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Well, here is a truly superior, sine-smoothed MA. You simply can't
get a better smoothing-to-lag ratio than this:
=================
MA, sine-weighted
=================
---8<-----------------------
{ http://www.metastocktools.com }
s1:=Sin(30)*C;
s2:=Sin(60)*Ref(C,-1);
s3:=Sin(90)*Ref(C,-2);
s4:=Sin(60)*Ref(C,-3);
s5:=Sin(30)*Ref(C,-4);
SWMA:=(s1+s2+s3+s4+s5)/(Sin(30)*2+Sin(60)*2
+Sin(90));
SWMA
---8<-----------------------
No need for 1,000-word articles, lawyers, engineering, superstition,
jargon, phony side-kicks, phone calls or any other mumbo-jumbo - just
simple code that works.
Bob's your uncle. ;)
Uncle jose '-)
http://www.metastocktools.com
--- In equismetastock@xxxxxxxxxxxxxxx, "CedarCreekTrading" <kernish@xx
..> wrote:
> Tom,
>
> Here they are together:
>
> e1:=Mov(C,3,E);
> e2:=Mov(e1,3,E);
> e3:=Mov(e2,3,E);
> e4:=Mov(e3,3,E);
> e5:=Mov(e4,3,E);
> e6:=Mov(e5,3,E);
> c1:=-.618*.618*.618;
> c2:=3*.618*.618+3*.618*.618*.618;
> c3:=-6*.618*.618-3*.618-3*.618*.618*.618;
> c4:=1+3*.618+.618*.618*.618+3*.618*.618;
> c1*e6+c2*e5+c3*e4+c4*e3;
>
> e1:=Mov(C,5,E);
> e2:=Mov(e1,5,E);
> e3:=Mov(e2,5,E);
> e4:=Mov(e3,5,E);
> e5:=Mov(e4,5,E);
> e6:=Mov(e5,5,E);
> c1:=-.618*.618*.618;
> c2:=3*.618*.618+3*.618*.618*.618;
> c3:=-6*.618*.618-3*.618-3*.618*.618*.618;
> c4:=1+3*.618+.618*.618*.618+3*.618*.618;
> c1*e6+c2*e5+c3*e4+c4*e3;
>
> Only the periods are modified. Please note: Tim uses .7, where I
> have substituted .618. Tim's an engineer and I'm a superstitious
> Fibonacci fan.
>
> Take care,
>
> Uncle Steve
> ----- Original Message -----
> From: Tom Sprunger
> To: equismetastock@xxxxxxxxxxxxxxx
> Sent: Thursday, February 24, 2005 5:51 PM
> Subject: Re: [EquisMetaStock Group] Early trend stages
>
>
> Steve,
>
> when you go to a T5, do you change anything besides the periods in
> the 6 ema's (e1 to e6)?
> That is, do any numbers in c1 to c4 change?
>
> Thanks
>
> Tom
>
> ----- Original Message -----
> From: CedarCreekTrading
> To: equismetastock@xxxxxxxxxxxxxxx
> Sent: Thursday, February 24, 2005 12:40 PM
> Subject: Re: [EquisMetaStock Group] Early trend stages
>
> Philip,
>
> I just wrote a 1,000 word article on a similar subject: Tillson's
> T3's. It will be in the March issue of Lind-Waldock's newsletter.
> As soon as their lawyers/liars give me the green light, I will make
> it available to the forum (but, maybe I can forward you my notes...
> without getting in trouble).
>
> As many know, Tim's adaptive moving averages (see attachment for
> TASC January '98 article) are far superior to many of the average
> variations you mentioned (and far superior to what certain vendors,
> in my fine city, will SELL you). I'm not knocking MACD or Jurik's
> "stuff" or anyone's work, Tim's work is simply better. Why? His
> averages exhibit the desirable traits of being very "smooth", but
> they are NOT sensitive to random noise. The T3 modifies the "lag
> and overshoot" and tends to eliminate the whipsawing that many
> traders experience using simple moving averages. A real thing of
> beauty: very smooth, but sensitive to significant directional
> changes (see attachments).
>
> I trade with a couple dozen people using variations of the T3's.
> Most of us use them to mechanically scalp points from the emini S&P
> market. Although we are finding new and better ways to apply these
> adaptive moving averages, one of my brand new favorites is to
> replicate the T3 formula and create a T5 (five periods, instead of
> three). Then, subtract the T5 from the T3 (which, of course,
> calculates the difference between the averages). It creates a
> stunning momentum oscillator. We monitor it all day and apply it to
> ten minute candles.
>
> Philip, if you need any other help...you know how to reach me.
> I hope this helps.
>
> Take care,
>
> Uncle Steve
> ----- Original Message -----
> From: Philip Schmitz
> To: equismetastock@xxxxxxxxxxxxxxx
> Sent: Wednesday, February 23, 2005 8:30 PM
> Subject: [EquisMetaStock Group] Early trend stages
>
> Greetings All,
>
> By the time many of the more popular trend indicators kick in
> (moving averages of various flavors and combinations, the MACD, the
> ADX and even the PDI/MDI) the trend itself can often be nicely
> underway. This seems to apply especially when price action takes a
> sharp turn, as in a "V" bottom or an inverted "V" top. The numbers
> feeding into the calculation of the indicators cause a lag. Gradual
> changes in direction don't seem to pose a problem.
>
> I'm not trying to call tops and bottoms, but even a minor jump on
> conventional trend indicators would be helpful. To date, my efforts
> to get a handle on the initial phase of trends after sharp market
> turns have not been rewarding. I can't seem to conceptualize it.
> Can anyone point me in the direction of published thoughts on how
> one could approach this kind of market action? Or, would you be
> willing to share some basic observations of your own? I can't
> imagine that this question hasn't occupied many traders at one time
> or another.
>
> If I should simply "fugeddaboudit," well, that's a possibility too.
> I may be cross-posting this inquiry. My apologies in advance.
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