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I would like to know if anyone has put Robert Barnes' Acceleration Principle
into easy language code for Tradestation.... it is from his book trading in
choppy markets..
i = Today
i-1 = Yesterday
a = weight (between 0 and 1.0) placed by the trader on current
(today's) prices
and C(i)= close of today
where the exponential average of prices (M) is:
M(i)=
a*C(i) + (1-a)*M(i-1)
the exponential velocity (V) is:
V(i)= a*(M(i)-M(i-1)) +
(1-a)*V(i-1)
the forecast of price (Pf) for tomorrow's close is:
Pf=
C(i) + M(i) - M(i-1)
the forecast for velocity (Vf) is:
Vf= (M(i) - M(i-1)) + V(i) -
V(i-1)
the exponential average of acceleration of prices (W) is:
W(i)=
a*(V(i) - V(i-1)) + (1-a)*W(i-1)
thats the information from the pages in the book... pages 52-54 in Trading
in Choppy Markets hardcover by Irwin Professional Publishing
Thanks in advance for your time and help
Regards, Bill
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