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| Discuss Experiments in Technical Analysis at the Technical Analysis within the Traderji.com - Discussion forum for Stocks Commodities & Forex; Hi Karthik, i need some help. can u guide as to how u make ur ... |
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#1111
20th December 2007, 09:36 PM
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Re: Experiments in Technical Analysis
Hi Karthik,
i need some help. can u guide as to how u make ur charts background black. i need black back ground for your AFLs, but white for my own. regards 
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#1112
20th December 2007, 10:25 PM
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Re: Experiments in Technical Analysis
Quote:
SetChartBkColor(colorBlack); at the beginning of Karthik's AFL files. For a little more flexibility use SetChartBkColor( ParamColor( ''BkColor'', colorBlack ) ) ; Regards, Kalyan.
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#1113
21st December 2007, 01:10 PM
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Re: Experiments in Technical Analysis
Quote:
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#1114
21st December 2007, 03:06 PM
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Digital MACD
Hi all,
First i like to say i am not a stupid lover of MACD but if some one like take it and make to to get working your self if it works well for u, below i added a code of digital MACD if like make it on u r favourite AB codes or MS as you ppls wish btw this macd looks smoother and reduce little lag and i prefer smoother equity curve than smooth indicators :d Code:
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Blue
#property indicator_color2 Red
//---- buffers
double FTLMBuffer[];
double STLMBuffer[];
double value1;
double value2;
double value3;
double value4;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
string short_name;
//---- indicator line
IndicatorBuffers(2);
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0,STLMBuffer);
SetIndexStyle(1,DRAW_LINE);
SetIndexBuffer(1,FTLMBuffer);
SetIndexDrawBegin(0,90);
SetIndexDrawBegin(1,43);
//----
return(0);
}
int start()
{
int shift,counted_bars=IndicatorCounted();
if(counted_bars<43)
{
for(shift=1;shift<=0;shift++) FTLMBuffer[Bars-shift]=0.0;
for(shift=1;shift<=0;shift++) STLMBuffer[Bars-shift]=0.0;
}
//----
shift=Bars-43-1;
if(counted_bars>=43) shift=Bars-counted_bars-1;
while(shift>=0)
{
value1 =
0.112952*Close[shift+0]
+0.111644*Close[shift+1]
+0.109058*Close[shift+2]
+0.105254*Close[shift+3]
+0.100320*Close[shift+4]
+0.094368*Close[shift+5]
+0.087532*Close[shift+6]
+0.079966*Close[shift+7]
+0.071834*Close[shift+8]
+0.063313*Close[shift+9]
+0.054575*Close[shift+10]
+0.045801*Close[shift+11]
+0.037159*Close[shift+12]
+0.028809*Close[shift+13]
+0.020898*Close[shift+14]
+0.013548*Close[shift+15]
+0.006870*Close[shift+16]
+0.000944*Close[shift+17]
-0.004166*Close[shift+18]
-0.008428*Close[shift+19]
-0.011828*Close[shift+20]
-0.014378*Close[shift+21]
-0.016112*Close[shift+22]
-0.017080*Close[shift+23]
-0.017348*Close[shift+24]
-0.016998*Close[shift+25]
-0.016118*Close[shift+26]
-0.014806*Close[shift+27]
-0.013156*Close[shift+28]
-0.011270*Close[shift+29]
-0.009238*Close[shift+30]
-0.007152*Close[shift+31]
-0.005090*Close[shift+32]
-0.003120*Close[shift+33]
-0.001302*Close[shift+34]
+0.000322*Close[shift+35]
+0.001714*Close[shift+36]
+0.002858*Close[shift+37]
+0.003744*Close[shift+38]
+0.004372*Close[shift+39]
+0.004754*Close[shift+40]
+0.004910*Close[shift+41]
+0.004864*Close[shift+42]
+0.004646*Close[shift+43]
+0.004288*Close[shift+44]
+0.003824*Close[shift+45]
+0.003288*Close[shift+46]
+0.002712*Close[shift+47]
+0.002124*Close[shift+48]
+0.001548*Close[shift+49]
+0.001010*Close[shift+50]
+0.000522*Close[shift+51]
+0.000098*Close[shift+52]
-0.000254*Close[shift+53]
-0.000530*Close[shift+54]
-0.000734*Close[shift+55]
-0.000866*Close[shift+56]
-0.000934*Close[shift+57]
-0.000948*Close[shift+58]
-0.000914*Close[shift+59]
-0.000844*Close[shift+60]
-0.000750*Close[shift+61]
-0.000638*Close[shift+62]
-0.000520*Close[shift+63]
-0.000922*Close[shift+64];
value2 =
0.038953*Close[shift+0]
+0.042502*Close[shift+1]
+0.045773*Close[shift+2]
+0.048702*Close[shift+3]
+0.051237*Close[shift+4]
+0.053326*Close[shift+5]
+0.054931*Close[shift+6]
+0.056018*Close[shift+7]
+0.056566*Close[shift+8]
+0.056566*Close[shift+9]
+0.056018*Close[shift+10]
+0.054931*Close[shift+11]
+0.053326*Close[shift+12]
+0.051237*Close[shift+13]
+0.048702*Close[shift+14]
+0.045773*Close[shift+15]
+0.042502*Close[shift+16]
+0.038953*Close[shift+17]
+0.035190*Close[shift+18]
+0.031281*Close[shift+19]
+0.027295*Close[shift+20]
+0.023298*Close[shift+21]
+0.019357*Close[shift+22]
+0.015532*Close[shift+23]
+0.011880*Close[shift+24]
+0.008451*Close[shift+25]
+0.005287*Close[shift+26]
+0.002424*Close[shift+27]
-0.000112*Close[shift+28]
-0.002305*Close[shift+29]
-0.004142*Close[shift+30]
-0.005624*Close[shift+31]
-0.006758*Close[shift+32]
-0.007558*Close[shift+33]
-0.008042*Close[shift+34]
-0.008240*Close[shift+35]
-0.008177*Close[shift+36]
-0.007890*Close[shift+37]
-0.007415*Close[shift+38]
-0.006786*Close[shift+39]
-0.006041*Close[shift+40]
-0.005219*Close[shift+41]
-0.004349*Close[shift+42]
-0.003466*Close[shift+43]
-0.002596*Close[shift+44]
-0.001764*Close[shift+45]
-0.000991*Close[shift+46]
-0.000294*Close[shift+47]
+0.000318*Close[shift+48]
+0.000835*Close[shift+49]
+0.001254*Close[shift+50]
+0.001575*Close[shift+51]
+0.001801*Close[shift+52]
+0.001937*Close[shift+53]
+0.001993*Close[shift+54]
+0.001978*Close[shift+55]
+0.001902*Close[shift+56]
+0.001777*Close[shift+57]
+0.001616*Close[shift+58]
+0.001428*Close[shift+59]
+0.001228*Close[shift+60]
+0.001020*Close[shift+61]
+0.000816*Close[shift+62]
+0.000622*Close[shift+63]
+0.000445*Close[shift+64]
+0.000287*Close[shift+65]
+0.000154*Close[shift+66]
+0.000045*Close[shift+67]
-0.000040*Close[shift+68]
-0.000100*Close[shift+69]
-0.000139*Close[shift+70]
-0.000159*Close[shift+71]
-0.000161*Close[shift+72]
-0.000672*Close[shift+73];
value3 =
0.0729811286*Close[shift+0]
+0.0727839290*Close[shift+1]
+0.0721970455*Close[shift+2]
+0.0712248998*Close[shift+3]
+0.0698810899*Close[shift+4]
+0.0681787637*Close[shift+5]
+0.0661384062*Close[shift+6]
+0.0637836328*Close[shift+7]
+0.0611379416*Close[shift+8]
+0.0582328720*Close[shift+9]
+0.0551006677*Close[shift+10]
+0.0517729856*Close[shift+11]
+0.0482864520*Close[shift+12]
+0.0446761673*Close[shift+13]
+0.0409807341*Close[shift+14]
+0.0372349199*Close[shift+15]
+0.0334766035*Close[shift+16]
+0.0297389677*Close[shift+17]
+0.0260572889*Close[shift+18]
+0.0224620500*Close[shift+19]
+0.0189846476*Close[shift+20]
+0.0156508337*Close[shift+21]
+0.0124844115*Close[shift+22]
+0.0095064451*Close[shift+23]
+0.0067348956*Close[shift+24]
+0.0041825353*Close[shift+25]
+0.0018620649*Close[shift+26]
-0.0002214306*Close[shift+27]
-0.0020618579*Close[shift+28]
-0.0036612349*Close[shift+29]
-0.0050199184*Close[shift+30]
-0.0061460477*Close[shift+31]
-0.0070453847*Close[shift+32]
-0.0077311361*Close[shift+33]
-0.0082154598*Close[shift+34]
-0.0085069196*Close[shift+35]
-0.0086364464*Close[shift+36]
-0.0086063959*Close[shift+37]
-0.0084385053*Close[shift+38]
-0.0081544217*Close[shift+39]
-0.0077720532*Close[shift+40]
-0.0073096701*Close[shift+41]
-0.0067829639*Close[shift+42]
-0.0062100031*Close[shift+43]
-0.0056056555*Close[shift+44]
-0.0049866671*Close[shift+45]
-0.0043657084*Close[shift+46]
-0.0037560684*Close[shift+47]
-0.0031670013*Close[shift+48]
-0.0026079202*Close[shift+49]
-0.0020858529*Close[shift+50]
-0.0016064640*Close[shift+51]
-0.0011734916*Close[shift+52]
-0.0007908741*Close[shift+53]
-0.0004588212*Close[shift+54]
-0.0001790390*Close[shift+55]
+0.0000510113*Close[shift+56]
+0.0002315881*Close[shift+57]
+0.0003671215*Close[shift+58]
+0.0004595615*Close[shift+59]
+0.0005144014*Close[shift+60]
+0.0005345365*Close[shift+61]
+0.0005256791*Close[shift+62]
+0.0028871340*Close[shift+63];
value4 =
0.0077174463*Close[shift+0]
+0.0093613543*Close[shift+1]
+0.0110760659*Close[shift+2]
+0.0128488828*Close[shift+3]
+0.0146643234*Close[shift+4]
+0.0165073564*Close[shift+5]
+0.0183605871*Close[shift+6]
+0.0202076529*Close[shift+7]
+0.0220298758*Close[shift+8]
+0.0238101118*Close[shift+9]
+0.0255293260*Close[shift+10]
+0.0271702104*Close[shift+11]
+0.0287147044*Close[shift+12]
+0.0301471980*Close[shift+13]
+0.0314517917*Close[shift+14]
+0.0326129335*Close[shift+15]
+0.0336190364*Close[shift+16]
+0.0344584557*Close[shift+17]
+0.0351210901*Close[shift+18]
+0.0356004564*Close[shift+19]
+0.0358898494*Close[shift+20]
+0.0359870888*Close[shift+21]
+0.0358898494*Close[shift+22]
+0.0356004564*Close[shift+23]
+0.0351210901*Close[shift+24]
+0.0344584557*Close[shift+25]
+0.0336190364*Close[shift+26]
+0.0326129335*Close[shift+27]
+0.0314517917*Close[shift+28]
+0.0301471980*Close[shift+29]
+0.0287147044*Close[shift+30]
+0.0271702104*Close[shift+31]
+0.0255293260*Close[shift+32]
+0.0238101118*Close[shift+33]
+0.0220298758*Close[shift+34]
+0.0202076529*Close[shift+35]
+0.0183605871*Close[shift+36]
+0.0165073564*Close[shift+37]
+0.0146643234*Close[shift+38]
+0.0128488828*Close[shift+39]
+0.0110760659*Close[shift+40]
+0.0093613543*Close[shift+41]
+0.0077174463*Close[shift+42]
+0.0061560794*Close[shift+43]
+0.0046876404*Close[shift+44]
+0.0033209857*Close[shift+45]
+0.0020624135*Close[shift+46]
+0.0009181866*Close[shift+47]
-0.0001091877*Close[shift+48]
-0.0010167048*Close[shift+49]
-0.0018053597*Close[shift+50]
-0.0024753283*Close[shift+51]
-0.0030306241*Close[shift+52]
-0.0034740883*Close[shift+53]
-0.0038122332*Close[shift+54]
-0.0040510538*Close[shift+55]
-0.0041947730*Close[shift+56]
-0.0042586429*Close[shift+57]
-0.0042438250*Close[shift+58]
-0.0041610379*Close[shift+59]
-0.0040209559*Close[shift+60]
-0.0038324095*Close[shift+61]
-0.0036044078*Close[shift+62]
-0.0033446882*Close[shift+63]
-0.0030621605*Close[shift+64]
-0.0027641559*Close[shift+65]
-0.0024589320*Close[shift+66]
-0.0021527365*Close[shift+67]
-0.0018521222*Close[shift+68]
-0.0015616524*Close[shift+69]
-0.0012859688*Close[shift+70]
-0.0010285368*Close[shift+71]
-0.0007921495*Close[shift+72]
-0.0005786502*Close[shift+73]
-0.0003899810*Close[shift+74]
-0.0002262453*Close[shift+75]
-0.0000882844*Close[shift+76]
+0.0000251537*Close[shift+77]
+0.0001141964*Close[shift+78]
+0.0001810281*Close[shift+79]
+0.0002266104*Close[shift+80]
+0.0002536520*Close[shift+81]
+0.0002635807*Close[shift+82]
+0.0002592130*Close[shift+83]
+0.0014236495*Close[shift+84];
STLMBuffer[shift] = value3-value4;
FTLMBuffer[shift] = value1-value2;
shift--;
}
return(0);
}
//+------------------------------------------------------------------+
Last edited by amarnath; 21st December 2007 at 03:15 PM.
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#1115
21st December 2007, 03:27 PM
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Digital Filters
Digital filters are intended for signal processing (filtration) presented as time series. We will exaime only line digital filters (hereinafter DF), as thier methods of calculating exist for a long time, both of filters themselves and their characteristics. Besides, they are mostly often used by traders, although traders do not know this themselves.
I will give some examples: Simple moving average (SMA). As it is known, it is calculated as an average value of final N elements of time series. This is an example of DF with final impulse response (FIR-filter). Triangular and weighted average (Triangular & Weighted). These moving averages are calculated in the same way as simple average, but members of time series are taken with different weight. For triangular average weight the triangle is made, so middle elements have the largest weight, and last elements - the smallest. For weighted average the last row elements are the most important, unimportant - the most old elements. They are examples of FIR-filters, but with other characteristics. Here we can add such well-known indicators and their combinations as Momentum, ROC, MACD, TRIX, difference of two moving averages with different periods or taken in different moments of time and many others. I will not describe them in details now. All of them are digital filters and come to a sum (finite or infinte) of input row members taken with some weight or to finite sum of some last members of input row and it is possible that some members of output row taken with some weight. The set of weight defines filters qualities. So we came to a formular of line digital filter, it is written in the following way: Y[i] = B[0] X[i] + B[1] X[i-1] + .... - A[1] Y[i-1] - A[2] Y[i-2] - .... Here X – input time series, Y – output row, A and B – sets of weight coefficients.
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#1117
21st December 2007, 07:56 PM
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Re: Digital MACD
Quote:
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#1118
21st December 2007, 07:58 PM
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Re: Digital MACD
Quote:
Anyway, that's s-o much better than the ranting Mr Amarnath  Regards, Kalyan.
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#1119
21st December 2007, 08:04 PM
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Re: Experiments in Technical Analysis
For those who'd like to know more about the method :-
http://www.tradingopedia.com/ Drawing 1-to-1 correspondence with Amarnath's code value1 -> FATL value2 -> RFTL value3 -> SATL value4 -> RSTL RFTL = FATL of FATL RSTL = SATL of SATL Regards, Kalyan.
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#1120
21st December 2007, 08:19 PM
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Re: Experiments in Technical Analysis
Interesting to see what would correspond to the above method if we were using a traditional IIR filter (EMA)
fpd = fast period (default 12), spd = slow period (default 26) value1 = EMA(C, fpd) value2 = EMA(value1, fpd) value3 = EMA(C, spd) value4 = EMA(value3, spd) FTLM = value1 - value2 STLM = value3 - value4 MACD = FTLM - STLM (This last line needs confirmation) Incidentally, this MACD would actually be a second derivative (acceleration) of price and not the (usual) first (velocity/momentum). Regards, Kalyan. Last edited by kkseal; 22nd December 2007 at 01:58 PM. Reason: Added the last line
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