nikoschopen
2,824 posts
msg #41323
- Ignore nikoschopen |
2/18/2006 5:32:07 PM
I'm currently reading Perry Kaufman's "Smart Trading" (1995) wherein he writes about "Smart Moving Average" that adjusts automatically to the price volatility, and this got my head spinning about the possibility of utilizing the same method in SF. As of now, the user had to input the param for the moving averages (e.g., MA(50)), but what if the MA can self correct without user intervention? Taking this principle further, what would keep other indicators from readjusting automatically if the trick can be pulled? Just a wishful thinking or a remote possibility? I'll keep you updated.
|
TheRumpledOne
6,411 posts
msg #41352
- Ignore TheRumpledOne |
2/18/2006 11:23:30 PM
What's the formula?
I could probably code it in TradeStation.
|
nikoschopen
2,824 posts
msg #41379
- Ignore nikoschopen |
2/19/2006 3:40:45 AM
inputs: period(10), filter(.1)
vars: noise(0), signal(0), diff(0),efratio(0),extlow(0), exthigh(0), smooth(1), fastened(.666), slowend(.0645), AMA(0);
diff = @AbsValue(close - close[1]);
if(currentbar < = period) then AMA = close;
if(currentbar > = period) then begin
signal = @AbsValue(close - close[period]);
noise = @Summation(diff,period);
efratio = signal/noise;
smooth = @Power(efratio * (fastend - slowend) + slowend,2);
AMA = AMA[1] + smooth * (close - AMA[1]);
if(AMA > AMA[1] and AMA[1] < AMA[2]) then extlow = AMA[1];
if(AMA < AMA[1] and AMA[1] > AMA[2]) then exthigh = AMA[1];
if(currentbar > period + 5) then begin
if(AMA > AMA[1] and AMA - extlow > filter) then buy on close;
if(AMA < AMA[1] and exthigh - AMA > filter) then sell on close;
end;
end;
|
sdcclark
26 posts
msg #41385
- Ignore sdcclark |
2/19/2006 11:24:32 AM
does SF show a PE On a Rising over time I know IT has a P/E Indiccator but no
Variables? Also Can it measure an increasing EPS.And Inally Socks with lowfloat
Thanks
Scott
|
Koronbock
201 posts
msg #41410
- Ignore Koronbock |
2/20/2006 4:26:02 AM
You have been posting your (cryptic and not understandable) message on 3 different threads. Can you make up your mind mind and tell us what you want in UNDERSTANDABLE English?
|