,
-
>
v2 = 0,
-
>
mn = 0,
-
>
mx = 0,
-
>
x1 = 0,
-
>
x2 = 0,
-
>
x3 = 0,
-
>
x4 = 0,
-
>
x5 = 0,
-
>
x6 = 0,
-
>
y1 = 0,
-
>
y2 = 0,
-
>
y3 = 0,
-
>
y4 = 0,
-
>
y5 = 0,
-
>
y6 = 0,
-
>
octave = 0,
-
>
fractal = 0,
-
>
range = 0,
-
>
finalH = 0,
-
>
finalL = 0,
-
>
mml[13];
- >
- > string
ln_txt[13],
-
>
buff_str =
"";
-
>
- > int
-
>
bn_v1 = 0,
-
>
bn_v2 = 0,
-
>
OctLinesCnt = 13,
-
>
mml_thk = 8,
-
>
mml_clr[13],
-
>
mml_shft = 3,
-
>
nTime = 0,
-
>
CurPeriod = 0,
-
>
nDigits = 0,
-
>
i = 0;
- >
- >
//+------------------------------------------------------------------+
- > //| Custom indicator initialization
function
|
- >
//+------------------------------------------------------------------+
- > int init()
{
- > //----
indicators
- >
- > ln_txt[0] =
"[-2/8]P";// "extremely overshoot [-2/8]";//
[-2/8]
- > ln_txt[1] =
"[-1/8]P";// "overshoot [-1/8]";//
[-1/8]
- > ln_txt[2] =
"[0/8]P";// "Ultimate Support - extremely
oversold
- > [0/8]";//
[0/8]
- > ln_txt[3] =
"[1/8]P";// "Weak, Stall and Reverse - [1/8]";//
[1/8]
- > ln_txt[4] =
"[2/8]P";// "Pivot, Reverse - major [2/8]";//
[2/8]
- > ln_txt[5] =
"[3/8]P";// "Bottom of Trading Range - [3/8],
if
- > 10-12 bars then 40% Time. BUY
Premium
Zone";//[3/8]
- > ln_txt[6] =
"[4/8]P";// "Major Support/Resistance Pivotal
Point
- > [4/8]- Best New BUY or SELL
level";// [4/8]
- > ln_txt[7] =
"[5/8]P";// "Top of Trading Range - [5/8], if
10-12
- > bars then 40% Time. SELL Premium
Zone";//[5/8]
- > ln_txt[8] =
"[6/8]P";// "Pivot, Reverse - major [6/8]";//
[6/8]
- > ln_txt[9] =
"[7/8]P";// "Weak, Stall and Reverse - [7/8]";//
[7/8]
- > ln_txt[10] =
"[8/8]P";// "Ultimate Resistance -
extremely
- > overbought [8/8]";//
[8/8]
- > ln_txt[11] =
"[+1/8]P";// "overshoot [+1/8]";//
[+1/8]
- > ln_txt[12] =
"[+2/8]P";// "extremely overshoot [+2/8]";//
[+2/8]
- >
- > mml_shft =
3;
- > mml_thk =
3;
- >
- > // Начальная
установка цветов уровней
октав
- > mml_clr[0] =
DarkBlue; //
[-2]/8
- > mml_clr[1] =
DarkViolet; //
[-1]/8
- > mml_clr[2] =
Aqua; //
[0]/8
- > mml_clr[3] =
Yellow; //
[1]/8
- > mml_clr[4] =
Red; //
[2]/8
- > mml_clr[5] =
DarkGreen; //
[3]/8
- > mml_clr[6] =
Blue; //
[4]/8
- > mml_clr[7] =
DarkGreen; //
[5]/8
- > mml_clr[8] =
Red; //
[6]/8
- > mml_clr[9] =
Yellow; //
[7]/8
- > mml_clr[10] =
Aqua; //
[8]/8
- > mml_clr[11] =
DarkViolet; //
[+1]/8
- > mml_clr[12] =
DarkBlue; //
[+2]/8
- >
//----
- >
return(0);
- >
}
- >
- >
//+------------------------------------------------------------------+
- > //| Custor indicator
deinitialization
function
|
- >
//+------------------------------------------------------------------+
- > int deinit()
{
- > //---- TODO: add your code
here
- > Comment(" ");
- > for(i=0;i<OctLinesCnt;i++)
{
- > buff_str =
"mml"+i;
- >
ObjectDelete(buff_str);
- > buff_str =
"mml_txt"+i;
- >
ObjectDelete(buff_str);
- >
}
- >
//----
- >
return(0);
- >
}
- >
//+------------------------------------------------------------------+
- > //| Custom indicator iteration
function
|
- >
//+------------------------------------------------------------------+
- > int start()
{
- >
- > //---- TODO: add your code
here
- >
- > if( (nTime != Time[0]) || (CurPeriod
!= Period()) ) {
- >
- >
//price
- > bn_v1 =
Lowest(NULL,0,MODE_LOW,P+StepBack,0);
- > bn_v2 =
Highest(NULL,0,MODE_HIGH,P+StepBack,0);
- >
- > v1 =
Low[bn_v1];
- > v2 =
High[bn_v2];
- >
- > //determine
fractal.....
- > if( v2<=250000
&& v2>25000
)
- >
fractal=100000;
- >
else
- > if(
v2<=25000 && v2>2500
)
- >
fractal=10000;
- >
else
-
>
if( v2<=2500 && v2>250
)
-
>
fractal=1000;
|