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JKrider  
#1 Posted : Thursday, August 4, 2005 2:51:35 AM(UTC)
JKrider

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How can T-Average be used in a system test or exploration? I want a system test on a 1 minute chart with T-average 5, 15,30 and 60 minute plots. the trigger being when the price of 1min > 5> 15>30>60. There is no external function call. Thanks,
henry1224  
#2 Posted : Thursday, August 4, 2005 11:52:53 PM(UTC)
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ExtFml("PowerPivots.TimeCapsules",H,5,5) Plots the high of a 5 min chart offset 5 bars to the right
JKrider  
#3 Posted : Friday, August 5, 2005 12:36:02 AM(UTC)
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I tried that, but it did not look the same as the T-average. For example, i plotted the t-average for 5, 15 and 30 minute (Factor) on a 1 minute chart with 20 peroids. Then i took the capsule high and capsule low average (added and divide by 2) and plotted the 20 peroid ma. It did not look at all like the T-average for the same time frame.
henry1224  
#4 Posted : Friday, August 5, 2005 1:15:41 AM(UTC)
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JKrider  
#5 Posted : Wednesday, August 10, 2005 8:40:04 PM(UTC)
JKrider

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Sorry its been awhile, gone on vacation. I'm not sure how to utilize the references above since there is no ExtFml for T-average. I tried a few ways to assign values to the FmlVar but did not work. Second question, what is powerpivots.syseval and when should it be used. Thanks
henry1224  
#6 Posted : Thursday, August 11, 2005 12:10:05 AM(UTC)
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priceType:=Input("Price (Open=0 High=1 Low=2 Close=3)", 0, 3, 3); length:=Input("Length", 1, 1000, 20); factor:=Input("TFactor", 0, 1000, 1); offset:=Input("Offset", 0, 1000, 0); htfData:=ExtFml("PowerPivots.TDataCreate",priceType, factor); x:=Mov(htfData, length, S); results:=ExtFml("PowerPivots.TDataLocalize", x, factor, offset); results; What this indicator does is plot a higher time frame's simple moving average onto the lower time frame.
henry1224  
#7 Posted : Thursday, August 11, 2005 12:54:25 AM(UTC)
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priceType:=Input("Price (Open=0 High=1 Low=2 Close=3)", 0, 3, 3); length:=Input("Length", 1, 1000, 20); factor:=Input("TFactor", 0, 1000, 1); offset:=Input("Offset", 0, 1000, 0); Mat:=Input("MA 1=Sim 2=Exp 3=Var 4=Weight 5 =tria 6=Time",1,6,1); htfData:=ExtFml("PowerPivots.TDataCreate",priceType, factor); X:=If(Mat=1, Mov(htfData, length, S),If(Mat=2, Mov(htfData, length, E),If(Mat=3, Mov(htfData, length, VAR),If(Mat=4, Mov(htfData, length, W),If(Mat=5, Mov(htfData, length, TRI), Mov(htfData, length, T)))))); results:=ExtFml("PowerPivots.TDataLocalize", x, factor, offset); results;
JKrider  
#8 Posted : Thursday, August 11, 2005 2:41:49 AM(UTC)
JKrider

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Henry, your a genius :P These formulas work perfect and i can easily modify them in my custom functions as needed. Thanks. Is there any way to learn about all these undocumented external functions? JK
henry1224  
#9 Posted : Friday, August 12, 2005 12:35:13 AM(UTC)
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the T average is close but not perfect here is an example that you can try on a daily chart Plot a 20 bar Taverage with a time setting of 2 which represents a weekly average Now plot a 100 bar moving average using a different color, you will see that the T average is close but not exact
pedromalzoni  
#10 Posted : Sunday, October 2, 2005 1:57:27 PM(UTC)
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I've tested both Henry's formulas (above) and they work perfect on Intraday charts (thank you Henry !!!) but when I try to apply either of them on daily charts it plots the same curve over and over. Does anybody know what's going on ? Thank you very much, Pedro
henry1224  
#11 Posted : Sunday, October 2, 2005 10:00:12 PM(UTC)
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You will need a time factor of 2 for a daily chart or 3 for a weekly chart
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