....oh, BTW, there are several of Ehlers smoothers among the averages I have already written into the program and am currently testing...
Steve ----- Original Message ----- From: "Steve Dugas" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Tuesday, June 10, 2008 11:14 AM Subject: Re: [amibroker] Re: Creating "period" arrays for built-in averages > Hi Rob - Yes, I am familiar with Ehlers stuff ( well, at least to the > limited extent that I am smart enough to understand it, but fortunately I > can translate his code without having to understand all the little details > 8 - ). I have already translated a bunch of his stuff to AFL and there is > also quite a collection in the AFL library and in TJ's TASC formulas. I > have > to admit it looks pretty high-tech and sexy but I was never really able to > make a ton of money with it and I have moved on now... > > For the sake of argument, let's just say I am trand following since I > think > the basic rationale behind what I am doing is pretty similar....If > anything > else should come to mind, please let me know...Thanks for your ideas! > > Steve > > ----- Original Message ----- > From: "sidhartha70" <[EMAIL PROTECTED]> > To: <[email protected]> > Sent: Monday, June 09, 2008 5:34 PM > Subject: [amibroker] Re: Creating "period" arrays for built-in averages > > >> Well Steve, again it all depends on how you are trading... that kind >> of defines what makes sense as a 'period' if you like. >> >> The first thing that popped into my mind when I read your post was >> using something like John Ehler's digital signal processing techniques >> to define somekind of 'dominant market cycle period'... >> >> Are you familiar with Ehler's stuff...?? www.mesasoftware.com >> John's pretty open about the techniques he uses and buying his >> software is really only for the 'bone idle'... you can work it all out >> yourself. He lists EasyLanguge code to calculate dominant cycle >> periods in a couple of his books... 'rocket science for traders' and ' >> cybernetic analysis for stocks and futures'... >> >> Do send me a message if you want or need further info. >> >> Yours >> >> Rob >> >> --- In [email protected], "Steve Dugas" <[EMAIL PROTECTED]> wrote: >>> >>> Hi - I am not trend following in the popular sense but I am trying >> to smooth >>> another array that contributes to my signals in order to make it less >>> volatile. Right now I am just experimenting with some different >> averages to >>> determine which might work best, including some of the popular AMA's >> like >>> VIDYA, KAMA, MAMA etc, and it dawned on me that I might be able to >> easily >>> create a bunch of different AMA's to test by just starting with >> different >>> momo/volatility oscillators and then converting these arrays to >> periods that >>> are fed into AB's assortment of built-in MA's. Except I am not sure >> how to >>> best convert the values of the different oscillators to numbers that >> would >>> work well as "periods". Ideally I would like to be able to optimize >> also so >>> I am thinking that maybe my conversion formula should include some >> sort of >>> smoothing constant whose value I can optimize on. Right now I just >> thought >>> of it and it is all swimming around in my head so I was hoping >> someone might >>> be able to point me in the right direction. Do you think you might >> be able >>> to say a few words about some of the different techniques? I could >> probably >>> fill in most of the details by googling if I had a better idea of the >>> possible alternatives or starting points...Thank very much! >>> >>> Steve >>> >>> ----- Original Message ----- >>> From: "sidhartha70" <[EMAIL PROTECTED]> >>> To: <[email protected]> >>> Sent: Monday, June 09, 2008 3:31 PM >>> Subject: [amibroker] Re: Creating "period" arrays for built-in averages >>> >>> >>> > Steve, >>> > >>> > There are so many techniques you could use to create a variable array >>> > for use in MA calculations... I think it all depends on 'how' you want >>> > to use the MA. Clearly the technique needs to make some intuitive >>> > sense. Are you trend following and want to avoid whipshaws in volatile >>> > markets....? >>> > >>> > >>> > >>> > --- In [email protected], "Steve Dugas" <sjdugas@> wrote: >>> >> >>> >> Hi - I see that most of AB's built-in moving averages will take an >>> > array for the Periods arg. I imagine a typical use of this might be to >>> > calculate some array based on momentum, volatility, whatever, then >>> > convert that to an array representing suitable periods that these >>> > functions can use? There are many indicators/oscillators etc that try >>> > to measure momo/volatility - my question is, what would be some good >>> > measures to use, and then some good methods of converting these >>> > different arrays to an array of periods suitable for use in MA(), >>> > DEMA(), etc? Are there other/better ways to arrive at an array of >>> > "periods"? Of course if anyone is doing this and has an example they >>> > could post, I would be very grateful. Thanks for any help! >>> >> >>> >> Steve >>> >> >>> > >>> > >>> > >>> > ------------------------------------ >>> > >>> > 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 >> >> >> >> > > > > ------------------------------------ > > 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 > > > >
