|
PureBytes Links
Trading Reference Links
|
Bob, I am unfamiliar with this code? do you have a
picture and a method reference?
I don't use TS but could code in Ensign if knew
what it does.
Thanks
Steve
<BLOCKQUOTE
style="BORDER-LEFT: #000000 2px solid; MARGIN-LEFT: 5px; MARGIN-RIGHT: 0px; PADDING-LEFT: 5px; PADDING-RIGHT: 0px">
----- Original Message -----
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From:
BobR
To: <A
href="mailto:realtraders@xxxxxxxxxxxxxxx";
title=realtraders@xxxxxxxxxxxxxxx>realtraders@xxxxxxxxxxxxxxx
Sent: Friday, August 24, 2001 10:37
PM
Subject: Re: [RT] Gen - Ehler's MamaFama
from Sept TASC TS4 version
{by John Ehlers TASC September 2001}
{TS4 version} Inputs:
Price((H+L)/2),FLimit(0.5),SLimit(0.05);Vars:
Smooth(0), Detrender(0), I1(0), Q1(0), jI(0), jQ(0), I2(0), Q2(0), Re(0), Im(0), Period(0), SmoothPeriod(0), Phase(0), DeltaPhase(0), alpha(0), MAMA(0), FAMA(0);
If CurrentBar>5 then
begin Smooth=(4*Price+3*Price[1]+2*Price[2]+Price[3])/10; Detrender=(0.0962*Smooth+0.5769*Smooth[2]-0.5769*Smooth[4]-0.0962*Smooth[6])*(0.075*Period[1]+0.54);
{Compute InPhase and Quadrature
components}Q1=(0.0962*Detrender+0.5769*Detrender[2]-0.5769*Detrender[4]-0.0962*Detrender[6])*(0.075*Period[1]+0.54);I1=Detrender[3];
{Advance the phase of I1 and Q1 by 90
degrees}jI=(0.0962*I1+0.5769*I1[2]-0.5769*I1[4]-0.0962*I1[6])*(0.075*Period[1]+0.54);jQ=(0.0962*Q1+0.5769*Q1[2]-0.5769*Q1[4]-0.0962*Q1[6])*(0.075*Period[1]+0.54);
{Phasor addition for 3-bar
averaging}I2=I1-jQ;Q2=Q1+jI;
{Smooth the I and Q components before applying
the
discriminator}I2=0.2*I2+0.8*I2[1];Q2=0.2*Q2+0.8*Q2[1];
{Homodyne
Discriminator}Re=I2*I2[1]+Q2*Q2[1];Im=I2*Q2[1]-Q2*I2[1];Re=0.2*Re+0.8*Re[1];Im=0.2*Im+0.8*Im[1];If
Im<>0 and Re<>0 then Period=360/ArcTangent(Im/Re);If
Period>1.5*Period[1] then Period=1.5*Period[1];If
Period<0.67*Period[1] then Period=0.67*Period[1];If Period<6 then
Period=6;If Period>50 then
Period=50;Period=0.2*Period+0.8*Period[1];SmoothPeriod=0.33*Period+0.67*SmoothPeriod[1];
If I1<>0 then
Phase=(ArcTangent(Q1/I1));DeltaPhase=Phase[1]-Phase;If DeltaPhase<1
then DeltaPhase=1;alpha=FLimit/DeltaPhase;If alpha<SLimit then
alpha=SLimit;If alpha>FLimit then
alpha=FLimit;MAMA=alpha*Price+(1-alpha)*MAMA[1];FAMA=0.5*alpha*MAMA+(1-0.5*alpha)*FAMA[1];
<FONT face=Arial
size=2>Plot1(MAMA,"MAMA");Plot2(FAMA,"FAMA");
End;
<BLOCKQUOTE
style="BORDER-LEFT: #000000 2px solid; MARGIN-LEFT: 5px; MARGIN-RIGHT: 0px; PADDING-LEFT: 5px; PADDING-RIGHT: 0px">
----- Original Message -----
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From:
PGREC@xxxxxxx
To: <A
href="mailto:realtraders@xxxxxxxxxxxxxxx";
title=realtraders@xxxxxxxxxxxxxxx>realtraders@xxxxxxxxxxxxxxx
Sent: Friday, August 24, 2001 6:38
PM
Subject: Re: [RT] Gen - Ehler's
MamaFama from Sept TASC
In a message dated
08/24/2001 9:16:01 PM Eastern Daylight Time, <A
href="mailto:bobrabcd@xxxxxxxxxxxxx";>bobrabcd@xxxxxxxxxxxxx writes:
<BLOCKQUOTE
style="BORDER-LEFT: #0000ff 2px solid; MARGIN-LEFT: 5px; MARGIN-RIGHT: 0px; PADDING-LEFT: 5px"
TYPE="CITE">Plots two lines that trend with price and cross over near
turning points.<FONT color=#000000 face=Arial lang=0 size=3
FAMILY="SANSSERIF"><FONT color=#000000 face=Arial
lang=0 size=2 FAMILY="SANSSERIF">Is this for TS4 or TS2000?
Regards, Pete Greco To unsubscribe from
this group, send an email to:<A
href="mailto:realtraders-unsubscribe@xxxxxxxxxxxxxxx";>realtraders-unsubscribe@xxxxxxxxxxxxxxxYour
use of Yahoo! Groups is subject to the <A
href="http://docs.yahoo.com/info/terms/";>Yahoo! Terms of Service.
To
unsubscribe from this group, send an email
to:realtraders-unsubscribe@xxxxxxxxxxxxxxxYour
use of Yahoo! Groups is subject to the <A
href="http://docs.yahoo.com/info/terms/";>Yahoo! Terms of Service.
Yahoo! Groups Sponsor
ADVERTISEMENT
To unsubscribe from this group, send an email to:
realtraders-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|