[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [RT] Gen - Ehler's MamaFama from Sept TASC



PureBytes Links

Trading Reference Links


Clyde,
Do you know if this will work in TS4?
RandyB
 
How Long a Minute is, depends onwhich side of the Bathroom Door you are 
on.
<BLOCKQUOTE 
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
  ----- Original Message ----- 
  <DIV 
  style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From: 
  Clyde Lee 
  
  To: <A title=realtraders@xxxxxxxxxxxxxxx 
  href="mailto:realtraders@xxxxxxxxxxxxxxx";>realtraders@xxxxxxxxxxxxxxx 
  
  Sent: Friday, August 24, 2001 10:01 
  PM
  Subject: Re: [RT] Gen - Ehler's MamaFama 
  from Sept TASC
  
  Just in case you wanted a  
  TS2K  function.
   
   
  {Ehler_FAMA_MAMA (function)  by John 
  Ehlers TASC September 
  2001           }{Returns 
  FAMA and MAMA that trend with price and cross over near turning 
  points.}{Returns a value of -1 until valid 
  computation                            
  }
   
  Inputs:  
  Price(NumericSeries),      {Price value to use to 
  comput FAMA, MAMA }         
  FastLeng(NumericSimple),   {Shortest length for period to determine 
  }         
  SlowLeng(NumericSimple),   {Longest length for period to 
  determine  }
  <FONT face="Courier New" 
  size=2>                                    
  {To match defaults  Fast=3   Slow=39     
  }         MAMA1(NumericRef),        
   {returned value for 
  MAMA                 
  }        
   FAMA1(NumericRef);         
  {returned value for 
  FAMA                 
  }
   
  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);Vars:  
  FastLimit(Iff(FastLeng>0,2/(1+FastLeng),0.5)),    
     SlowLimit(Iff(SlowLeng>0,2/(1+SlowLeng),0.05));
   
  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=FastLimit/DeltaPhase;  If alpha<SlowLimit then 
  alpha=SlowLimit;  If alpha>FastLimit then 
  alpha=FastLimit;  MAMA=alpha*Price+(1-alpha)*MAMA[1];  
  FAMA=0.5*alpha*MAMA+(1-0.5*alpha)*FAMA[1];{Plot1(MAMA,"MAMA");Plot2(FAMA,"FAMA");}   
  Ehler_FAMA_MAMA=1;  MAMA1=MAMA;  FAMA1=FAMA;EndElse    
  Ehler_FAMA_MAMA = -1;
   
   
   
   
  - - - - - - - - - - - - - - - - - - - - -  - - - - - - -Clyde 
  Lee   
  Chairman/CEO          (Home of 
  SwingMachine)SYTECH 
  Corporation          email: <A 
  href="mailto:clydelee@xxxxxxxxxxxx";>clydelee@xxxxxxxxxxxx  7910 
  Westglen, Suite 105       
  Office:    (713) 783-9540Houston,  TX  
  77063               
  Fax:    (713) 783-1092Details 
  at:                      
  www.theswingmachine.com- - - 
  - - - - - - - - - - - - - - - - -  - - - - - - - -
  <BLOCKQUOTE 
  style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
    ----- Original Message ----- 
    <DIV 
    style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From: 
    <A title=bobrabcd@xxxxxxxxxxxxx 
    href="mailto:bobrabcd@xxxxxxxxxxxxx";>BobR 
    To: <A 
    title=realtraders@xxxxxxxxxxxxxxx 
    href="mailto:realtraders@xxxxxxxxxxxxxxx";>realtraders@xxxxxxxxxxxxxxx 
    
    Sent: Friday, August 24, 2001 
    20:14
    Subject: [RT] Gen - Ehler's MamaFama 
    from Sept TASC
    Plots two lines 
    that trend with price and cross over near turning points.{by John 
    Ehlers TASC September 2001}Inputs:  
    Price((H+L)/2),FastLimit(0.5),SlowLimit(0.05);Vars:Smooth(0),Detrender(0),I1(0),Q1(0),jI(0),jQ(0),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<a href="http://rd.yahoo.com/M=194081.1566667.3122753.1261774/D=egroupweb/S=1705001779:HM/A=766942/R=0/*http://www.ediets.com/start.cfm?code=3225"targe
t=_top>









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.