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----- Original Message ----- From: "sidhartha70" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Tuesday, June 10, 2008 11:35 AM Subject: [amibroker] Re: Creating "period" arrays for built-in averages > Well, outside of that I think most of the other obvious ideas have > been covered in the various adaptive MA's that others have developed. > But I'll keep thinking Steve... > > As an aside, where can I find Tomasz's TASC stuff...? > > Thanks > > Rob > > --- In [email protected], "Steve Dugas" <[EMAIL PROTECTED]> wrote: >> >> 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" <sjdugas@> 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" <sidhartha70@> >> >> 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 > > > >
