The .afl formulas for T3 that I can find are not Kalman style filters. The one I created uses the AMA2 function built into AB.
There are many references to Kalman on the internet. For stock trading I chose one dimension and linear combination of functions. A good place to start is the Wikipedia article. Yes the math is a little dense, but some of the articles have enough verbal description that you can sort it out - at least that is how I did it. ReefBreak --- In [email protected], Rick Osborn <ri...@...> wrote: > > would you consider the Tilson T3 function to be a Kalman Filter? > > > > > > > > ________________________________ > From: reefbreak_sd <reefbreak...@...> > To: [email protected] > Sent: Friday, September 4, 2009 10:39:13 AM > Subject: [amibroker] Re: Vectorvest > > > Since I made the indicators, I can run them on what ever index I want - > rather than on just the VVC. So I run them on the components of several ETFs > that I trade. > > For market timing, I have a statistical indicator that uses a Kalman Filter, > and one that calculates temperature based on the Boltzman distribution from > statistical thermodynamics. In this indicator, the temp goes negative during > market declines - unlike what happens in nature. > > So the total is about 6 in all. > > I'm a trend follower. None of these predicts anything, just accurately > reflects the markets current condition. > > ReefBreak > > --- In amibro...@yahoogrou ps.com, "donald_brown_ 48367" <donald_brown_ > 48367@ > wrote: > > > > I got pretty close with most signals using simple moving average trending. > > I also stopped my subscription. What other indictars do you use? > > > > --- In amibro...@yahoogrou ps.com, "reefbreak_sd" <reefbreak_sd@ > wrote: > > > > > > Yes, I have written several indicators in .afl that simulate MTI, BSR, > > > Confirmed buy/sell indicators in VV. They work well enough that I have > > > dropped my subscription to VV. They are proprietary, not for sale or > > > publication. > > > > > > ReefBreak > > > > > > --- In amibro...@yahoogrou ps.com, "donald_brown_ 48367" <donald_brown_ > > > 48367@> wrote: > > > > > > > > I'm curious if anyone has written code to simulate the Vectorvest > > > > overall market timing buy and sell signals? > > > > > > > > > >
