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[amibroker] Re: Need help with formula, please...



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Dear GP & Ton thank you so much for helping, GP's formula is so 
simple & elegant and works. I will compare it to stockfetcher to see 
how close it is to their values.
I'll have a look at Hull's as well for the last 14 days, i will guess 
it will be a better aproximation than a simple MA or EMA.

Now I need just to do an exploration based on the crossovers to see 
how it will work.

Do you know if in AB can be setup another window, bellow the 
chartingg module, which can display the columns(choosen) with the 
data for the charted symbol? ( I'd like to see EPS,RS....etc for the 
charted symbol in the same time and not to have to do an exploration)
Any idea how this can be achieved?

Thank you, Ray

--- In amibroker@xxxxxxxxxxxxxxx, "Ton Sieverding" 
<ton.sieverding@xxx> wrote:
>
> So am I, Ray. As far as I understand, what the formula DMA(28,-14) 
does is the combination of shifting back in time ( -14) the MA(28) 
and extrapolating the unknown part from the center of the average ( -
14 ) thru actual. The first part is a simple Ref( -14 ). For the last 
part see Hull's Moving Average. Should be in the AB library. It's one 
way to do that. Getting the bars between the center and today. 
Although there are many other possibilities and all are trying to 
predict the same future. Also see GP's answer to your question ...
> 
> Regards, Ton.
> 
> 
>   ----- Original Message ----- 
>   From: ax_ray2222 
>   To: amibroker@xxxxxxxxxxxxxxx 
>   Sent: Tuesday, June 19, 2007 12:00 PM
>   Subject: [amibroker] Re: Need help with formula, please...
> 
> 
>   Ton, I am way beyond entry level in AB and in general in 
programming, 
>   so if you are so kind, please help and display the formula you 
refer 
>   to, cause I don't quite follow.....sorry about that...
>   thank you, Ray
> 
>   --- In amibroker@xxxxxxxxxxxxxxx, "Ton Sieverding" 
>   <ton.sieverding@> wrote:
>   >
>   > Hurst. Centered moving averages ...
>   > 
>   > Regards, Ton.
>   > 
>   > ----- Original Message ----- 
>   > From: gp_sydney 
>   > To: amibroker@xxxxxxxxxxxxxxx 
>   > Sent: Tuesday, June 19, 2007 11:02 AM
>   > Subject: [amibroker] Re: Need help with formula, please...
>   > 
>   > 
>   > Sorry, I don't understand what you're asking. I haven't used
>   > stockfetcher. What does DMA(28,-14) mean?
>   > 
>   > You can just use the Cross function to check for crossovers.
>   > 
>   > GP
>   > 
>   > --- In amibroker@xxxxxxxxxxxxxxx, "ax_ray2222" <ax_ray2222@> 
>   wrote:
>   > >
>   > > GP, thank you for the help, I want to make a continuation of 
>   the 
>   > > Displaced MA(28,-14) and with your help it will do this for 
the 
>   last 14 
>   > > days but it seems that it is verticaly displaced. Is any way 
we 
>   can 
>   > > make this to plot in the continuation of the DMA(28,-14). 
I'll 
>   put here 
>   > > the entire code I have at the moment, and if you used 
>   stockfetcher.com 
>   > > you can see the DMA(28,-14) there:
>   > > 
>   > > _SECTION_BEGIN("DispMA");
>   > > P = ParamField("Field");
>   > > Type = ParamList("Type", "Simple,Exponential,Double 
>   Exponential,Tripple 
>   > > Exponential,Wilders,Weighted");
>   > > Periods = Param("Periods", 30, 2, 100 );
>   > > Displacement = Param("Displacement", 15, -50, 50 );
>   > > m = 0;
>   > > 
>   > > if( Type == "Simple" ) m = MA( P, 
>   > > Periods );
>   > > if( Type == "Exponential" ) m = EMA( P, Periods );
>   > > if( Type == "Double Exponential" ) m = DEMA( P, Periods );
>   > > if( Type == "Tripple Exponential" ) m = TEMA( P, Periods );
>   > > if( Type == "Wilders" ) m = Wilders( P, 
>   > > Periods );
>   > > if( Type == "Weighted" ) m = WMA( P, 
>   > > Periods );
>   > > 
>   > > Plot( m, _DEFAULT_NAME(), ParamColor("Color", ColorCycle), 
>   ParamStyle
>   > > ("Style"), 0, 0, Displacement );
>   > > bi = BarIndex();
>   > > s5 = IIf(bi-bi[0] >= BarCount-14, MA(Close, 14), Null);
>   > > Plot( s5,_DEFAULT_NAME(), ParamColor("Color", ColorCycle), 
>   ParamStyle
>   > > ("Style") );
>   > > _SECTION_END();
>   > > 
>   > > I'd like to be able to scan for the crossovers of the DMA 
with 
>   an EMA
>   > > (9) for example, and thst will happend only during the last 
14 
>   days, so 
>   > > it will be actually a crossover of the s5 with the EMA(9) I 
>   guess.
>   > > Do you any idea on this? 
>   > > 
>   > > thanks a lot, Ray
>   > > 
>   > > --- In amibroker@xxxxxxxxxxxxxxx, "gp_sydney" 
<gp.investment@> 
>   wrote:
>   > > >
>   > > > > Actually, I just noticed there's a new function called 
>   BarIndex()
>   > > > 
>   > > > Sorry, just realised this is not a new function (got 
confused 
>   by the
>   > > > red star in the help) and that according to the help, it 
may 
>   not be
>   > > > accurate if QuickAFL is on. So if using that, I think you 
>   might need:
>   > > > 
>   > > > bi = BarIndex();
>   > > > s5 = IIf(bi-bi[0] >= BarCount-14, MA(Close, 5), Null);
>   > > > 
>   > > > GP
>   > > >
>   > >
>   >
>




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