I cannot see any value in finding crosses of indicators looking into the future. You can never trade them because your signals will always have occured X bar periods in the past
-- Cheers Graham AB-Write >< Professional AFL Writing Service Yes, I write AFL code to your requirements http://www.aflwriting.com On 20/06/07, gp_sydney <[EMAIL PROTECTED]> wrote: > I haven't read any of the theory, but one thing I'd perhaps try is > assuming the closing price at the last bar continues the same for the > next 14 days and continue the DMA calculation on that basis. > > To do that you'll have to offset the data first, change the last 14 > days, and then do the MA: > > DClose = IIf(Cum(1)<BarCount-14, Ref(Close, 14), Close[BarCount-1]); > DMA = MA(DClose, 28); > > (I haven't tried that, but I think it should work). > > GP > > > --- In [email protected], "ax_ray2222" <[EMAIL PROTECTED]> wrote: > > > > Hello, i tried Hull MA for the last 14 days as a continuation MA for the > > negative displaced MA (DMA(28,-14) but it is not making a smooth > > transition or connection with the DMA. > > Stockfetcher.com and Prophet.net are the only ones I know that > they cna > > display a nice smoothed DMA including the last 14 days, here is a link > > to see a chart on Prophet.net to understand what I try to achieve in AB: > > > http://www.prophet.net/analyze/sc.jsp?symbol=TEX&duration=6m&frequency=0\ > > > &size=468,700&pricedisplay=&page=snapcharts&log=1&redbars=0&hidevolume=0\ > > > &hideevents=0&hidestudies=0&studies=EMA=11,,;DMA=28,-14,;&scheme=blugray\ > > &controls=advanced > > > <http://www.prophet.net/analyze/sc.jsp?symbol=TEX&duration=6m&frequency=\ > > > 0&size=468,700&pricedisplay=&page=snapcharts&log=1&redbars=0&hidevolume=\ > > > 0&hideevents=0&hidestudies=0&studies=EMA=11,,;DMA=28,-14,;&scheme=blugra\ > > y&controls=advanced> Any other ideas will be appreciated thank you, > > ray > > --- In [email protected], "ax_ray2222" <ax_ray2222@> wrote: > > > > > > Rakesh, what is DE? I try to find something in Files section by > > > fctonetti ( I guesses is Fred) but could not find anything related to > > > DMA or the extra window what I questioned. > > > I do apreciate if you could pinpoint this out, > > > Ray > > > > > > --- In [email protected], "Rakesh Sahgal" rakeshsahgal@ > > > wrote: > > > > > > > > search for code by Fred Tonetti in files section. this is the best > > > > implementation of DE I have seen so far. > > > > > > > > On 6/19/07, ax_ray2222 ax_ray2222@ wrote: > > > > > > > > > > Thank you Bill for such a quick reply, I'll try to have a look at > > > > > both codes and see if I can make any sense in how to use them, as > > > I > > > > > am not very good at programming, and still testing AB to see if it > > > > > will suit me....so far the response here on the board is > > > overwelming > > > > > and I'd like to thank everyone for their kindness in helping > > > novices > > > > > as myself.... > > > > > > > > > > I posted another question regarding a possibility of another > > > window > > > > > display in AB under the charts, where to have (as choosen fields) > > > the > > > > > data needed for the charted stock as PE, EPS,RS,....etc > > > > > Any idea if this is possible? > > > > > > > > > > regards, > > > > > Ray > > > > > > > > > > --- In [email protected], "wavemechanic" <fimdot@> wrote: > > > > > > > > > > > > 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" > > > > > > <ton.sieverding@> 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
