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Brad -- thanks for your reply. I guess I am unclear as to what I would
replace the 14 with.
Say I use ATR(10) most of the time. In a particularly quiet market, it
might make sense to use ATR(20) since ATR(10) will produce an
uncharacteristically small number. So, I am "manually" adjusting the
lookback of the ATR to account for market personality.
With your product, what are the possible inputs besides 10, 14, 20,
etc., that I might feed to the ATR calculation?
Thanks.
--- In Metastockusers@xxxxxxxxxxxxxxx, "bradulrich33"
<bradulrich@xxxx> wrote:
> I can give it a shot:
>
> The current ATR take a period input that can only be a constant, such
> as ATR(14). The new ATR will accept an ARRAY as input.
>
> Here is a description of the classic Wilder's ATR:
>
> http://stockcharts.com/education/IndicatorAnalysis/indic_ATR.html
>
> The ATR relies on Wilder's smoothing method. This smoothing method
> is very much like that of an Exponential Moving Average, because it
> uses the Previous value to calculate the current value.
>
> [ A side note, and some food for thought: In signal processing, this
> is called an Infinite Impulse Response (IIR) filter, because even the
> very first value in the array has an effect of the very last value in
> the array, albeit, as very small effect. ]
>
> In the example link above, they use a constant 14 periods. Our
> indicator uses the exact same calcuations, except it will replace the
> 14 with whatever input you give for that particular bar.
>
> Does this answer your question?
>
> Thanks,
>
> Brad Ulrich
> The DML, LLC
> www.thedml.com
>
>
>
> --- In Metastockusers@xxxxxxxxxxxxxxx, "metastkuser"
> <andysmith_999@xxxx> wrote:
> > Brad,
> > I saw under the ASI product page that you will be introducing an
> > adaptive Average True Range soon. Can you give a little more
> > information on that?
> > Thanks!
> >
> >
> >
> > --- In Metastockusers@xxxxxxxxxxxxxxx, "bradulrich33"
> > <bradulrich@xxxx> wrote:
> > > Hello,
> > >
> > > My name is Brad Ulrich. I am the head developer for a new
> company
> > > called the Dynamic Market Lab, LLC ( www.thedml.com ). Our
> company
> > > offers two new sets of indicators for Metastock.
> > >
> > > The first is Adaptive Standard Indicators (ASI) - these 33
> indicators
> > > are versions of traditional indicators (Mov, RSI, HHV, CCI, Ref,
> Sum,
> > > etc.) that accept an ARRAY for the periods input instead of a
> > > CONSTANT. This of course, is a major improvement to the
> indicators,
> > > and the Metastock formula language as a whole.
> > >
> > > The second is Adaptive Digital Signal Indicators (ADSI) - these
> 34
> > > indicators encompass the majority of John Ehlers' work, including
> > > indicators like Signal-to-Noise, Hilbert Transform, various Cycle
> > > Period measurements, the Fisher Transform, the Laguerre Transform,
> > > etc. These indicators make John Ehlers' stuff easy-to-use, but
> also
> > > extendable.
> > >
> > > These are professional tools and are designed specifically to be
> used
> > > in the most demanding real-time environments. They are lightning
> > > fast because they are programmed as C++ DLLs, and are accessed
> via the
> > > ExtFml() function in Metastock.
> > >
> > > They are very powerful, but also very easy to use.
> > >
> > > Best of all, we are CURRENTLY OFFERING A FREE TWO-MONTH TRIAL
> VERSION
> > > that can be downloaded at www.thdml.com/trials.
> > >
> > >
> > > There total benefits are too many to list here, so please visit
> our
> > > site for more details.
> > >
> > >
> > >
> > > Thanks,
> > >
> > > Brad Ulrich
> > > Developer
> > > The Dynamic Market Lab, LLC
> > > www.thedml.com
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