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



PureBytes Links

Trading Reference Links

 A few are:
 
Fibonacci - price/time/patterns
Gann - price/time/squares
Line studies - trendlines, channels, Babson, Median Line, DGL
Scaling - log, linear
 
And then sprinkle some Elliott Wave and chart patterns on top.  Quite yummy when there is a confluence of techniques and indicators.
 
Bill
 
----- Original Message -----
Sent: Wednesday, June 20, 2007 12:09 PM
Subject: Re: [amibroker] Re: Need help with formula, please...

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 -----
From: "Graham" <kavemanperth@xxxxxxxxx>
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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