Dennis Very neat. Thanks for sharing.
Regards R On Fri, Apr 25, 2008 at 8:14 PM, Dennis Brown <[EMAIL PROTECTED]> wrote: > Make sure you look at the last chart which is the response under noise > conditions. AMA2 will kill you. Look at work done by John Ehlers on > various filters to get a better handle on the problem. He has some > seminar presentations on his website http://www.mesasoftware.com/ > about how smooth the output is vs the lag. > > I have written my own versions of his adaptive Laguerre filter that is > faster and smoother than most (very complicated). However, for a > simple fixed period MA that performs better than any other simple > filter I use MA(TEMA(Avg,Period),Period). Adjust the period to the > same lag as other filters and see how smooth it is by comparison. It > performs better for me than some filters that I have paid money for. > Check it out. > > Best regards, > Dennis Brown > > On Apr 25, 2008, at 9:42 AM, droskill wrote: > > I could be wrong, but I think, if you go to the Files section and > > search (using your browser's Find command to find text on the page) on > > the words "Evaluation Screen shots.doc" - that will be the file being > > discussed. > > > > Here's my question - it looks to me like the AMA2 wins hands down in > > terms of curve accuracy and lack of overshoot - anyone have the code > > for this? > > > > --- In [email protected], "how97" <[EMAIL PROTECTED]> wrote: > >> > >> I seem to be a bit clumsy since I can not find your files. I > >> clicked "Files" in the box on the left of the Yahoo Message window > >> and went to the Files section. But can could not find any entry of > >> file name on "moving average studies". I also tried to click "Files" > >> at the bottom of the message, which took me to the same point. > >> However I can not find and "Search" command anywhere on that window. > >> I looked through all the different file titles but could not find > >> your files. Can you give me further direction about the procedure? > >> Thank you. > >> > >> how97 > >> > >> --- In [email protected], "David Jennings" > >> <davidjennings@> wrote: > >>> > >>> If I supply the complete link you will load the file to your > >> screen which may not be what you want so go to the files section and > >> search on: Moving average studies > >>> > >>> > >>> ----- Original Message ----- > >>> From: how97 > >>> To: [email protected] > >>> Sent: Friday, April 25, 2008 12:02 PM > >>> Subject: [amibroker] Re: ZeroLag TEMA > >>> > >>> > >>> I can not find any of your files that you apparently uploaded. > >> Could > >>> you please provide the exact link? Thank you. > >>> > >>> how97 > >>> > >>> --- In [email protected], "David Jennings" > >>> <davidjennings@> wrote: > >>>> > >>>> I've been watching this conversation with interestas I did > >> quite a > >>> lot of work on low lag MAs a while ago. I have put some study > >>> results in the files section for your perusal. > >>>> ----- Original Message ----- > >>>> From: Ed Fast > >>>> To: [email protected] > >>>> Sent: Thursday, April 24, 2008 8:49 PM > >>>> Subject: RE: [amibroker] Re: ZeroLag TEMA > >>>> > >>>> > >>>> > >>>> Ton, > >>>> > >>>> Thanks for the information. > >>>> > >>>> Ed > >>>> > >>>> > >>>> > >>>> ---------------------------------------------------------- > >>> ----------- > >>>> From: [email protected] > >>> [mailto:[EMAIL PROTECTED] On Behalf Of Ton Sieverding > >>>> Sent: Thursday, April 24, 2008 12:23 PM > >>>> To: [email protected] > >>>> Subject: Re: [amibroker] Re: ZeroLag TEMA > >>>> > >>>> > >>>> function HullMaFunction( P, Periods, Delay ) > >>>> { > >>>> X = 2 * WMA(P,round(Periods/2)) - WMA(P,Periods); > >>>> HullMA = WMA(X,round(sqrt(Periods))); > >>>> HullMA = Ref(HullMA,-Delay); > >>>> return HullMa; > >>>> } > >>>> > >>>> Regards, Ton. > >>>> > >>>> ----- Original Message ----- > >>>> From: Ed Fast > >>>> To: [email protected] > >>>> Sent: Thursday, April 24, 2008 9:14 PM > >>>> Subject: RE: [amibroker] Re: ZeroLag TEMA > >>>> > >>>> > >>>> > >>>> Ton, > >>>> > >>>> is the HMA a public domain formula. I know that JMA is not. > >>>> > >>>> Ed > >>>> > >>>> > >>>> > >>>> ---------------------------------------------------------- > >>> --------- > >>>> From: [email protected] > >>> [mailto:[EMAIL PROTECTED] On Behalf Of Ton Sieverding > >>>> Sent: Thursday, April 24, 2008 11:37 AM > >>>> To: [email protected] > >>>> Subject: Re: [amibroker] Re: ZeroLag TEMA > >>>> > >>>> > >>>> I did not say available but you may give Jurik an email and > >>> order your version. For me HMA is as good as JMA ... > >>>> > >>>> Regards, Ton. > >>>> > >>>> ----- Original Message ----- > >>>> From: Debdulal Bhattacharyya > >>>> To: [email protected] > >>>> Sent: Wednesday, April 23, 2008 8:22 PM > >>>> Subject: [amibroker] Re: ZeroLag TEMA > >>>> > >>>> > >>>> JMA code is available???? can you post it plz? > >>>> > >>>> --- In [email protected], "Ton Sieverding" > >>>> <ton.sieverding@> wrote: > >>>>> > >>>>> Yes I did. Just try the TEMA extreme values with say 100 > >>> days and > >>>> look what happens ... I prefer HMA of JMA etc. > >>>>> > >>>>> Regards, Ton. > >>>>> > >>>>> > >>>>> ----- Original Message ----- > >>>>> From: enochbenjamin > >>>>> To: [email protected] > >>>>> Sent: Tuesday, April 22, 2008 10:38 PM > >>>>> Subject: [amibroker] ZeroLag TEMA > >>>>> > >>>>> > >>>>> In the may issue of Technical Analysis of Stocks & > >>> Commodities > >>>> there > >>>>> is an article titled "The Quest For Reliable Crossovers" > >>> that > >>>> provides > >>>>> the code for a Zero Lag TEMA trading system. I downloaded > >>> the > >>>> code > >>>>> that Thomas provided and have been running some tests and > >>> it > >>>> looks > >>>>> pretty impressive. > >>>>> > >>>>> Has any one else had a chance to experiment with this > >>> puppy? > >>>>> > >>>> > >>>> > >>>> > >>>> > >>>> > >>>> No virus found in this incoming message. > >>>> Checked by AVG. > >>>> Version: 7.5.524 / Virus Database: 269.23.3/1393 - Release > >>> Date: 4/23/2008 8:12 AM > >>>> > >>>> > >>>> > >>>> > >>>> No virus found in this outgoing message. > >>>> Checked by AVG. > >>>> Version: 7.5.524 / Virus Database: 269.23.3/1393 - Release > >>> Date: 4/23/2008 8:12 AM > >>>> > >>>> > >>>> > >>>> > >>>> > >>>> No virus found in this incoming message. > >>>> Checked by AVG. > >>>> Version: 7.5.524 / Virus Database: 269.23.3/1393 - Release > >> Date: > >>> 4/23/2008 8:12 AM > >>>> > >>>> > >>>> > >>>> > >>>> No virus found in this outgoing message. > >>>> Checked by AVG. > >>>> Version: 7.5.524 / Virus Database: 269.23.3/1393 - Release > >> Date: > >>> 4/23/2008 8:12 AM > >>>> > >>> > >> > > > > > > > > ------------------------------------ > > > > 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 > > > > > > > > > ------------------------------------ > > 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 > > > >
