So how would anyone calculate JURIK RSX which is the Smoother alternative to RSI ?
Regards --- In [email protected], reinsley <reins...@...> wrote: > > > Hi, > > My favorite any timeframe, I use it in 5 minutes > > function T3Function( price, pds, hot ) > { > s = hot; > per = 2 / ( pds + 1 ); > e1 = AMA( price, per ); > e2 = AMA( e1, per ); > e3 = AMA( e2, per ); > e4 = AMA( e3, per ); > e5 = AMA( e4, per ); > e6 = AMA( e5, per ); > c1 = -s * s * s; > c2 = 3 * s * s + 3 * s * s * s; > c3 = -6 * s * s - 3 * s - 3 * s * s * s; > c4 = 1 + 3 * s + s * s * s + 3 * s * s; > Ti3 = c1 * e6 + c2 * e5 + c3 * e4 + c4 * e3; > return ti3; > } > > _SECTION_BEGIN( "T3classic" ); > P = C; > Periods = Param( "Periods", 3, 2, 200, 1 ); > s = Param( "Hot ", 0.618, 0.1, 5.618, 0.01 ); > T3classic = T3Function( P, Periods, s ); > Plot( T3classic , "\nT3(" + Periods + ")", colorAqua, styleThick ); > _SECTION_END(); > > Jerry Gress a écrit : > > > > > > Hello, > > > > > > > > And I use: > > > > > > > > SmoothMA = (RSIa ( MA ( Avg , Period ) ) ) ; > > > > > > > > Regards, > > > > > > > > JG > > > > > > > > ------------------------------------------------------------------------ > > > > *From:* [email protected] [mailto:[email protected]] *On > > Behalf Of *Dennis Brown > > *Sent:* Monday, November 30, 2009 11:19 AM > > *To:* [email protected] > > *Subject:* Re: [amibroker] Re: Jurik Research tools - opinions? Anybody > > using Jurik tools? > > > > > > > > > > > > Rick/Jim, > > > > > > > > SmoothMA = MA( TEMA( Avg, Period ), Period ); > > > > > > > > This is my favorite smooth fixed period MA. I don't know if I was the > > first to come up with it or not, but it is my original creation. > > > > > > > > BR, > > > > Dennis > > > > > > > > On Nov 30, 2009, at 10:05 AM, Rick Osborn wrote: > > > > > > > > > > > > The Gaussian is slow compared to some others. > > Here is a comparison of four different moving averages - T3 (Tilsons > > MA),Hull, Jurik and Gaussian. (you need to have the gaussian plug-in to > > see the gaussian MA - but you can comment out the plot line to see the > > other MA's.) > > > > The other 3 are faster than gaussian (really noticeable at higher MA > > periods).. > > What I don't like about the Jurik MA is how it overshoots when trends > > change. > > For my money, the Hull MA is quite fast and smooth. > > > > You can also check TEMA which is faster still but not as smooth. > > Here is the code > > %-------------------------------------- > > > > Plot(C,"Test stuff",colorYellow,64); > > roPeriod = Param("Period",5,1,20,1); > > > > // Ti3 Indicator > > > > function Ti3(price,period) > > { > > sa = 0; > > if (period <= 3) > > { sa = .88;} > > else if (period == 4) > > { sa = .81;} > > else if (period == 5) > > { sa = .77;} > > else if (period == 6) > > { sa = .75;} > > else if (period == 7) > > { sa = .73;} > > else if (period == 8) > > { sa = .72;} > > else if (period >= 9) > > { sa = .71;} > > else > > { sa = .70;} > > > > pa=period; > > fa=2/(pa+1); > > e1a=EMA(Price,pa); > > e2a=EMA(e1a,pa); > > e3a=EMA(e2a,pa); > > e4a=EMA(e3a,pa); > > e5a=EMA(e4a,pa); > > e6a=EMA(e5a,pa); > > c1a=-sa*sa*sa; > > c2a=3*sa*sa+3*sa*sa*sa; > > c3a=-6*sa*sa-3*sa-3*sa*sa*sa; > > c4a=1+3*sa+sa*sa*sa+3*sa*sa; > > Ti3a=c1a*e6a+c2a*e5a+c3a*e4a+c4a*e3a; > > return Ti3a; > > } > > > > > > function HullMaFunction( P, Periods, Delay ) // Hull Moving Average > > { > > X = 2 * WMA(P,int(Periods/2)) - WMA(P,Periods); > > HullMA = WMA(X,int(sqrt(Periods))); > > HullMA = Ref(HullMA,-Delay); > > return HullMa; > > } > > > > function JMA( array, per ) // Jurik > > { > > TN1 = MA( array, per ); > > s1 = 0; > > > > for ( i = 0; i < per; i = i + 1 ) > > { > > s1 = s1 + ( ( per - ( 2 * i ) - 1 ) / 2 ) * Ref( array, -i ); > > } > > > > return TN1 + ( ( ( per / 2 ) + 1 )*S1 ) / ( ( per + 1 )*per ); > > } > > > > > > Plot(scGauss2ord(C,roPeriod),"Gausian",colorRed,1); > > Plot(HullMaFunction(C,roPeriod,1),"Hull",colorGreen,1); > > Plot(JMA(C,roPeriod),"Jurik",colorYellow,1); > > Plot( Ti3( C, roPeriod),"T3",colorWhite,1); > > > > > > > > > > Best Regards > > Rick Osborn > > > > > > > > > > > > ------------------------------------------------------------------------ > > > > *From:* JIM WIEHE <jim_wi...@... <mailto:jim_wi...@...>> > > *To:* [email protected] <mailto:[email protected]> > > *Sent:* Mon, November 30, 2009 8:39:07 AM > > *Subject:* Re: [amibroker] Re: Jurik Research tools - opinions? Anybody > > using Jurik tools? > > > > > > > > Hello Ton, > > > > I checked the Amibroker website and in the third party link you can find > > indicator help zip and indicator.dll. Put the indicator.dll into the > > plugins folder and read the help file and you will be on your way to > > using the gaussian moving average. I think its better than any of the > > others because its more smooth faster and its free. As someone in this > > thread earlier wrote, indicators are just a tool in the process of reaching > > some descision or bias. Using one indicator to make a decision might be > > the equivalent of painting with one color on a canvas of the same color. > > > > Good Luck > > > > Jim Wiehe > > > > > > > > ------------------------------------------------------------------------ > > > > *From:* Ton Sieverding <ton.sieverding@ scarlet.be <http://scarlet.be/>> > > *To:* amibro...@yahoogrou ps.com <http://ps.com/> > > *Sent:* Mon, November 30, 2009 4:06:22 AM > > *Subject:* Re: [amibroker] Re: Jurik Research tools - opinions? Anybody > > using Jurik tools? > > > > > > > >  > > > > Hi Jim, > > > > > > > > I like what I see but could not find what I wanted ... Can you give me > > the name of the DLL ? Or even better the DLL of course ... > > > > > > > > Regards, Ton. > > > > > > > > ----- Original Message ----- > > > > *From:* JIM WIEHE <mailto:jim_wi...@...> > > > > *To:* amibro...@yahoogrou ps.com <mailto:[email protected]> > > > > *Sent:* Sunday, November 29, 2009 11:24 PM > > > > *Subject:* Re: [amibroker] Re: Jurik Research tools - opinions? > > Anybody using Jurik tools? > > > > > > > > > > > > > > > > It's somewhere on the Amirboker website for members, where you can > > find a dll for Gaussian moving average. Once you find it, put it > > in your Include folder and you can use it like any other function. > > Here is something I did with it, the ADX indicator is very jagged so > > why not smooth it? Oh ya' its free too!! > > > > _SECTION_BEGIN( "ADX"); > > range = Param("Periods" , 14, 2, 200, 1 ); > > Plot( ADX(range), _DEFAULT_NAME( ), ParamColor( "ADX color", > > colorBlue ), ParamStyle(" ADX style", styleThick ) ); > > Plot( scGauss2ord( PDI(range) ,3), "+DI", ParamColor( "+DI color", > > colorGreen ), ParamStyle(" +DI style") ); > > Plot( scGauss2ord( MDI(range) ,3), "-DI", ParamColor( "-DI color", > > colorRed ), ParamStyle(" -DI style") ); > > _SECTION_END( ); > > > > > > > > ------------------------------------------------------------------------ > > > > *From:* sebastiandanconia <sebastiandanconia@ yahoo.com > > <http://yahoo.com/>> > > *To:* amibro...@yahoogrou ps.com <http://ps.com/> > > *Sent:* Sun, November 29, 2009 1:15:23 PM > > *Subject:* [amibroker] Re: Jurik Research tools - opinions? Anybody > > using Jurik tools? > > > > > > > > (OT) In a sincere attempt to help out a fellow trader/investor, I > > must agree with Ara on this, and offer this additional advice: > > Whatever Jurik has to offer, you can recreate it for yourself, at no > > further expense, with Amibroker! In fact, you may not even need to > > recreate anything. Between the "canned" indicators that come with > > AB, the additional ones available for free in AB's online library, > > and what you can easily adapt from these two sources I'm not sure > > you would ever need to pay extra for any indicators or group of > > indicators. > > > > Seriously. Pick any "unique" indicator that you think is > > interesting, and spend a little time trying to duplicate it on your > > own using AB. The math is the same for everybody.:) You'll get an > > eye-opening experience in how snake oil is produced and marketed, > > but better yet you'll get an indicator that you truly understand > > because you'll know how it was made. > > > > Good luck, > > > > Sebastian > > > > p.s. This also goes for the poster from a few days ago who asked > > about the "High Velocity Market Master" system. It looks like the > > indicators needed are a long-term moving average (for direction), a > > couple of linear regression moving average lines (crossover is a > > signal to buy or short), and an ATR volatility stop as an entry > > trigger and target exit. S.. > > > > --- In amibro...@yahoogrou ps.com > > <mailto:amibroker%40yahoogroups.com>, "Michael" <herpse30@ .> wrote: > > > > > > > > > > > > I appreciate Ara's reply, but I would like to get an opinion or > > two from actual users of Jurik Research tools.. Anybody? > > > Thanks! > > > > > > --- In amibro...@yahoogrou ps.com > > <mailto:amibroker%40yahoogroups.com>, "Ara Kaloustian" <ara1@> wrote: > > > > > > > > My impression is that Jurik indicators are optimal for > > smoothness and fast > > > > reaction. > > > > > > > > Having said that, fast indicators are not necessarily the best > > for all > > > > applications. > > > > > > > > One really needs to learn how to use indicators properly and not > > to depend > > > > on any one indicator .... or any one timeframe. > > > > > > > > Guess what I am saying is, you really don't need to pay for > > expensive > > > > indicators > > > > > > > > > > > > ----- Original Message ----- > > > > From: "Michael" <herpse30@> > > > > To: <amibro...@yahoogrou ps.com > > <mailto:amibroker%40yahoogroups.com>> > > > > Sent: Saturday, November 28, 2009 2:07 PM > > > > Subject: [amibroker] Jurik Research tools - opinions? > > > > > > > > > > > > > Jurik Research has variations of moving averages, RSI, > > Stochastics, etc. > > > > > in their indicator toolbox for Amibroker. They are JMA, VEL, > > CFB, RSX, and > > > > > DMX. > > > > > > > > > > Any good? Worthwhile add-on purchases? > > > > > > > > > > Any indicator/s better than the others? > > > > > > > > > > Thanks! > > > > > > > > > > > > > > > > > > > > ------------ --------- --------- ------ > > > > > > > > > > **** IMPORTANT PLEASE READ **** > > > > > This group is for the discussion between users only. > > > > > This is *NOT* technical support channel. > > > > > > > > > > TO GET TECHNICAL SUPPORT send an e-mail directly to > > > > > SUPPORT {at} amibroker.com <http://amibroker.com/> > > > > > > > > > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > > > > > http://www.amibroke r.com/feedback/ > > <http://www.amibroker.com/feedback/> > > > > > (submissions sent via other channels won't be considered) > > > > > > > > > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > > > > > http://www.amibroke r.com/devlog/ > > <http://www.amibroker.com/devlog/> > > > > > > > > > > Yahoo! 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