I checked the UTube video. The upper and lower bands + the dashed lines are
a least squares regression fit to a cubic equation. They are offset above and
below by some measure of volatility like ATR. The yellow line in the middle is
a least squares fit to a straight line (linear regression) over the same
number of bars as the cubic.
I have coded a least squares fit to a
quadratic in AFL - and there have been postings here also. The main problem
with coding is that the x-axis time values numbers get so big that they
occasionally exceed the maximum 32 bit floating point range (10^38 i think)
causing the calculation to blow up. I got around this problem by copying the
price/time data to separate arrays with time time array starting at zero. This
stopped the code from blowing up when the numbers got too big.
With a
cubic, things would be even worse since the matrix is 4x4 rather than 3x3 as
in the quadratic case.
ReefBreak
--- In amibroker@xxxxxxxxxps.com,
"conrad_faber" <cfaber@xxx> wrote:
>
> The money he claims
to make comes mostly from his Martingale MM....many small wins till the
Tsunami strikes. Good luck, it may be worth it in the end.
>
>
> --- In amibroker@xxxxxxxxxps.com,
"Edward Pottasch" <empottasch@> wrote:
> >
> >
thanks. Yes came across oan and read somewhere about repainting. Oan claims he
makes tons of money with it. But repainting is basicly looking into the
future. Hard to test such a system but will study it some more,
> >
> > regards, Ed
> >
> >
> >
>
> ----- Original Message -----
> > From: conrad_faber
>
> To: amibroker@xxxxxxxxxps.com
> > Sent: Friday, April 10, 2009 3:31 PM
> > Subject:
[amibroker] Re: Gravity center mustafa Belkhayate
> >
> >
> >
> >
> >
> > FWIW
> >
> > The indicator that is used by oan on his FF benkyalate thread is
based on the centre of gravity indicator of which there are two types. One
repaints the past as new bars are formed (used by oan) and one does not. Not
having used it myself I do not know which one your code relates to. Best to
search FF forums.
> >
> > Regards Conrad
> >
> > --- In amibroker@xxxxxxxxxps.com,
"Edward Pottasch" <empottasch@> wrote:
> > >
>
> > thanks,
> > >
> > > yes similar to what you
see on this video:
> > >
> > > http://www.youtube.com/watch?v=zD_zIkEymE0
>
> >
> > > it plots the lines in real time but I can't see
if it changes the lines at a later stage when information poures in. I do not
"speak" mql4 language therefor I ask. But it shouldn't be too hard to
translate. If somebody knows it will save me the effort.
> > >
> > > regards, Ed
> > >
> > >
>
> >
> > >
> > >
> > > -----
Original Message -----
> > > From: reinsley
> > >
To: amibroker@xxxxxxxxxps.com
> > > Sent: Friday, April 10, 2009 1:56 PM
> > >
Subject: Re: [amibroker] Gravity center mustafa Belkhayate
> > >
> > >
> > >
> > >
> > >
> > >
> > > I have got a CD demo running with
MetaTrader 4 platform.
> > > I did not checkin to get real time
quotes, but on historical datas only
> > > the last 150 bars can
plot the GC.
> > > I did not count exactly, it's between 150 and
200 bars. Always the last
> > > bars and the same number of bars,
you cannot move the indicator in the
> > > past, unless to remove
datas.
> > >
> > > So I suppose it looks into the
future. We cannot have such a smooth
> > > curve in the past and
keep the same turning points.
> > >
> > > Another
Belkhayate Timing indicator was supplied but it hangs the PC.
> >
>
> > > However it worth to test it in real time before to
write bad things
> > > about it.
> > >
> >
> Best regards
> > >
> > > Edward Pottasch a écrit
:
> > > >
> > > >
> > > >
> > > > looks interesting:
> > > >
>
> > > http://www.tradingsystemforex.com/expert-advisors-backtesting/219-belkhayate-expert-advisor.html
> > > > <http://www.tradingsystemforex.com/expert-advisors-backtesting/219-belkhayate-expert-advisor.html>
>
> > >
> > > > did not try to translate it yet. Anyone
know if this code looks into the
> > > > future? Is this
system of Belkhayate related to this filter:
> > > >
>
> > > http://codebase.mql4.com/2297
<http://codebase.mql4.com/2297>
>
> > >
> > > > ?
> > > >
> >
> > thanks,
> > > >
> > > > regards,
Ed
> > > >
> > > >
> > > >
> > > >
> > > > ----- Original Message
-----
> > > > *From:* Michel Guibert
<mailto:michelg14@>
> > > > *To:* amibroker@xxxxxxxxxps.com
<mailto:amibroker@xxxxxxxxxps.com>
>
> > > *Sent:* Thursday, April 09, 2009 8:23 PM
> > > >
*Subject:* [amibroker] Gravity center mustafa Belkhayate
> > >
>
> > > > Hi
> > > >
> > > >
The gravity center from Mustafa Belkhayate on Prorealtime is looking
>
> > > close to the following code , anybody has an idea about
converting
> > > > it in Amibroker ??
> > > >
====================================================
>
> > > k=p3 // Variable p3= 65
> > > >
> >
> > de48=DPO[k*2](close)
> > > > if de48=de48[1] and
de48[1]=de48[2] and de48[2]<>de48[3] then
> > >
> flag=1
> > > > endif
> > > >
n=(k*2)-4
> > > > p=(n/2)-1
> > > >
d100=DPO[n](close)
> > > > moy100=close-d100
>
> > > co=(moy100-moy100[1]+(close[p])/n)*n
> >
> > if flag[1]=1 and flag[2]=0 then
> > > >
hh=co[1]
> > > > endif
> > > > if flag[1]=1
then
> > > > co=hh
> > > > endif
> >
> > n=p3 mod 2
> > > > p=(p3-n)/2
> > > >
p3=(2*p)+1
> > > > once x=0
> > > >
w=abs((p-x)/p)
> > > > w=w*w*w
> > > >
w=(1-w)
> > > > w=w*w*w
> > > > x=x+1
>
> > > if barindex=p3 then
> > > > a=0
> >
> > b=0
> > > > e=0
> > > > for i=1 to
p3
> > > > z=barindex-i+1
> > > >
a=a+w[z]
> > > > b=b+w[z]*(i)
> > > >
e=e+(i)*(i)*w[z]
> > > > next
> > > >
endif
> > > > if barindex>p3 then
> > > >
c=0
> > > > d=0
> > > > for i=1 to p3
>
> > > z=barindex-i+1
> > > >
c=c+co[p3+p-i]*w[z]
> > > >
d=d+co[p3+p-i]*w[z]*(i)
> > > > next
> >
> > endif
> > > >
alpha=(a*d-b*c)/(a*e-b*b)
> > > >
beta=(c*e-b*d)/(a*e-b*b)
> > > >
lowess=alpha*(p+1)+beta
> > > > if barindex < p3*2
then
> > > > lowess=undefined
> > > >
endif
> > > >
> > > > zz = close -
lowess
> > > > zzsigma = STD[p3](zz)
> > > > bb1
= lowess + zzsigma
> > > > bb2 = lowess +1.618* zzsigma
>
> > > bb3 = lowess +2* zzsigma
> > > > bl1 = lowess -
zzsigma
> > > > bl2 = lowess - 1.618* zzsigma
> > >
> bl3 = lowess - 2* zzsigma
> > > >
> > > >
return lowess, bb1, bb2, bb3, bl1, bl2, bl3
> > > >
>
> > >
> > > >
----------------------------------------------------------
>
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>
> > >
> > > >
> > >
>
>
>