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I use every day this RSIc (from Dimitri Tsokakis) that find the S & R of
my future. I don't know why, but it works like a charm.
That unveils the momentum too. A dreadful tool !
Maybe you could adapt with JMA to find Jrsi.
Best regards
// RSIc trendlines
// courtesy by dtsokakis
procedure RSIc( n )
{
C = RSIa( C, n );
O = RSIa( O, n );
H = RSIa( H, n );
H = IIf( H < Max( C, O ), Max( C, O ), H );
L = RSIa( L, n );
L = IIf( L > Min( C, O ), Min( C, O ), L );
}
n = Param( "n", 10, 10, 30, 5 );//RSI sensitivity
RSIc( n );
Plot( C, "RSIc", 1, 64 );
per = Param( "per", 10, 3, 20, 1 );//trendlines sensitivity
x = Cum( 1 );
s1 = L;
s11 = H;
pS = TroughBars( s1, per, 1 ) == 0;
endt = LastValue( ValueWhen( pS, x, 1 ) );
startt = LastValue( ValueWhen( pS, x, 2 ) );
dtS = endt - startt;
endS = LastValue( ValueWhen( pS, s1, 1 ) );
startS = LastValue( ValueWhen( pS, s1, 2 ) );
aS = ( endS - startS ) / dtS;
bS = endS;
trendlineS = aS * ( x - endt ) + bS;
Plot( IIf( x > startt - 10, trendlineS, -1e10 ), "", colorYellow, 1 );
pR = PeakBars( s11, per, 1 ) == 0;
endt1 = LastValue( ValueWhen( pR, x, 1 ) );
startt1 = LastValue( ValueWhen( pR, x, 2 ) );
firstt1 = LastValue( ValueWhen( pR, x, 3 ) );
dtR = endt1 - startt1;
endR = LastValue( ValueWhen( pR, s11, 1 ) );
startR = LastValue( ValueWhen( pR, s11, 2 ) );
aR = ( endR - startR ) / dtR;
bR = endR;
trendlineR = aR * ( x - endt1 ) + bR;
Plot( IIf( x > startT1 - 10, trendlineR, -1e10 ), "", colorYellow, 1 );
// newday bar
segments = IIf( Interval() < inDaily, Day(), Month() );
segments = segments != Ref( segments , -1 );
Plot( segments, "", colorDarkBlue, styleHistogram | styleOwnScale |
styleDashed | styleNoLabel );
binjobingo a écrit :
>
>
> So how would anyone calculate JURIK RSX which is the Smoother
> alternative to RSI ?
>
> Regards
>
> --- In amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>,
> reinsley <reinsley@xxx> 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:* amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com> [mailto:amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com>] *On
> > > Behalf Of *Dennis Brown
> > > *Sent:* Monday, November 30, 2009 11:19 AM
> > > *To:* amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>
> > > *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@xxx <mailto:jim_wiehe@...>>
> > > *To:* amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com> <mailto:amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com>>
> > > *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/ <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@...>
> > >
> > > *To:* amibroker@xxxxxxxxx ps.com <mailto:amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com>>
> > >
> > > *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/ <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@ .> 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/
> <http://amibroker.com/>>
> > > > > >
> > > > > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
> > > > > > http://www.amibroke r.com/feedback/
> > > <http://www.amibroker.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/ <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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