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dear preston,
i suggest u may convert bipolar dmi to zerolag version and then take
ema or wma of that and i think u wl get a reasonable result.
i am not very good at writing codes where no of periods can be
changed easily. i hv tried for 11 days and gives very encouraging
results.
may be u can send me a more general code and we can try with
different periods. wma instead of ema may give more responsive
indicator. try wma even while creating a zerolag version.
let us see how this develops.
regards --- sumamura
--- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@xxxx> wrote:
> Okay, here's how I interpret what you sent. I really don't have any
> idea how they are smoothing so I gave you 2 options one a WMA and
the
> other wilders. Looking at this though I really have my doubts that
> this is the DMX. Smoothing after the fact is not going to remove
lag
> and the DMX is supposed to be about low lag. See what you think
> though.
>
> regards,
>
> Preston
>
> {DMIx}
> DSPL:=Input("[1]Normal [2]Bipolar",1,2,2);
> PLOT:=Input("[1]WMA [2]Wilders",1,2,2);
> SPD:= Input("Smoothing Periods",1,100,5);
> PRDS:=Input("DMI PERIODS",6,100,14);
> CDM:=PDI(PRDS)/ MDI(PRDS);
> NDM:=100-(100/(1+CDM));
> BDM:=100*(PDI(PRDS) - MDI(PRDS))/
> (PDI(PRDS) + MDI(PRDS));
> SDM:=If(DSPL=1,NDM,BDM);
> X:=Mov(SDM,SPD,W);{weighted}
> Y:=Wilders(SDM,SPD);{wilders}
> If(PLOT=1,X,Y)
> {end}
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@xxxx>
wrote:
> > Yes, it helps a great deal!
> >
> > Let me explain a bit. You will notice that the code below uses
the
> > terms PDI and MDI. In metastock terminology that is positive
> > directional index(DI+) and minus directional index (DI-). Next we
> > notice the bipolar index trick where we plot (x-y)/(x+y). Then
> > finally there is either a weighted moving average or a wilders
> > smoothing. Pretty simple really, if this is the jurik code its
> really
> > not as smooth as it could be. I'll actually write out several and
> see
> > which is smoother and more importantly has less lag.
> >
> > Very Good! Thanks!
> >
> > Preston
> >
> >
> >
> > --- In equismetastock@xxxxxxxxxxxxxxx, "madhavranade"
> <sumamura@xxxx>
> > wrote:
> > >
> > > preston,
> > >
> > > see if this gives u some clue.
> > >
> > >
> > >
> > > t = Param("DM Periods",14,1,100,1);
> > >
> > > bDMI = 100 * (PDI(t) - MDI(t)) / (PDI(t) + MDI(t));
> > > Plot(bDMI,"Bipolar DMI"+t,4,1);
> > > Plot(WMA(bDMI,4),"",5,1);
> > > ----------------------------------------------------------------
--
> --
> > --
> > > ----------
> > >
> > >
> > >
> > > --- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@xxxx>
> > wrote:
> > > > DMX is Jurik Research's low lag DMI.
> > > >
> > > > Let's see the tradestation code and maybe we can duplicate it.
> > > >
> > > > Preston
> > > >
> > > >
> > > >
> > > > --- In equismetastock@xxxxxxxxxxxxxxx, "madhavranade"
> > > <sumamura@xxxx>
> > > > wrote:
> > > > > any idea about MS formula for this indicator. i can give
you
> > > > > tradestation formula if it is of any help.
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