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----- Original Message -----
From: "sidhartha70" <sidhartha70@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, June 10, 2008 11:35 AM
Subject: [amibroker] Re: Creating "period" arrays for built-in averages
> 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
>> >
>> >
>> >
>> >
>>
>
>
>
> ------------------------------------
>
> 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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