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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:* amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] *On
> Behalf Of *Dennis Brown
> *Sent:* Monday, November 30, 2009 11:19 AM
> *To:* amibroker@xxxxxxxxxxxxxxx
> *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_wiehe@xxxxxxxxx <mailto:jim_wiehe@xxxxxxxxx>>
> *To:* amibroker@xxxxxxxxxxxxxxx <mailto:amibroker@xxxxxxxxxxxxxxx>
> *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:* amibroker@xxxxxxxxx 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_wiehe@xxxxxxxxx>
>
> *To:* amibroker@xxxxxxxxx ps.com <mailto:amibroker@xxxxxxxxxxxxxxx>
>
> *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:* amibroker@xxxxxxxxx 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 amibroker@xxxxxxxxx ps.com
> <mailto:amibroker%40yahoogroups.com>, "Michael" <herpse30@xx .> 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 amibroker@xxxxxxxxx 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: <amibroker@xxxxxxxxx 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! Groups Links
> > > >
> > > >
> > > >
> > > >
> > >
> >
>
>
>
>
>
>
>
>
>
>
>
>
>
------------------------------------
**** 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
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
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.amibroker.com/devlog/
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