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Code follows:
Don't thank me, thank Bob Fulks for the
hard work.
Also, there is more T3 junk in the attached
than you will
ever want to see.
cl
{
*******************************************************************
Function :
T3Average Last Edit : 12/14/97 -
05/01/99
Provided By : Bob Fulks
Recoded By: : Clyde Lee for speed and really simple function
Description : This function is an
EasyLanguage version of the moving average
described in the January. 1998 issue of TASC, p57,
"Smoothing Techniques for More Accurate Signals", by Tim
Tillson. It is translated from the MetaStock code
presented in the article. The function was modified
by C. Lee to not use any call to external
exponential average function but rather perform the
same operation internally. This saves the
overhead of a bunch of calls to the XAverage function. This
modification increases speed and allows variables
as inputs.
The variable, "b",
is a damping coefficient which is set to the
suggested default value of 0.7. The variable "b" is
substituted for the variable, "a" used in the article since
"a" is a reserved word.
The resulting
indicator plotting this function appears to
duplicate the results shown in Figure 4 of the article.
Damp: A damping
factor = any value between +100 and -100:
-100 = No
damping (with ringing) 0 =
Critically damped for a triangle wave. +100 =
Overdamped
Lag: The lag in
bars is given by:
<FONT face="Courier New"
size=2> Lag = (Length - 1) * (1
+ Damp / 100) / 2
The Lag is equal
to the lag of an exponential or simple moving
average of the same "Length" when Damp = 0. When
Damp = -100 then Lag = 0 but there is ringing and overshoot
as with a linear regression value.
İ 2000 Bob Fulks, All
rights reserved. only portion dealing with
damp ! ! !
<FONT face="Courier New"
size=2>********************************************************************}Inputs:
Price(NumericSimple), Period(NumericSimple);
Variables: e1(Price),
e2(Price), e3(Price),
e4(Price), e5(Price), e6(Price); Variables:
XAlpha(2/6), XBeta(0),
OldPeriod(-999999);Vars:
damp(-70),
b(-0.01 * damp),
aa(b*b),
aaa(b*b*b),
c1(-aaa),
c2(3*aa+3*aaa),
c3(-6*aa-3*b-3*aaa), c4(1+3*b+aaa+3*aa);
If Period<>0 then beginIf
Period<>OldPeriod then begin;
XAlpha=(2/(AbsValue(Period)+1)); XBeta=(1-XAlpha);
OldPeriod=Period;End;
e1 = e1*XBeta + Price*Xalpha;e2 =
e2*XBeta + e1 *Xalpha;e3 = e3*XBeta + e2
*Xalpha;e4 = e4*XBeta + e3 *Xalpha;e5 = e5*XBeta +
e4 *Xalpha;e6 = e6*XBeta + e5 *Xalpha;
T3Average = c1*e6 + c2*e5 + c3*e4 +
c4*e3;EndElse T3Average=Price;
- - - - - - - - - - - - - - - - - - - - - - - - - - - -Clyde
Lee
Chairman/CEO (Home of
SwingMachine)SYTECH
Corporation email: <A
href="mailto:clydelee@xxxxxxxxxxxx";>clydelee@xxxxxxxxxxxx 7910
Westglen, Suite 105
Office: (713) 783-9540Houston, TX
77063
Fax: (713) 783-1092Details
at:
www.theswingmachine.com- - - -
- - - - - - - - - - - - - - - - - - - - - - - -
<BLOCKQUOTE
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
----- Original Message -----
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From:
Mikey
To: <A title=realtraders@xxxxxxxxxxxxxxx
href="mailto:realtraders@xxxxxxxxxxxxxxx";>realtraders@xxxxxxxxxxxxxxx
Sent: Sunday, July 15, 2001 10:50
Subject: [RT] t3 ela
does anyone have this t3 ela both the function and the
indicator i knowi have seen it here but i will be dipped if i can
find it any helpwould be appreciatedTo
unsubscribe from this group, send an email to:<A
href="mailto:realtraders-unsubscribe@xxxxxxxxxxxxxxx";>realtraders-unsubscribe@xxxxxxxxxxxxxxxYour
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Attachment:
Description: "T3PACK.ELA"
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