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theghost  
#1 Posted : Monday, October 31, 2011 6:50:46 AM(UTC)
theghost

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Joined: 5/4/2005(UTC)
Posts: 63
Location: Poole Dorset England

Hello All.
Last night I spent some really constructive time surfing the web :-),,,after a few hrs my prefrontal cortex decided that 2-3hrs of this would eventually lead me into the direction of comparing MA's! Oh what a delightful evening it was.
Seriously though, I came across something called "Tillson's T3 Moving Average.

This also lead to me looking at 'JMA Jurick Moving Average'
http://www.jurikres.com/catalog/ms_ama.htm#top
The 'PLA Precision Lagless Average'
http://www.precisiontradingsystems.com/PLA%20v%20Other_averages.htm
& I can't surf ever without Jose's MetastockTools.com website cropping up,
(Jose's TEMA MA,, & Lagless MA).

OK, 1st of; I'm not looking for the Holy Grail,,(As I would/will be searching for something I cannot find), & it was a pleasant evening,,,but after much playing about I really like the 'Tillson's T3 MA. (Joses TEMA with a few tweaks in his settings comes close to the T3's output),, and I think I want to try and construct something around this.

(As a note: for interest, came across 1 download , a Powerpoint presentation by 'Lind Wald[censored]' presenting a guide to implementation off the T3 MA,, thought it might be of interest here).
=======================================
http://www.google.co.uk/url?sa=t&rct=j&q=pl*%20better%20than%20tillsons%20t3%20moving%20average&source=web&cd=1&ved=0CBsQFjAA&url=http%3A%2F%2Fwww.teachtalktrade.com%2FPDF%2520files%2FLindwald%2520mov%2520avg%2FBetterMA.ppt&ei=TYOuTq7NNI3EtAbLhey7Dw&usg=AFQjCNGoI2DEMPx6P3CJWOQaVIA9gode2g&cad=rja
=======================================
****INFO On INDICATOR***
Originally, the T3 was used as a proxy for price, or instead of an EMA
in systems. Tillson’s moving average has only 30 percent as much lag as
an EMA of the same length. There is nothing more important than lag when
it comes to moving averages. The longer the lag, the less useful the
moving average is. Moving averages, by nature, lag the underlying price.
The T3 is an average that eliminates much of the lag found in typical
moving averages, yet is sensitive to changes in trend. Because Tim’s T3s
are very smooth and very sensitive to directional change, they allow us
to structure approaches to the markets using these characteristics.
*************************

1st off Tillson's T3 (A Metastock Interpretation I found on the web whilst Surfing) :-)
Code:

e1:=Mov(C,3,E);
e2:=Mov(e1,3,E);
e3:=Mov(e2,3,E);
e4:=Mov(e3,3,E);
e5:=Mov(e4,3,E);
e6:=Mov(e5,3,E);
c1:=-.618*.618*.618;
c2:=3*.618*.618+3*.618*.618*.618;
c3:=-6*.618*.618-3*.618-3*.618*.618*.618;
c4:=1+3*.618+.618*.618*.618+3*.618*.618;
c1*e6+c2*e5+c3*e4+c4*e3;


Also,, I came across another version from the Paritech wesite, but the Metastock Indicator Builder wouldn't accept it. :-(
http://www.paritech.co.uk/education/technical/custom/indicators/98jan2.asp
Code:

Periods:=Input("Periods?",1,63,5);
a:=Input("Hot?",0,2,.7);
e1:=Mov(P,Periods,E);
e2:=Mov(e1,Periods,E);
e3:=Mov(e2,Periods,E);
e4:=Mov(e3,Periods,E);
e5:=Mov(e4,Periods,E);
e6:=Mov(e5,Periods,E);
c1:=-a*a*a;
c2:=3*a*a+3*a*a*a;
c3:=-6*a*a-3*a-3*a*a*a;
c4:=1+3*a+a*a*a+3*a*a;
c1*e6+c2*e5+c3*e4+c4*e3;

(I really would like to see this working,, anybody know how to fix it,, unusual for paritech?

Ok,, what's my post requesting help with?
Is there anyway to include in the 1st T3 formula I've listed here a vertical shift function?
That's it really.

It's just so I can see how they appear 'Banding' price,, IE I would insert this indicator 3 times on a price chart (Upper MA with say +1.5 vertical Shift) ,, & Lower MA as a band with a -1.5 vertical shift.
This would I think create a banding around price that isn't lagging too much,, might be part of a good 'Range Bound' system,, IE sell at top band, cover on middle band,, buy on bottom band, cover at middle MA,, with maybe a ADX as a filter to trade only when ADX is less than say 25-30,, need to look at this closer really)
Might work on some currency pairs say on a 60min chart? Not sure,, won't know at all without Vertical Shift Function! :-)
KISS,, keep it simple,, as Albert once said;
"Everything should be made as simple as possible, but not simpler."
Hope somebody can help me with this.
Many Thanks for all your time,
and I hope there also might be some value in this post for others.
Best regards;
TheGhost. :-)
theghost  
#2 Posted : Monday, October 31, 2011 9:37:19 AM(UTC)
theghost

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 5/4/2005(UTC)
Posts: 63
Location: Poole Dorset England

Hi all,
but have been tired last night! noyticed stupid mistake in the second formula,, got it working now;
Should Be;
Code:

Periods:=Input("Periods?",1,63,5);
a:=Input("Periods?",0,2,.7);
e1:=Mov(P,Periods,E);
e2:=Mov(e1,Periods,E);
e3:=Mov(e2,Periods,E);
e4:=Mov(e3,Periods,E);
e5:=Mov(e4,Periods,E);
e6:=Mov(e5,Periods,E);
c1:=-a*a*a;
c2:=3*a*a+3*a*a*a;
c3:=-6*a*a-3*a-3*a*a*a;
c4:=1+3*a+a*a*a+3*a*a;
c1*e6+c2*e5+c3*e4+c4*e3;

If on the second input period I select 0.618,,, Oh,, some Fibonacci thing going on I see :-),, it lines up the same as my 1st posted formula. :-)
great stuff,,,,,but,,,
Can this formula now be adapted to include a vertical shift function?

Looking good!
Many Thanks
TheGhost
jjstein  
#3 Posted : Monday, October 31, 2011 1:03:10 PM(UTC)
jjstein

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>>Can this formula now be adapted to include a vertical shift function?

Dude -- By now, you really should be able to do that yourself. Just multiple the final result by the amount of the shift.


theghost  
#4 Posted : Monday, October 31, 2011 1:10:58 PM(UTC)
theghost

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Joined: 5/4/2005(UTC)
Posts: 63
Location: Poole Dorset England

Hi jjstein,
thanks for your reply,,, I'm a real novice with code,, not my thing :-(

managed to get a vertical shift show in the input display! :-)
half way there,,, kind of :-)
Code:

 Periods:=Input("Periods?",1,63,5);
 a:=Input("Periods?",0,2,.7);
 shift:=Input("vertical shift %",
 -100,100,0)/100+1;
 e1:=Mov(P,Periods,E);
 e2:=Mov(e1,Periods,E);
 e3:=Mov(e2,Periods,E);
 e4:=Mov(e3,Periods,E);
 e5:=Mov(e4,Periods,E);
 e6:=Mov(e5,Periods,E);
 c1:=-a*a*a;
 c2:=3*a*a+3*a*a*a;
 c3:=-6*a*a-3*a-3*a*a*a;
 c4:=1+3*a+a*a*a+3*a*a;
c1*e6+c2*e5+c3*e4+c4*e3;

hey ho,,,,,


Yes was looking also to say;
xyz*shift,,,
but not sure what I call the final result,,, It's not just c1 or c2,,,looks like it's c1+c2+c3+c4?
Haven't a clue,, just guessing really,,
I need some more caffine :-)
TG
theghost  
#5 Posted : Monday, October 31, 2011 1:45:51 PM(UTC)
theghost

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 5/4/2005(UTC)
Posts: 63
Location: Poole Dorset England

Newer version,,
still not quite there,, good old trial and error :-)
Code:

Periods:=Input("T3 Periods",1,63,5);
a:=Input("T3 Periods",0,2,0.618);
shift:=Input("T3 vertical shift %",
-100,100,0)/100+1;
e1:=Mov(P,Periods,E);
e2:=Mov(e1,Periods,E);
e3:=Mov(e2,Periods,E);
e4:=Mov(e3,Periods,E);
e5:=Mov(e4,Periods,E);
e6:=Mov(e5,Periods,E);
c1:=-a*a*a;
c2:=3*a*a+3*a*a*a;
c3:=-6*a*a-3*a-3*a*a*a;
c4:=1+3*a+a*a*a+3*a*a;
c1*e6+c2*e5+c3*e4+c4*e3;

TG :-)
theghost  
#6 Posted : Monday, October 31, 2011 1:58:23 PM(UTC)
theghost

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 5/4/2005(UTC)
Posts: 63
Location: Poole Dorset England

|Trying Again,,
Got vertical shift working,,, but formula is wrong,,,
I think it's the last line of code :-(
Code:
Pds:=Input("T3 Periods",1,63,5);
a:=Input("T3 Periods",0,2,0.618);
shift:=Input("T3 vertical shift %",
-100,100,0)/100+1;
e1:=Mov(P,Pds,E);
e2:=Mov(e1,Pds,E);
e3:=Mov(e2,Pds,E);
e4:=Mov(e3,Pds,E);
e5:=Mov(e4,Pds,E);
e6:=Mov(e5,Pds,E);
c1:=-a*a*a;
c2:=3*a*a+3*a*a*a;
c3:=-6*a*a-3*a-3*a*a*a;
c4:=1+3*a+a*a*a+3*a*a;
c1*e6+c2*e5+c3*e4+c4*e3;
P*shift

I am trying (very trying so I've been told ) :-)
TG
jjstein  
#7 Posted : Monday, October 31, 2011 1:58:49 PM(UTC)
jjstein

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Try adding "Result:=" to the bottom, then add "Result*Shift".

theghost  
#8 Posted : Monday, October 31, 2011 2:10:30 PM(UTC)
theghost

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Joined: 5/4/2005(UTC)
Posts: 63
Location: Poole Dorset England

Many Thanks jjstein!!
What was confusing me is what to call the outcome,,, I was looking at 1 of Jose's formulas (I'll blame him :-)),,, it was his TEMA formula,,, at the end it said,,
{ Plot on price chart }
TMA*shift

& before this statement he has a construct to what TMA is.

I was adding, p, or a, or e1,, just guessing,,, as this is a T3 MA formula,,, but I was thinking,,, "What is the end result called?" or as you might say/might not in coding what is it referenced to be?
I couldn't see any letter or word to say what the end result should be called!!
The answer
Result!!!! (Of course)
:-)
I need some caffeine,,
thanks again jjstein.
I good a t a few things,, coding,,,, well,, ask me 1 on sport! :-)

Many thanks
A very grateful
TheGhost
:-)
theghost  
#9 Posted : Monday, October 31, 2011 2:14:54 PM(UTC)
theghost

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 5/4/2005(UTC)
Posts: 63
Location: Poole Dorset England

Actually,, just tried it jjstein,,didn't work ;-(
Formula I now have is;
Code:

Pds:=Input("T3 Periods",1,63,5);
a:=Input("T3 Periods",0,2,0.618);
shift:=Input("T3 vertical shift %",
-100,100,0)/100+1;
e1:=Mov(P,Pds,E);
e2:=Mov(e1,Pds,E);
e3:=Mov(e2,Pds,E);
e4:=Mov(e3,Pds,E);
e5:=Mov(e4,Pds,E);
e6:=Mov(e5,Pds,E);
c1:=-a*a*a;
c2:=3*a*a+3*a*a*a;
c3:=-6*a*a-3*a-3*a*a*a;
c4:=1+3*a+a*a*a+3*a*a;
c1*e6+c2*e5+c3*e4+c4*e3;
Result:=
Result*Shift

Any ideas what I've done wrong??
theghost  
#10 Posted : Monday, October 31, 2011 2:22:47 PM(UTC)
theghost

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 5/4/2005(UTC)
Posts: 63
Location: Poole Dorset England

Cracked It!!! (I think jjstein,, if it meets with your approval) :-)
Code:

Pds:=Input("T3 Periods",1,63,5);
a:=Input("T3 Periods",0,2,0.618);
shift:=Input("T3 vertical shift %",
-100,100,0)/100+1;
e1:=Mov(P,Pds,E);
e2:=Mov(e1,Pds,E);
e3:=Mov(e2,Pds,E);
e4:=Mov(e3,Pds,E);
e5:=Mov(e4,Pds,E);
e6:=Mov(e5,Pds,E);
c1:=-a*a*a;
c2:=3*a*a+3*a*a*a;
c3:=-6*a*a-3*a-3*a*a*a;
c4:=1+3*a+a*a*a+3*a*a;
result:=c1*e6+c2*e5+c3*e4+c4*e3;
result*shift

Hopefully that's it,, seems to function ok,,
will just play with it a bit to see...
Again,,
many thanks

got there in the end :-)
Best regards;
TheGhost :-)
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