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I cannot see any value in finding crosses of indicators looking into
the future. You can never trade them because your signals will always
have occured X bar periods in the past
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 20/06/07, gp_sydney <gp.investment@xxxxxxxxx> wrote:
> 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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