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I haven't read any of the theory, but one thing I'd perhaps try is
assuming the closing price at the last bar continues the same for the
next 14 days and continue the DMA calculation on that basis.
To do that you'll have to offset the data first, change the last 14
days, and then do the MA:
DClose = IIf(Cum(1)<BarCount-14, Ref(Close, 14), Close[BarCount-1]);
DMA = MA(DClose, 28);
(I haven't tried that, but I think it should work).
GP
--- In amibroker@xxxxxxxxxxxxxxx, "ax_ray2222" <ax_ray2222@xxx> wrote:
>
> Hello, i tried Hull MA for the last 14 days as a continuation MA for the
> negative displaced MA (DMA(28,-14) but it is not making a smooth
> transition or connection with the DMA.
> Stockfetcher.com and Prophet.net are the only ones I know that
they cna
> display a nice smoothed DMA including the last 14 days, here is a link
> to see a chart on Prophet.net to understand what I try to achieve in AB:
>
http://www.prophet.net/analyze/sc.jsp?symbol=TEX&duration=6m&frequency=0\
>
&size=468,700&pricedisplay=&page=snapcharts&log=1&redbars=0&hidevolume=0\
>
&hideevents=0&hidestudies=0&studies=EMA=11,,;DMA=28,-14,;&scheme=blugray\
> &controls=advanced
>
<http://www.prophet.net/analyze/sc.jsp?symbol=TEX&duration=6m&frequency=\
>
0&size=468,700&pricedisplay=&page=snapcharts&log=1&redbars=0&hidevolume=\
>
0&hideevents=0&hidestudies=0&studies=EMA=11,,;DMA=28,-14,;&scheme=blugra\
> y&controls=advanced> Any other ideas will be appreciated thank you,
> ray
> --- In amibroker@xxxxxxxxxxxxxxx, "ax_ray2222" <ax_ray2222@> wrote:
> >
> > Rakesh, what is DE? I try to find something in Files section by
> > fctonetti ( I guesses is Fred) but could not find anything related to
> > DMA or the extra window what I questioned.
> > I do apreciate if you could pinpoint this out,
> > Ray
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Rakesh Sahgal" rakeshsahgal@
> > wrote:
> > >
> > > search for code by Fred Tonetti in files section. this is the best
> > > implementation of DE I have seen so far.
> > >
> > > On 6/19/07, ax_ray2222 ax_ray2222@ wrote:
> > > >
> > > > Thank you Bill for such a quick reply, I'll try to have a look at
> > > > both codes and see if I can make any sense in how to use them, as
> > I
> > > > am not very good at programming, and still testing AB to see if it
> > > > will suit me....so far the response here on the board is
> > overwelming
> > > > and I'd like to thank everyone for their kindness in helping
> > novices
> > > > as myself....
> > > >
> > > > I posted another question regarding a possibility of another
> > window
> > > > display in AB under the charts, where to have (as choosen fields)
> > the
> > > > data needed for the charted stock as PE, EPS,RS,....etc
> > > > Any idea if this is possible?
> > > >
> > > > regards,
> > > > Ray
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <fimdot@> wrote:
> > > > >
> > > > > There is some code by acesheet for centered moving averages in
> > the
> > > > archives under Hurst/Sigma discussions. You can also find some
> > code
> > > > at WealthLab (http://www.wealth-lab.com/cgi-
> > > > bin/WealthLab.DLL/editsystem?id=19072).
> > > > >
> > > > > Bill
> > > > > ----- Original Message -----
> > > > > From: Ton Sieverding
> > > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > > Sent: Tuesday, June 19, 2007 7:47 AM
> > > > > Subject: Re: [amibroker] Re: Need help with formula, please...
> > > > >
> > > > >
> > > > > 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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> > > > > Version: 7.5.472 / Virus Database: 269.9.0/853 - Release Date:
> > > > 6/18/2007 3:02 PM
> > > > >
> > > >
> > > >
> > > >
> > > >
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>
Please note that this group is for discussion between users only.
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