thanks Steve,
that looks really simple to implement. I
did not work with the RMath plugin yet. I get an
error message saying: Error 47. Exception occurred during AFL formula execution
at address: 77124EBC, code: C0000005
same error for the separate pieces of
code.
any idea? RMath plugin is loaded.
thanks, rgds, Ed
----- Original Message -----
Sent: Tuesday, April 14, 2009 1:58
PM
Subject: Re: [amibroker] Re: Gravity
center mustafa Belkhayate
Hello
I tried to post yesterday however my message seems got lost (I can't see
it appears in the group after long hours), so I post again today, I'm sorry if
this is a duplicate message:
my reply yesterday: about doing Lowess smoothing in R-plugin
Example: (please adjust the span parameter accordingly)
RMathSetArray(BarIndex(),"x");
RMathSetArray(Close,"y"); RMathProcedure("y.loess <-
loess(y ~ x, span=0.25,
data.frame(x=x,y=y))"); RMathProcedure("y.predict <-
predict(y.loess, data.frame(x=x))"); Lowress =
RMathGetArray("y.predict");
Plot(Lowress,"Lowress", colorRed);
Polyfit: thanks Ed for the link of AFL, below is similar function in
R (I hardcoded the nth order, pls adjust the polynomia order accordingly)
Example:
RMathSetArray(BarIndex(),"x");
RMathSetArray(Close,"y"); RMathProcedure("y.polyfit
<- lm( y ~ x + I(x^2) + I(x^3) + I(x^4)+I(x^5) + I(x^6) + I(x^7) +
I(x^8))"); // RMathProcedure("y.polyfit <- lm( y ~ x + I(x^2) +
I(x^3) + I(x^4))"); // 4th order
RMathProcedure("y.predict <- predict(y.polyfit,
data.frame(x=x))"); Polyfit = RMathGetArray("y.predict");
Plot(Polyfit,"Polyfit", colorRed);
regards,
SW
From: Edward Pottasch
<empottasch@xxxxxxxbe> To:
amibroker@xxxxxxxxxps.com Sent: Tuesday, April 14, 2009 6:12:01
PM Subject: Re: [amibroker]
Re: Gravity center mustafa Belkhayate
rgds, Ed
----- Original Message -----
Sent: Friday, April 10, 2009 5:04
PM
Subject: [amibroker] Re: Gravity center
mustafa Belkhayate
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@xxxxxxxxx ps.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@xxxxxxxxx ps.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@xxxxxxxxx ps.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@xxxxxxxxx ps.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@xxxxxxxxx ps.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.tradings ystemforex. com/expert-
advisors- backtesting/ 219-belkhayate- expert-advisor. html >
> > > <http://www.tradings ystemforex. 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@xxxxxxxxx ps.com
<mailto:amibroker@xxxxxxxxx
ps.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 > > > > > > > >
> > > > ------------ --------- --------- --------- ---------
--------- - > > > > Internet Explorer 8 makes surfing easier.
Get it now! > > > >
<http://go.microsoft.com/?linkid=9655265> > > >
> > > > > > > > >
> >
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