Ed Hoopes
Fri, 10 Apr 2009 08:05:08 -0700
I checked the UTube video. The upper and lower bands + the dashed lines are a least squares regression fit to a cubic equation. They are offset above and below by some measure of volatility like ATR. The yellow line in the middle is a least squares fit to a straight line (linear regression) over the same number of bars as the cubic.
I have coded a least squares fit to a quadratic in AFL - and there have been postings here also. The main problem with coding is that the x-axis time values numbers get so big that they occasionally exceed the maximum 32 bit floating point range (10^38 i think) causing the calculation to blow up. I got around this problem by copying the price/time data to separate arrays with time time array starting at zero. This stopped the code from blowing up when the numbers got too big. With a cubic, things would be even worse since the matrix is 4x4 rather than 3x3 as in the quadratic case. ReefBreak --- In amibroker@yahoogroups.com, "conrad_faber" <cfa...@...> wrote: > > The money he claims to make comes mostly from his Martingale MM....many small > wins till the Tsunami strikes. Good luck, it may be worth it in the end. > > > --- In amibroker@yahoogroups.com, "Edward Pottasch" <empottasch@> wrote: > > > > thanks. Yes came across oan and read somewhere about repainting. Oan claims > > he makes tons of money with it. But repainting is basicly looking into the > > future. Hard to test such a system but will study it some more, > > > > regards, Ed > > > > > > > > ----- Original Message ----- > > From: conrad_faber > > To: amibroker@yahoogroups.com > > Sent: Friday, April 10, 2009 3:31 PM > > Subject: [amibroker] Re: Gravity center mustafa Belkhayate > > > > > > > > > > > > FWIW > > > > The indicator that is used by oan on his FF benkyalate thread is based on > > the centre of gravity indicator of which there are two types. One repaints > > the past as new bars are formed (used by oan) and one does not. Not having > > used it myself I do not know which one your code relates to. Best to search > > FF forums. > > > > Regards Conrad > > > > --- In amibroker@yahoogroups.com, "Edward Pottasch" <empottasch@> wrote: > > > > > > thanks, > > > > > > yes similar to what you see on this video: > > > > > > http://www.youtube.com/watch?v=zD_zIkEymE0 > > > > > > it plots the lines in real time but I can't see if it changes the lines > > at a later stage when information poures in. I do not "speak" mql4 language > > therefor I ask. But it shouldn't be too hard to translate. If somebody > > knows it will save me the effort. > > > > > > regards, Ed > > > > > > > > > > > > > > > > > > ----- Original Message ----- > > > From: reinsley > > > To: amibroker@yahoogroups.com > > > Sent: Friday, April 10, 2009 1:56 PM > > > Subject: Re: [amibroker] Gravity center mustafa Belkhayate > > > > > > > > > > > > > > > > > > > > > I have got a CD demo running with MetaTrader 4 platform. > > > I did not checkin to get real time quotes, but on historical datas only > > > the last 150 bars can plot the GC. > > > I did not count exactly, it's between 150 and 200 bars. Always the last > > > bars and the same number of bars, you cannot move the indicator in the > > > past, unless to remove datas. > > > > > > So I suppose it looks into the future. We cannot have such a smooth > > > curve in the past and keep the same turning points. > > > > > > Another Belkhayate Timing indicator was supplied but it hangs the PC. > > > > > > However it worth to test it in real time before to write bad things > > > about it. > > > > > > Best regards > > > > > > Edward Pottasch a écrit : > > > > > > > > > > > > > > > > looks interesting: > > > > > > > > > > http://www.tradingsystemforex.com/expert-advisors-backtesting/219-belkhayate-expert-advisor.html > > > > > > > > <http://www.tradingsystemforex.com/expert-advisors-backtesting/219-belkhayate-expert-advisor.html> > > > > > > > > did not try to translate it yet. Anyone know if this code looks into > > the > > > > future? Is this system of Belkhayate related to this filter: > > > > > > > > http://codebase.mql4.com/2297 <http://codebase.mql4.com/2297> > > > > > > > > ? > > > > > > > > thanks, > > > > > > > > regards, Ed > > > > > > > > > > > > > > > > > > > > ----- Original Message ----- > > > > *From:* Michel Guibert <mailto:michelg14@> > > > > *To:* amibroker@yahoogroups.com <mailto:amibroker@yahoogroups.com> > > > > *Sent:* Thursday, April 09, 2009 8:23 PM > > > > *Subject:* [amibroker] Gravity center mustafa Belkhayate > > > > > > > > Hi > > > > > > > > The gravity center from Mustafa Belkhayate on Prorealtime is looking > > > > close to the following code , anybody has an idea about converting > > > > it in Amibroker ?? > > > > ==================================================== > > > > k=p3 // Variable p3= 65 > > > > > > > > de48=DPO[k*2](close) > > > > if de48=de48[1] and de48[1]=de48[2] and de48[2]<>de48[3] then > > > > flag=1 > > > > endif > > > > n=(k*2)-4 > > > > p=(n/2)-1 > > > > d100=DPO[n](close) > > > > moy100=close-d100 > > > > co=(moy100-moy100[1]+(close[p])/n)*n > > > > if flag[1]=1 and flag[2]=0 then > > > > hh=co[1] > > > > endif > > > > if flag[1]=1 then > > > > co=hh > > > > endif > > > > n=p3 mod 2 > > > > p=(p3-n)/2 > > > > p3=(2*p)+1 > > > > once x=0 > > > > w=abs((p-x)/p) > > > > w=w*w*w > > > > w=(1-w) > > > > w=w*w*w > > > > x=x+1 > > > > if barindex=p3 then > > > > a=0 > > > > b=0 > > > > e=0 > > > > for i=1 to p3 > > > > z=barindex-i+1 > > > > a=a+w[z] > > > > b=b+w[z]*(i) > > > > e=e+(i)*(i)*w[z] > > > > next > > > > endif > > > > if barindex>p3 then > > > > c=0 > > > > d=0 > > > > for i=1 to p3 > > > > z=barindex-i+1 > > > > c=c+co[p3+p-i]*w[z] > > > > d=d+co[p3+p-i]*w[z]*(i) > > > > next > > > > endif > > > > alpha=(a*d-b*c)/(a*e-b*b) > > > > beta=(c*e-b*d)/(a*e-b*b) > > > > lowess=alpha*(p+1)+beta > > > > if barindex < p3*2 then > > > > lowess=undefined > > > > endif > > > > > > > > zz = close - lowess > > > > zzsigma = STD[p3](zz) > > > > bb1 = lowess + zzsigma > > > > bb2 = lowess +1.618* zzsigma > > > > bb3 = lowess +2* zzsigma > > > > bl1 = lowess - zzsigma > > > > bl2 = lowess - 1.618* zzsigma > > > > bl3 = lowess - 2* zzsigma > > > > > > > > return lowess, bb1, bb2, bb3, bl1, bl2, bl3 > > > > > > > > > > > > ---------------------------------------------------------- > > > > Internet Explorer 8 makes surfing easier. 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