There is some code by acesheet for centered moving averages in the archives under Hurst/Sigma discussions. You can also find some code at WealthLab (http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/editsystem?id=19072).
Bill ----- Original Message ----- From: Ton Sieverding To: [email protected] Sent: Tuesday, June 19, 2007 7:47 AM Subject: Re: [amibroker] Re: Need help with formula, please... So am I, Ray. As far as I understand, what the formula DMA(28,-14) does is the combination of shifting back in time ( -14) the MA(28) and extrapolating the unknown part from the center of the average ( -14 ) thru actual. The first part is a simple Ref( -14 ). For the last part see Hull's Moving Average. Should be in the AB library. It's one way to do that. Getting the bars between the center and today. Although there are many other possibilities and all are trying to predict the same future. Also see GP's answer to your question ... Regards, Ton. ----- Original Message ----- From: ax_ray2222 To: [email protected] Sent: Tuesday, June 19, 2007 12:00 PM Subject: [amibroker] Re: Need help with formula, please... Ton, I am way beyond entry level in AB and in general in programming, so if you are so kind, please help and display the formula you refer to, cause I don't quite follow.....sorry about that... thank you, Ray --- In [email protected], "Ton Sieverding" <[EMAIL PROTECTED]> wrote: > > Hurst. Centered moving averages ... > > Regards, Ton. > > ----- Original Message ----- > From: gp_sydney > To: [email protected] > Sent: Tuesday, June 19, 2007 11:02 AM > Subject: [amibroker] Re: Need help with formula, please... > > > Sorry, I don't understand what you're asking. I haven't used > stockfetcher. What does DMA(28,-14) mean? > > You can just use the Cross function to check for crossovers. > > GP > > --- In [email protected], "ax_ray2222" <ax_ray2222@> wrote: > > > > GP, thank you for the help, I want to make a continuation of the > > Displaced MA(28,-14) and with your help it will do this for the last 14 > > days but it seems that it is verticaly displaced. Is any way we can > > make this to plot in the continuation of the DMA(28,-14). I'll put here > > the entire code I have at the moment, and if you used stockfetcher.com > > you can see the DMA(28,-14) there: > > > > _SECTION_BEGIN("DispMA"); > > P = ParamField("Field"); > > Type = ParamList("Type", "Simple,Exponential,Double Exponential,Tripple > > Exponential,Wilders,Weighted"); > > Periods = Param("Periods", 30, 2, 100 ); > > Displacement = Param("Displacement", 15, -50, 50 ); > > m = 0; > > > > if( Type == "Simple" ) m = MA( P, > > Periods ); > > if( Type == "Exponential" ) m = EMA( P, Periods ); > > if( Type == "Double Exponential" ) m = DEMA( P, Periods ); > > if( Type == "Tripple Exponential" ) m = TEMA( P, Periods ); > > if( Type == "Wilders" ) m = Wilders( P, > > Periods ); > > if( Type == "Weighted" ) m = WMA( P, > > Periods ); > > > > Plot( m, _DEFAULT_NAME(), ParamColor("Color", ColorCycle), ParamStyle > > ("Style"), 0, 0, Displacement ); > > bi = BarIndex(); > > s5 = IIf(bi-bi[0] >= BarCount-14, MA(Close, 14), Null); > > Plot( s5,_DEFAULT_NAME(), ParamColor("Color", ColorCycle), ParamStyle > > ("Style") ); > > _SECTION_END(); > > > > I'd like to be able to scan for the crossovers of the DMA with an EMA > > (9) for example, and thst will happend only during the last 14 days, so > > it will be actually a crossover of the s5 with the EMA(9) I guess. > > Do you any idea on this? > > > > thanks a lot, Ray > > > > --- In [email protected], "gp_sydney" <gp.investment@> wrote: > > > > > > > Actually, I just noticed there's a new function called BarIndex() > > > > > > Sorry, just realised this is not a new function (got confused by the > > > red star in the help) and that according to the help, it may not be > > > accurate if QuickAFL is on. So if using that, I think you might need: > > > > > > bi = BarIndex(); > > > s5 = IIf(bi-bi[0] >= BarCount-14, MA(Close, 5), Null); > > > > > > GP > > > > > > ------------------------------------------------------------------------------ No virus found in this incoming message. Checked by AVG Free Edition. Version: 7.5.472 / Virus Database: 269.9.0/853 - Release Date: 6/18/2007 3:02 PM
