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Re: [amibroker] Re: Need help with formula, please...
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Thank you Bill - looks like Tomasz has this area
covered pretty well. 8 - )
Steve
----- Original Message -----
Sent: Wednesday, June 20, 2007 7:52
PM
Subject: Re: [amibroker] Re: Need help
with formula, please...
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 -----
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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