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Re: [amibroker] Re: Need help with formula, please...
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Hi Bill - I wonder if you could mention a few of
these techniques by name? From there, I could Google to learn more about
them...Thanks very much!
Steve
----- Original Message -----
Sent: Wednesday, June 20, 2007 8:32
AM
Subject: Re: [amibroker] Re: Need help
with formula, please...
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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