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Once one leaves the world of system trading there are
techniques for estimating future price and time targets that are quite
useful. A estimate of future crossings might very well fit
in this toolbox.
Bill
----- Original Message -----
Sent: Wednesday, June 20, 2007 2:13
AM
Subject: Re: [amibroker] Re: Need help with formula,
please...
>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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