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HyperionAUT  
#1 Posted : Tuesday, January 29, 2013 4:11:42 AM(UTC)
HyperionAUT

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All I mention here is from the Book:

Jürgen Nowacki (Hrsg.)
Title: Vom Aktionär zum Trader
(c) Börsenmedien AG, 2012

Hi, does anybody know about this topic (kind of "new" MA .. less lag, and so..)? I read an article in German, it is about .. hmm... a kind of singal processing theorem?

They explained first the MA, then whats better with e.g. TEMA and finally, they use something like LAMBDA, (inverse "y") and whatever.
They mentioned the idea from John F. Ehlers, and that his idea is good, and this one should be (is) better. There is less lag and ... does someone know about this more in detail?

I just have the article in german, so if someone need this.
There is the mathematic "step by step" manual, but .. *hehe* I dont understand it. And of course
it´s only a kind of explenation, but not how to type this and realize it in MS.

They used it in combination with the MACD, RSI, ADX...
(instead of the EMA in MACD, this NMAX (signal theorem MA, on his own MA))
: ))

or for the ADX, the smooth the DMI, (used a MA simple) and so they changed it and used
a N MA x .. (what the heck) and there is less lag and a better output of the strenght of the trend.

I can upload a image if this is usefull, but it shows only the "difference" between all MA. simple, E, W, and this new one.

Finally what i try to do is using this in Metastock : D
Any idea how to create this "new MA"?

Thanks for reading ^L^

UserPostedImage

MA,S (old S)
MA,E (old E)
MA,W (old W)
M.MA,W (Ehlers)
N.MA,W (MA 3.0)
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HyperionAUT  
#2 Posted : Tuesday, January 29, 2013 4:35:37 AM(UTC)
HyperionAUT

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Okay now I try to translate it how they use it:


+ MAX[price | n] : use one of (MAs, e, w) with period "n" on the price-chart.

+ choose Lambda: ƛ = 2 or bigger, (3, 4 have good results), and calculate together with (period) "n" the value for "alpha" α

+ multiply MAX[price | n] with (α + 1 )


+ MAXa[MAX| na]: use a second MA, (i call it the "signal-processing MA"), on the MAX with period n / ƛ
(e.g. n = 21 and ƛ = 3 so the result is na = 7)

+ multiply signal-processing-MA MAXa with the value of the calculated α

+ subtract α MAXa[MAX | na] from (1 + α) MAX[price | n]

They mention in the book the code for "Investox-Program"

UserPostedImage


UserPostedImage

So, now I hope everybody is confused.
And as well mentioned, i hope there is no correlation with TEMA (indicator). hmm.


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wabbit  
#3 Posted : Tuesday, January 29, 2013 5:52:53 AM(UTC)
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If yove got the investox code please post it, being careful about reproducing copyright materials. wabbit[:D]
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HyperionAUT  
#4 Posted : Tuesday, January 29, 2013 6:46:22 AM(UTC)
HyperionAUT

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Ah yes!

UserPostedImage

UserPostedImage
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wabbit  
#5 Posted : Tuesday, January 29, 2013 4:57:30 PM(UTC)
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Coding the NMAX (pp181) is a very simple project for anyone who has done the exercises in the free Equis Formula Primer. The code is effectively written for you, all you have to do is "fit" it into MS formula language. I don't see anything particularly special about this code, so will it give traders an advantage over other traders and over the market? I'm not 100% sure, but I doubt there is much edge here?

Have a go yourself, post your results.



wabbit [:D]

[edit]: BTW: the expression for alpha has been made overly complicated and can be greatly simplified, which makes me even more dubious about the usefulness of the results.
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HyperionAUT  
#6 Posted : Tuesday, January 29, 2013 5:33:53 PM(UTC)
HyperionAUT

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Okay I´ll do my best!

It was a kind of "award" and this idea was on the first, place, the person on the second discussed it and metioned, if hm..... the sampling is made on the MA itself, so the data are already there, and so it is not really a "signal sampling theorem" ... (i hope i could translate it more or less that it is understandable).

Finally, because i even dont understand it,
after i post the code, may you can tell me if there is an advantage or not. (no clue about the alpha stuff right now : )

In the chart it is much faster and less lag. This "may" be the solution.
For my trading I startet to use the idea of applying a MA with "1" on e.g. 21 MA, so i can do a vertical shift. Exit is, when the Low cross the shifted MA.
So at least, this is the final idea what i wanna use it.

But, if its working better, i´ll see it in a few ( [ ] days, [x] hours, [ ] never);

Formula Primer.. here I come (and then I ´ll burn it!!)

:- D
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HyperionAUT  
#7 Posted : Tuesday, January 29, 2013 5:54:22 PM(UTC)
HyperionAUT

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Gperiode:=10;
Kperiode:=3;


kurs:= (H + L + C) / 3;
lambda:= Gperiode / Kperiode;
alpha:= lambda * (Gperiode-1)/(Gperiode-lambda);
ma1:= Mov(kurs, Gperiode, W);
ma2:= Mov(ma1, Kperiode, W);
nmax:=(alpha+1)*ma1 - alpha * ma2;
nmax;

So... hmm... at least if the price is moving, like fast up and down, the NMAX is more closer following it.

But...... so wabbit!?! :- ))
Any idea what it could also beeing used for?

Finally, compared with the Safezones from Dr. Elder... <-- they are much better.

Thank you for your patience
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wabbit  
#8 Posted : Tuesday, January 29, 2013 6:25:08 PM(UTC)
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Please use the proper code tags as it makes posts easier to read, differentiating code from text.

Notice the lambda and alpha variables, and how they interact? Can you see what each is doing? OK, now simplify it.

Code:

Gperiode:=10;
Kperiode:=3;

kurs:= (H + L + C) / 3;

{
MULTIPLICATION BEYOND NECESSITY
lambda:=GPeriode/KPeriode;
alpha:=lambda*(GPeriode-1)/(GPeriode-lambda);
}

alpha:= (Gperiode-1) / (Kperiode-1);

ma1:= Mov(kurs, Gperiode, W);
ma2:= Mov(ma1, Kperiode, W);

nmax:=(alpha+1)*ma1 - alpha * ma2;

{plot}
nmax;


Not exactly rocket science, but then again, trading doesn't have to be complicated.

You can also make things a little more customised in accordance with the book by using some Input() functions (which of course, cannot be used in EST or explorations)

Code:

GPeriode:=Input("Periodeneinstellung",1,100,10);
KPeriode:=Input("Abtastperioden",2,100,3);
method:=Input("MA Auswahl: 1-MAS, 2-MAE, 3-MAW, 4-NONE",1,4,3);

kurs:= (H + L + C) / 3;

alpha:=(GPeriode-1)/(KPeriode-1);

ma1:=
If(method=1,Mov(kurs,GPeriode,S),
If(method=2,Mov(kurs,GPeriode,E),
If(method=3,Mov(kurs,GPeriode,W),
kurs)));

ma2:=
If(method=1,Mov(ma1,KPeriode,S),
If(method=2,Mov(ma1,KPeriode,E),
If(method=3,Mov(ma1,KPeriode,W),
kurs)));

nmax:=ma1*(alpha+1)-alpha*ma2;

{plot}
nmax

[edited code: wrong version on clipboard!]


HyperionAUT wrote:
Any idea what it could also beeing used for?

It's just another data smoothing device; it's usefulness is up to each individual trader. People spend a lot of time making indicators and scouring the internet for codes and secrets; time I reckon is better spent actually trading!

HyperionAUT wrote:
Finally, compared with the Safezones from Dr. Elder... <-- they are much better.

Safezones are better? Or, is this "new" MA better? Again, that decision will change with each trader.



wabbit [:D]
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HyperionAUT  
#9 Posted : Tuesday, January 29, 2013 6:45:36 PM(UTC)
HyperionAUT

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Hey Wabbit it is always impressing me, but... as you wrote, for ME it IS rocketscience...

And of course, it is all depending on the persons attitute...

so finally, I have more or less all togehter what I was thinking I need to start.

Now, lets get some experience on "real real" Trading!!

I report you back, when I got the 1 Million, and I buy a flight ticket to your place and we will have good Austrian beer!! Take less than 3 years, dont be shy!! : D
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