Download software Tutorial videos
Subscription & data-feed pricing Class schedule


New account application Trading resources
Margin rates Stock & option commissions

Attention: Discussion forums are read-only for extended maintenance until further notice.
Welcome Guest, please sign in to participate in a discussion. Search | Active Topics |

Empirical Mode Decomposition (TASC March, 2010, pg.71) Rate this Topic:
Previous Topic · Next Topic Watch this topic · Print this topic ·
jschott
Posted : Friday, February 26, 2010 6:43:16 PM
Registered User
Joined: 10/27/2004
Posts: 821
Location: Philly area
Bruce Loebrich/Patrick Argo:

In the March 2010. your listing of code for Ehlers & Way's Empricial Mode Decompositon is printed and it's identical to the same indictor now built into Stock Finder - except when one looks at the figure accompanying the articl on Page 71.
Using this figure (MSFT plot from last fall), it's fairly easy to see what the RealCode to generate the GREEN (entering uptrend) and perhaps the RED (entering downtread) might be.  It's not clear just what the CYAN(cycling) indicator might be (unless you work back through the Metastock code that comes with the article.

That's because the published and StockFinder preloaded versions of the indicator contain not a word or code element for these indicators.  The code only plots the Red (Decomposition) and two Blue Peak Valley lines.

Please provide these missing elements to generate the plotted signals.
Thanks
jschott
Posted : Friday, February 26, 2010 6:53:34 PM
Registered User
Joined: 10/27/2004
Posts: 821
Location: Philly area
OOPS, sorry, even the Metastock code does not provide coloration informaton.  Deciphering the Trade Station plot (p57)and then looking at the Mode 59 provided figure/code (p79) and the code provided for VT Trades (p79) provide the only hints of what's behind the plot shown for StockFinder.
Still it would be nice to have your version of how the RealCode coloration/arrows in the price pane were created.
Thanks again.
Bruce_L
Posted : Monday, March 1, 2010 3:24:54 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
The Arrows and coloration of the Price History seem to be based on the legend of Figure 6 (on page 24).

You could create a Rule for the Green Arrow by Dragging and Dropping the Empirical Mode Decomposition Indicator onto the Peak Indicator and selecting Crossing Up Through.

You could create a Rule for the Red Arrow by Dragging and Dropping the Empirical Mode Decomposition Indicator onto the Valley Indicator and selecting Crossing Down Through.

The RealCode for a Paint Scheme for Price History based on a Charted Empirical Mode Decomposition Indicator might look something like the following:

'# EMD = chart.EmpiricalModeDecomposition
'# Peak = chart.Peak
'# Vall = chart.Valley
If Peak.Value >= EMD.Value AndAlso _
    EMD.Value >= Vall.Value Then
    PlotColor = Color.Blue
Else
    PlotColor = Color.Lime
End If

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
jschott
Posted : Thursday, March 4, 2010 10:44:03 AM
Registered User
Joined: 10/27/2004
Posts: 821
Location: Philly area
Superneat, Dr. Wizard, love that real code!!!!!
Bruce_L
Posted : Thursday, March 4, 2010 10:47:27 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
You're welcome.

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
Users browsing this topic
Guest-1

Forum Jump
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.