[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: Vectorvest



PureBytes Links

Trading Reference Links

The .afl formulas for T3 that I can find are not Kalman style filters.  The one I created uses the AMA2 function built into AB.  

There are many references to Kalman on the internet.  For stock trading I chose one dimension and linear combination of functions.  A good place to start is the Wikipedia article.  Yes the math is a little dense, but some of the articles have enough verbal description that you can sort it out - at least that is how I did it.

ReefBreak


--- In amibroker@xxxxxxxxxxxxxxx, Rick Osborn <ricko@xxx> wrote:
>
> would you consider the Tilson T3 function to be a Kalman Filter?
> 
>  
> 
> 
> 
> 
> 
> ________________________________
> From: reefbreak_sd <reefbreak_sd@xxx>
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Friday, September 4, 2009 10:39:13 AM
> Subject: [amibroker] Re: Vectorvest
> 
>    
> Since I made the indicators, I can run them on what ever index I want - rather than on just the VVC.  So I run them on the components of several ETFs that I trade. 
> 
> For market timing, I have a statistical indicator that uses a Kalman Filter, and one that calculates temperature based on the Boltzman distribution from statistical thermodynamics. In this indicator, the temp goes negative during market declines - unlike what happens in nature.
> 
> So the total is  about 6 in all.
> 
> I'm a trend follower.  None of these predicts anything, just accurately reflects the markets current condition.
> 
> ReefBreak
> 
> --- In amibroker@xxxxxxxxx ps.com, "donald_brown_ 48367" <donald_brown_ 48367@ > wrote:
> >
> > I got pretty close with most signals using simple moving average trending.  I also stopped my subscription.  What other indictars do you use?
> > 
> > --- In amibroker@xxxxxxxxx ps.com, "reefbreak_sd" <reefbreak_sd@ > wrote:
> > >
> > > Yes, I have written several indicators in .afl that simulate MTI, BSR, Confirmed buy/sell indicators in VV.  They work well enough that I have dropped my subscription to VV.  They are proprietary, not for sale or publication.
> > > 
> > > ReefBreak
> > > 
> > > --- In amibroker@xxxxxxxxx ps.com, "donald_brown_ 48367" <donald_brown_ 48367@> wrote:
> > > >
> > > > I'm curious if anyone has written code to simulate the Vectorvest overall market timing buy and sell signals?
> > > >
> > >
> >
>




------------------------------------

**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to 
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/