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[EquisMetaStock Group] Re: DMX



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sumamura,

You are correct. What I coded was based on what you sent. PDI and MDI 
do not support data arrays only time arrays. So we will need to come 
up with the full code for them before we can apply the zerolag 
method. Let me do some searching.

Preston



--- In equismetastock@xxxxxxxxxxxxxxx, "madhavranade" <sumamura@xxxx> 
wrote:
> 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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