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....oh, BTW, there are several of Ehlers smoothers among the averages I have
already written into the program and am currently testing...
Steve
----- Original Message -----
From: "Steve Dugas" <sjdugas@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, June 10, 2008 11:14 AM
Subject: Re: [amibroker] Re: Creating "period" arrays for built-in averages
> Hi Rob - Yes, I am familiar with Ehlers stuff ( well, at least to the
> limited extent that I am smart enough to understand it, but fortunately I
> can translate his code without having to understand all the little details
> 8 - ). I have already translated a bunch of his stuff to AFL and there is
> also quite a collection in the AFL library and in TJ's TASC formulas. I
> have
> to admit it looks pretty high-tech and sexy but I was never really able to
> make a ton of money with it and I have moved on now...
>
> For the sake of argument, let's just say I am trand following since I
> think
> the basic rationale behind what I am doing is pretty similar....If
> anything
> else should come to mind, please let me know...Thanks for your ideas!
>
> Steve
>
> ----- Original Message -----
> From: "sidhartha70" <sidhartha70@xxxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, June 09, 2008 5:34 PM
> Subject: [amibroker] Re: Creating "period" arrays for built-in averages
>
>
>> Well Steve, again it all depends on how you are trading... that kind
>> of defines what makes sense as a 'period' if you like.
>>
>> The first thing that popped into my mind when I read your post was
>> using something like John Ehler's digital signal processing techniques
>> to define somekind of 'dominant market cycle period'...
>>
>> Are you familiar with Ehler's stuff...?? www.mesasoftware.com
>> John's pretty open about the techniques he uses and buying his
>> software is really only for the 'bone idle'... you can work it all out
>> yourself. He lists EasyLanguge code to calculate dominant cycle
>> periods in a couple of his books... 'rocket science for traders' and '
>> cybernetic analysis for stocks and futures'...
>>
>> Do send me a message if you want or need further info.
>>
>> Yours
>>
>> Rob
>>
>> --- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@xxx> wrote:
>>>
>>> Hi - I am not trend following in the popular sense but I am trying
>> to smooth
>>> another array that contributes to my signals in order to make it less
>>> volatile. Right now I am just experimenting with some different
>> averages to
>>> determine which might work best, including some of the popular AMA's
>> like
>>> VIDYA, KAMA, MAMA etc, and it dawned on me that I might be able to
>> easily
>>> create a bunch of different AMA's to test by just starting with
>> different
>>> momo/volatility oscillators and then converting these arrays to
>> periods that
>>> are fed into AB's assortment of built-in MA's. Except I am not sure
>> how to
>>> best convert the values of the different oscillators to numbers that
>> would
>>> work well as "periods". Ideally I would like to be able to optimize
>> also so
>>> I am thinking that maybe my conversion formula should include some
>> sort of
>>> smoothing constant whose value I can optimize on. Right now I just
>> thought
>>> of it and it is all swimming around in my head so I was hoping
>> someone might
>>> be able to point me in the right direction. Do you think you might
>> be able
>>> to say a few words about some of the different techniques? I could
>> probably
>>> fill in most of the details by googling if I had a better idea of the
>>> possible alternatives or starting points...Thank very much!
>>>
>>> Steve
>>>
>>> ----- Original Message -----
>>> From: "sidhartha70" <sidhartha70@xxx>
>>> To: <amibroker@xxxxxxxxxxxxxxx>
>>> Sent: Monday, June 09, 2008 3:31 PM
>>> Subject: [amibroker] Re: Creating "period" arrays for built-in averages
>>>
>>>
>>> > Steve,
>>> >
>>> > There are so many techniques you could use to create a variable array
>>> > for use in MA calculations... I think it all depends on 'how' you want
>>> > to use the MA. Clearly the technique needs to make some intuitive
>>> > sense. Are you trend following and want to avoid whipshaws in volatile
>>> > markets....?
>>> >
>>> >
>>> >
>>> > --- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@> wrote:
>>> >>
>>> >> Hi - I see that most of AB's built-in moving averages will take an
>>> > array for the Periods arg. I imagine a typical use of this might be to
>>> > calculate some array based on momentum, volatility, whatever, then
>>> > convert that to an array representing suitable periods that these
>>> > functions can use? There are many indicators/oscillators etc that try
>>> > to measure momo/volatility - my question is, what would be some good
>>> > measures to use, and then some good methods of converting these
>>> > different arrays to an array of periods suitable for use in MA(),
>>> > DEMA(), etc? Are there other/better ways to arrive at an array of
>>> > "periods"? Of course if anyone is doing this and has an example they
>>> > could post, I would be very grateful. Thanks for any help!
>>> >>
>>> >> Steve
>>> >>
>>> >
>>> >
>>> >
>>> > ------------------------------------
>>> >
>>> > 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
>>
>>
>>
>>
>
>
>
> ------------------------------------
>
> 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
>
>
>
>
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