Thank you Bill - looks like Tomasz has this area covered pretty well. 8 - )
Steve ----- Original Message ----- From: wavemechanic To: [email protected] Sent: Wednesday, June 20, 2007 7:52 PM Subject: Re: [amibroker] Re: Need help with formula, please... A few are: Fibonacci - price/time/patterns Gann - price/time/squares Line studies - trendlines, channels, Babson, Median Line, DGL Scaling - log, linear And then sprinkle some Elliott Wave and chart patterns on top. Quite yummy when there is a confluence of techniques and indicators. Bill ----- Original Message ----- From: Steve Dugas To: [email protected] Sent: Wednesday, June 20, 2007 12:09 PM Subject: Re: [amibroker] Re: Need help with formula, please... Hi Bill - I wonder if you could mention a few of these techniques by name? From there, I could Google to learn more about them...Thanks very much! Steve ----- Original Message ----- From: wavemechanic To: [email protected] Sent: Wednesday, June 20, 2007 8:32 AM Subject: Re: [amibroker] Re: Need help with formula, please... Once one leaves the world of system trading there are techniques for estimating future price and time targets that are quite useful. A estimate of future crossings might very well fit in this toolbox. Bill ----- Original Message ----- From: "Graham" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Wednesday, June 20, 2007 2:13 AM Subject: Re: [amibroker] Re: Need help with formula, please... >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 > > > Please note that this group is for discussion between users only. > > To get support from AmiBroker please send an e-mail directly to > SUPPORT {at} amibroker.com > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > > Yahoo! Groups Links > > > > > > -- > 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 > > ---------------------------------------------------------------------------- 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
