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With due respect, it appears you simply pasted the BRIN code, changed
the symbols, and expect results. Aaah, if it were that easy....
I just glanced over and it seems in the first code you use a 10-day
MA while in the second code you don't average at all. That's just one
thing I notice.
Even if you get a true comparison chart, don't judge the two codes by
eyeballing a few charts. In order to benefit from the code you have
to dig into the article and truly understand why it is a
fundamentally better procedure.
Then again, feel free to stick with the sentimentrader code if you
like it.
--- In amibroker@xxxxxxxxxxxxxxx, "murthysuresh" <money@xxx> wrote:
>
> Hello
> i see a difference between the ARMS and the BTRIN methodology. I am
> using the daily timeframe. I am attaching the screenshots using
both
> iqfeed and qp2. the BTRIN is very choppy. the arms is able to
capture
> the major turns. i get the same results with both the data sournce.
> qp2 chart
> http://img249.imageshack.us/my.php?image=nasdarmsbrinqp2chartms2.png
>
> dtn chart.
> http://img509.imageshack.us/my.php?
> image=nasdarmsbriniqfeedchartpo1.png
>
> http://www.sentimentrader.com/subscriber/trin_nasdaq_description.htm
> seems to discuss bands using calculated mean. i am using the
> bollinger bands to define the extremes bands. is there a different
> way of demonstrating the bands.
>
> the formula for arms is below
>
>
> Plot(Close,"nasdaq",colorOrange,styleLine);
> ForeignSYMBOL = Foreign("NASTRIN.Z","Close");
> Plot(MA(ForeignSYMBOL,10),"Nasdaq Trin",
> colorPink,styleLine|styleOwnScale);
> //Plot(StDev( Close, 10),"STD
Dev",colorBlue,styleLine|styleOwnScale);
>
> _SECTION_BEGIN("Bollinger Bands");
> P = ParamField("Price field",-1);
> Periods = Param("Periods", 15, 2, 100, 1 );
> Width = Param("Width", 2, 0, 10, 0.05 );
> Color = ParamColor("Color", colorCycle );
> Style = ParamStyle("Style");
> Plot( BBandTop( P, Periods, Width ), "BBTop" + _PARAM_VALUES(),
> Color, Style );
> Plot( BBandBot( P, Periods, Width ), "BBBot" + _PARAM_VALUES(),
> Color, Style );
> _SECTION_END();
>
> the formula for btrin is
> function BrinTransform( x )
> {
> return ( 1 - x )/Max( 1, x );
> }
> // data-source dependent symbols
> dnvol= Foreign("!NQ-DV", "C");
> upvol= Foreign("!NQ-AV", "C");
> advn = Foreign("!NQ-D", "C" );
> decl = Foreign("!NQ-A", "C");
> Trinx = (dnvol/ upvol ) * ( advn / decl );
> BRINx = BrinTransform( Trinx );
> ILine = BrinTransform( (advn/decl)^2 );
> VLine = BrinTransform( (dnvol/upvol)^2 );
> //Plot( Trinx, "Trinx", colorRed );
> Plot( BRINX, "BRIN", colorBlack );
> Plot( ILine , "ILine", colorBlue );
> Plot( VLine , "VLine", colorViolet );
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "treliff" <treliff@> wrote:
> >
> > Have fun, it's a bit tough but worthy read. Feel free to ask if
> > necessary.
> >
> > -treliff
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "murthysuresh" <money@> wrote:
> > >
> > > thanks for athe article. its going to be 1 interesting sunday
> > reading
> > > it.
> > >
> > > seede
> > > --- In amibroker@xxxxxxxxxxxxxxx, "treliff" <treliff@> wrote:
> > > >
> > > > Some advice: be very careful, you cannot simply take a moving
> > > average
> > > > of TRIN, which also becomes clear in the article you mention,
> > where
> > > > the calculated mean is so far above TRIN's neutral value of 1.
> > > >
> > > > For a responsible use of TRIN consider reading this article:
> > > >
> > > > http://store.traders.com/stcov236ovma.html
> > > >
> > > > and this accompanying code:
> > > >
> > > >
> > >
> >
>
http://www.traders.com/Documentation/FEEDbk_docs/Archive/122005/Trader
> > > > sTips/TradersTips.html#amibroker
> > > >
> > > > -treliff
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "murthysuresh" <money@>
wrote:
> > > > >
> > > > > hello
> > > > > i am trying to plot a chart like below. but i get a flat
line
> > for
> > > > trin
> > > > > and nasdaq. How can i change to make it happen.
> > > > >
> > > > > my formula
> > > > > Plot(Close,"nasdaq",styleLine|colorOrange|styleOwnScale);
> > > > > ForeignSYMBOL=Foreign("NASTRIN.Z","Close") ;
> > > > > Plot(MA(ForeignSYMBOl,10),"Nasdaq Trin",
> > > > > styleLine|colorPink|styleOwnScale);
> > > > >
> > > > > chart that i am trying to emulate
> > > > >
> > >
> http://www.sentimentrader.com/subscriber/trin_nasdaq_description.htm
> > > > >
> > > >
> > >
> >
>
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