|
PureBytes Links
Trading Reference Links
|
Thanks for the info Dennis - I didn't read that last chart carefully
enough - so thanks!
--- In amibroker@xxxxxxxxxxxxxxx, Dennis Brown <see3d@xxx> wrote:
>
> Make sure you look at the last chart which is the response under noise
> conditions. AMA2 will kill you. Look at work done by John Ehlers on
> various filters to get a better handle on the problem. He has some
> seminar presentations on his website http://www.mesasoftware.com/
> about how smooth the output is vs the lag.
>
> I have written my own versions of his adaptive Laguerre filter that is
> faster and smoother than most (very complicated). However, for a
> simple fixed period MA that performs better than any other simple
> filter I use MA(TEMA(Avg,Period),Period). Adjust the period to the
> same lag as other filters and see how smooth it is by comparison. It
> performs better for me than some filters that I have paid money for.
> Check it out.
>
> Best regards,
> Dennis Brown
>
> On Apr 25, 2008, at 9:42 AM, droskill wrote:
> > I could be wrong, but I think, if you go to the Files section and
> > search (using your browser's Find command to find text on the page) on
> > the words "Evaluation Screen shots.doc" - that will be the file being
> > discussed.
> >
> > Here's my question - it looks to me like the AMA2 wins hands down in
> > terms of curve accuracy and lack of overshoot - anyone have the code
> > for this?
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "how97" <101.158294@> wrote:
> >>
> >> I seem to be a bit clumsy since I can not find your files. I
> >> clicked "Files" in the box on the left of the Yahoo Message window
> >> and went to the Files section. But can could not find any entry of
> >> file name on "moving average studies". I also tried to click "Files"
> >> at the bottom of the message, which took me to the same point.
> >> However I can not find and "Search" command anywhere on that window.
> >> I looked through all the different file titles but could not find
> >> your files. Can you give me further direction about the procedure?
> >> Thank you.
> >>
> >> how97
> >>
> >> --- In amibroker@xxxxxxxxxxxxxxx, "David Jennings"
> >> <davidjennings@> wrote:
> >>>
> >>> If I supply the complete link you will load the file to your
> >> screen which may not be what you want so go to the files section and
> >> search on: Moving average studies
> >>>
> >>>
> >>> ----- Original Message -----
> >>> From: how97
> >>> To: amibroker@xxxxxxxxxxxxxxx
> >>> Sent: Friday, April 25, 2008 12:02 PM
> >>> Subject: [amibroker] Re: ZeroLag TEMA
> >>>
> >>>
> >>> I can not find any of your files that you apparently uploaded.
> >> Could
> >>> you please provide the exact link? Thank you.
> >>>
> >>> how97
> >>>
> >>> --- In amibroker@xxxxxxxxxxxxxxx, "David Jennings"
> >>> <davidjennings@> wrote:
> >>>>
> >>>> I've been watching this conversation with interestas I did
> >> quite a
> >>> lot of work on low lag MAs a while ago. I have put some study
> >>> results in the files section for your perusal.
> >>>> ----- Original Message -----
> >>>> From: Ed Fast
> >>>> To: amibroker@xxxxxxxxxxxxxxx
> >>>> Sent: Thursday, April 24, 2008 8:49 PM
> >>>> Subject: RE: [amibroker] Re: ZeroLag TEMA
> >>>>
> >>>>
> >>>>
> >>>> Ton,
> >>>>
> >>>> Thanks for the information.
> >>>>
> >>>> Ed
> >>>>
> >>>>
> >>>>
> >>>> ----------------------------------------------------------
> >>> -----------
> >>>> From: amibroker@xxxxxxxxxxxxxxx
> >>> [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Ton Sieverding
> >>>> Sent: Thursday, April 24, 2008 12:23 PM
> >>>> To: amibroker@xxxxxxxxxxxxxxx
> >>>> Subject: Re: [amibroker] Re: ZeroLag TEMA
> >>>>
> >>>>
> >>>> function HullMaFunction( P, Periods, Delay )
> >>>> {
> >>>> X = 2 * WMA(P,round(Periods/2)) - WMA(P,Periods);
> >>>> HullMA = WMA(X,round(sqrt(Periods)));
> >>>> HullMA = Ref(HullMA,-Delay);
> >>>> return HullMa;
> >>>> }
> >>>>
> >>>> Regards, Ton.
> >>>>
> >>>> ----- Original Message -----
> >>>> From: Ed Fast
> >>>> To: amibroker@xxxxxxxxxxxxxxx
> >>>> Sent: Thursday, April 24, 2008 9:14 PM
> >>>> Subject: RE: [amibroker] Re: ZeroLag TEMA
> >>>>
> >>>>
> >>>>
> >>>> Ton,
> >>>>
> >>>> is the HMA a public domain formula. I know that JMA is not.
> >>>>
> >>>> Ed
> >>>>
> >>>>
> >>>>
> >>>> ----------------------------------------------------------
> >>> ---------
> >>>> From: amibroker@xxxxxxxxxxxxxxx
> >>> [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Ton Sieverding
> >>>> Sent: Thursday, April 24, 2008 11:37 AM
> >>>> To: amibroker@xxxxxxxxxxxxxxx
> >>>> Subject: Re: [amibroker] Re: ZeroLag TEMA
> >>>>
> >>>>
> >>>> I did not say available but you may give Jurik an email and
> >>> order your version. For me HMA is as good as JMA ...
> >>>>
> >>>> Regards, Ton.
> >>>>
> >>>> ----- Original Message -----
> >>>> From: Debdulal Bhattacharyya
> >>>> To: amibroker@xxxxxxxxxxxxxxx
> >>>> Sent: Wednesday, April 23, 2008 8:22 PM
> >>>> Subject: [amibroker] Re: ZeroLag TEMA
> >>>>
> >>>>
> >>>> JMA code is available???? can you post it plz?
> >>>>
> >>>> --- In amibroker@xxxxxxxxxxxxxxx, "Ton Sieverding"
> >>>> <ton.sieverding@> wrote:
> >>>>>
> >>>>> Yes I did. Just try the TEMA extreme values with say 100
> >>> days and
> >>>> look what happens ... I prefer HMA of JMA etc.
> >>>>>
> >>>>> Regards, Ton.
> >>>>>
> >>>>>
> >>>>> ----- Original Message -----
> >>>>> From: enochbenjamin
> >>>>> To: amibroker@xxxxxxxxxxxxxxx
> >>>>> Sent: Tuesday, April 22, 2008 10:38 PM
> >>>>> Subject: [amibroker] ZeroLag TEMA
> >>>>>
> >>>>>
> >>>>> In the may issue of Technical Analysis of Stocks &
> >>> Commodities
> >>>> there
> >>>>> is an article titled "The Quest For Reliable Crossovers"
> >>> that
> >>>> provides
> >>>>> the code for a Zero Lag TEMA trading system. I downloaded
> >>> the
> >>>> code
> >>>>> that Thomas provided and have been running some tests and
> >>> it
> >>>> looks
> >>>>> pretty impressive.
> >>>>>
> >>>>> Has any one else had a chance to experiment with this
> >>> puppy?
> >>>>>
> >>>>
> >>>>
> >>>>
> >>>>
> >>>>
> >>>> No virus found in this incoming message.
> >>>> Checked by AVG.
> >>>> Version: 7.5.524 / Virus Database: 269.23.3/1393 - Release
> >>> Date: 4/23/2008 8:12 AM
> >>>>
> >>>>
> >>>>
> >>>>
> >>>> No virus found in this outgoing message.
> >>>> Checked by AVG.
> >>>> Version: 7.5.524 / Virus Database: 269.23.3/1393 - Release
> >>> Date: 4/23/2008 8:12 AM
> >>>>
> >>>>
> >>>>
> >>>>
> >>>>
> >>>> No virus found in this incoming message.
> >>>> Checked by AVG.
> >>>> Version: 7.5.524 / Virus Database: 269.23.3/1393 - Release
> >> Date:
> >>> 4/23/2008 8:12 AM
> >>>>
> >>>>
> >>>>
> >>>>
> >>>> No virus found in this outgoing message.
> >>>> Checked by AVG.
> >>>> Version: 7.5.524 / Virus Database: 269.23.3/1393 - Release
> >> Date:
> >>> 4/23/2008 8:12 AM
> >>>>
> >>>
> >>
> >
> >
> >
> > ------------------------------------
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> > Yahoo! Groups Links
> >
> >
> >
>
------------------------------------
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|