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Well, outside of that I think most of the other obvious ideas have
been covered in the various adaptive MA's that others have developed.
But I'll keep thinking Steve...
As an aside, where can I find Tomasz's TASC stuff...?
Thanks
Rob
--- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@xxx> wrote:
>
> 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@xxx>
> 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@> 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@>
> >> 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
> >
> >
> >
> >
>
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