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Re: [amibroker] Re: ZeroLag TEMA



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Dennis

Very neat. Thanks for sharing.

Regards

R

On Fri, Apr 25, 2008 at 8:14 PM, Dennis Brown <see3d@xxxxxxxxxxx> 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@xxx> 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
>>>>
>>>
>>
>
>
>
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