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Here is a shot of the MAMAFAMA on today's
ESU1. Ehler's claim for this code is for few whipsaws, but you can see for
your self that when price goes flat it suffers the same problem other average
systems have.
bobr
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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:
Steve
To: <A title=realtraders@xxxxxxxxxxxxxxx
href="mailto:realtraders@xxxxxxxxxxxxxxx";>realtraders@xxxxxxxxxxxxxxx
Sent: Friday, August 24, 2001 7:47
PM
Subject: Re: [RT] Gen - Ehler's MamaFama
from Sept TASC TS4 version
Bob, I am unfamiliar with this code? do you have
a picture and a method reference?
I don't use TS but could code in Ensign if knew
what it does.
Thanks
Steve
<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:
<A title=bobrabcd@xxxxxxxxxxxxx
href="mailto:bobrabcd@xxxxxxxxxxxxx";>BobR
To: <A
title=realtraders@xxxxxxxxxxxxxxx
href="mailto:realtraders@xxxxxxxxxxxxxxx";>realtraders@xxxxxxxxxxxxxxx
Sent: Friday, August 24, 2001 10:37
PM
Subject: Re: [RT] Gen - Ehler's
MamaFama from Sept TASC TS4 version
{by John Ehlers TASC September
2001}
{TS4 version} Inputs:
Price((H+L)/2),FLimit(0.5),SLimit(0.05);Vars:
Smooth(0), Detrender(0), I1(0), Q1(0), jI(0), jQ(0), I2(0), Q2(0), Re(0), Im(0), Period(0), SmoothPeriod(0), Phase(0), DeltaPhase(0), alpha(0), MAMA(0), FAMA(0);
If CurrentBar>5 then
begin Smooth=(4*Price+3*Price[1]+2*Price[2]+Price[3])/10; Detrender=(0.0962*Smooth+0.5769*Smooth[2]-0.5769*Smooth[4]-0.0962*Smooth[6])*(0.075*Period[1]+0.54);
{Compute InPhase and Quadrature
components}Q1=(0.0962*Detrender+0.5769*Detrender[2]-0.5769*Detrender[4]-0.0962*Detrender[6])*(0.075*Period[1]+0.54);I1=Detrender[3];
{Advance the phase of I1 and Q1 by 90
degrees}jI=(0.0962*I1+0.5769*I1[2]-0.5769*I1[4]-0.0962*I1[6])*(0.075*Period[1]+0.54);jQ=(0.0962*Q1+0.5769*Q1[2]-0.5769*Q1[4]-0.0962*Q1[6])*(0.075*Period[1]+0.54);
{Phasor addition for 3-bar
averaging}I2=I1-jQ;Q2=Q1+jI;
{Smooth the I and Q components before applying
the
discriminator}I2=0.2*I2+0.8*I2[1];Q2=0.2*Q2+0.8*Q2[1];
{Homodyne
Discriminator}Re=I2*I2[1]+Q2*Q2[1];Im=I2*Q2[1]-Q2*I2[1];Re=0.2*Re+0.8*Re[1];Im=0.2*Im+0.8*Im[1];If
Im<>0 and Re<>0 then Period=360/ArcTangent(Im/Re);If
Period>1.5*Period[1] then Period=1.5*Period[1];If
Period<0.67*Period[1] then Period=0.67*Period[1];If Period<6 then
Period=6;If Period>50 then
Period=50;Period=0.2*Period+0.8*Period[1];SmoothPeriod=0.33*Period+0.67*SmoothPeriod[1];
If I1<>0 then
Phase=(ArcTangent(Q1/I1));DeltaPhase=Phase[1]-Phase;If
DeltaPhase<1 then DeltaPhase=1;alpha=FLimit/DeltaPhase;If
alpha<SLimit then alpha=SLimit;If alpha>FLimit then
alpha=FLimit;MAMA=alpha*Price+(1-alpha)*MAMA[1];FAMA=0.5*alpha*MAMA+(1-0.5*alpha)*FAMA[1];
<FONT face=Arial
size=2>Plot1(MAMA,"MAMA");Plot2(FAMA,"FAMA");
End;
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----- Original Message -----
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From:
PGREC@xxxxxxx
To: <A
title=realtraders@xxxxxxxxxxxxxxx
href="mailto:realtraders@xxxxxxxxxxxxxxx";>realtraders@xxxxxxxxxxxxxxx
Sent: Friday, August 24, 2001 6:38
PM
Subject: Re: [RT] Gen - Ehler's
MamaFama from Sept TASC
In a message dated
08/24/2001 9:16:01 PM Eastern Daylight Time, <A
href="mailto:bobrabcd@xxxxxxxxxxxxx";>bobrabcd@xxxxxxxxxxxxx writes:
<BLOCKQUOTE
style="PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #0000ff 2px solid; MARGIN-RIGHT: 0px"
TYPE="CITE">Plots two lines that trend with price and cross over near
turning points.<FONT lang=0 face=Arial color=#000000 size=3
FAMILY="SANSSERIF"><FONT lang=0 face=Arial
color=#000000 size=2 FAMILY="SANSSERIF">Is this for TS4 or TS2000?
Regards, Pete Greco To unsubscribe from
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Attachment:
Description: "MAMAFAMA.GIF"
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