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Re: [amibroker] Re: Need help with formula, please...
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Right, except for touch here and there which you can
easily code.
Bill
----- Original Message -----
Sent: Wednesday, June 20, 2007 9:12
PM
Subject: Re: [amibroker] Re: Need help
with formula, please...
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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