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knyyt wrote:
> 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
Bill
Find attached in ela form what you asked for. However, please note however, that
the above formulas are more or less well known mathematical representations and
not really brand new stuff. I don't have the book though.
In my version the coefficient "a" is termed ScaleP and it is user adjustable.
Also note my notation Mk, Vk, Wk for Price (i.e. close), velocity, and
acceleration. Enjoy.
Zarifis
Content-Type: Application;
name="Cl_zaf_x.ela"
Content-Disposition: inline;
filename="Cl_zaf_x.ela"
Attachment Converted: "c:\eudora\attach\Cl_zaf_x.ela"
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