|
PureBytes Links
Trading Reference Links
|
--Here is my question: why are they using LinearReg to smoothen a
curve;
I have no clue
Regards
--- In amibroker@xxxxxxxxxxxxxxx, "chetan_gariki" <chetan_gariki@xxx>
wrote:
>
> Thanks Guno. The Heikin ashi is good; but there is something fishy
> with the other ttmsqueeze indicator. in any case, i kind of played
> with it for a while (a few days :() and have a good version. There
is
> one problem though. Take a look at this picture
> first:http://www.flickr.com/photos/7150208@xxx/406220699/
>
> Now i pretty much have a good idea of entry point, but to get a
good
> exit point i need the histogram to be smoother. The way they
actually
> recommend it on Tradethemarket website is that they use a moving
> average of the 12day-mmomentum but that is not correct (they use
> something else); but they actually appear to have copied the idea
> from the tradestation messageboard. on there they actually say that
> they are plotting a delta of the difference between the Donchian
mid
> line and Price but here is the code written for Tradestation:
>
> {-- Plot delta of price from Donchian mid line ----------}
> value2 = LinearRegValue(price-((Highest(H, Length)+Lowest(L,
> Length))/2 + xAverage(c,Length))/2,Length,0);
>
> --Here is my question: why are they using LinearReg to smoothen a
> curve; as far as i understand if we use linear regression to fit a
> curve it will fit it into a straight line; so if i use some linear
> regression to smoothen the histogram i will rather get some
straight
> line parallel to the zero line. Perhaps LinearRegValue function in
> tradestation does something totally different than what it is named
> after?
>
> does anyone know what this above line of code exactly does in
> tradestation?
>
> -- Another question: what is the best way to smoothen some curve
like
> that with minimal lag and minimal zig-zagging. i am looking into
> some adaptive moving averages etc; perhaps even a MACD kind of a
> thing on the momentum will do. but any ideas as to the best way to
> smoothen a curve? (i know this is a classical question; but
probably
> there is a good answer somewhere).
>
> Regards
> Gariki.
>
> PS: Also here is the code for the histogram i am playing with
>
> //CODE START ****************************************
> /*
> Plots the delta between Price and Donichan midline. Also in second
> plot i am plotting a modified version of this delta because this is
> what the tradestation code seems to be doing. but in addition to
this
> the trade station code is calculating something using a function
> LinRegressionValue() that i am not able to replicate. This code is
> used in addition with the code to see if the squeeze is in effect
> (Bollinger bands inside Keltner channel) to use as a momemtum play.
> */
>
> MomentumValues = ParamField( "Field" ) - Ref(ParamField
( "Field" ), -
> 12);
> Plot( MomentumValues, "myMomentum_12_Days", colorRed, styleLine);
>
> pds=20;
> DonchianUpper =HHV(Ref(H,-1),pds);
> DonchianLower = LLV(Ref(L,-1),pds);
> DonchianMiddle = (DonchianUpper+DonchianLower)/2;
>
> deltaDonichanPrice = Close - DonchianMiddle;
>
> Plot(deltaDonichanPrice, "myBBSqueeze",colorBlack, styleHistogram |
> styleThick );
>
> value2 = (Close - (( DonchianMiddle + EMA(Close, 20) )/2) );
>
> Plot(value2, "value2",colorRed, styleHistogram | styleThick );
>
> _SECTION_BEGIN("EMA1");
> P = ParamField("Price field",-1);
> Periods = Param("Periods", 15, 2, 200, 1, 10 );
> Plot( EMA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color",
> colorCycle ), ParamStyle("Style") );
> _SECTION_END();
>
>
> //CODE END ****************************************
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "gunovanengel" <gunovanengel@>
> wrote:
> >
> > Hi,
> > Squeeze
> > http://www.amibroker.com/library/detail.php?id=453
> > Heikin ashi = ttmTrend
> > http://www.amibroker.com/members/traders/02-2004.html
> >
> > Regards
> > Guno
> > --- In amibroker@xxxxxxxxxxxxxxx, "chetan_gariki"
<chetan_gariki@>
> > wrote:
> > >
> > > Hello Everyone,
> > >
> > > I am new to AB and am just getting used to the program; i am
> > interested
> > > in Tradethemarket indicators (TTM Squeeze and TTM Trend). I am
> > trying
> > > to code these indicators but wanted to check if someone already
> has
> > a
> > > good version of these indicators.
> > >
> > > References:
> > > http://www.tradethemarkets.com/products/department2.cfm
> > >
> > > They have code available for tradestation here:
> > > http://www.traderslaboratory.com/forums/46/heikin-ashi-trend-
> > indicator-
> > > 951-2.html
> > >
> > >
> > >
> > > Thank you
> > > gariki
> > >
> >
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
Yahoo! Groups gets a make over. See the new email design.
http://us.click.yahoo.com/hOt0.A/lOaOAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|