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Profile: jwnewsom
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User Name: jwnewsom
Groups: Gold User, Member, TeleChart
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Joined: Thursday, October 27, 2005
Last Visit: Tuesday, December 30, 2008 3:29:07 PM
Number of Posts: 21
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Last 10 Posts
Topic: Julia's Notes from Dallas - January 2008
Posted: Monday, January 21, 2008 12:19:45 PM
It was a pleasure meeting you, Julia,  and I want to also express my appreciation for the great class. It was well worth the time spent getting to know this great product.
Topic: Chart Template setup
Posted: Sunday, January 6, 2008 12:06:54 PM
m42000 ,

You will want to create a new topic in Ask a Trainer and put what you want to accomplish in there. They will help you out.
Topic: Chart Template setup
Posted: Friday, January 4, 2008 5:56:31 PM
Thanks Bruce, and amberpax

I was able to plot $tickq in a lower pane in Blocks, set up my 5MA and then turn the 'price ' plot off leaving my indicator.

This worked beautifully.
Topic: Chart Template setup
Posted: Sunday, December 30, 2007 3:40:45 PM
Thanks amberpax,

I had found those multi-chart layouts and played with it some before posting the question. I could do it that way, and I will probably do so. I was really hoping to set it up on one chart template and use it like an indicator, the way you'd view a MACD histogram in the middle window, for example.
Topic: Chart Template setup
Posted: Saturday, December 29, 2007 11:18:41 AM
Hi guys,

I'm having trouble setting up a chart template, maybe because I can't really do this.

I want to set up $TICKQ and a 5-day MA of it in the middle window with a symbol, such as QQQQ in the top window for my bar chart. Trying to see correlations between extremes of tick with intermediate or short term turning points.

In the same way, I'd like to fool around with % above MA and  ratio of new high/new lows type thing.

Can that be done in a single template? Or would it be easier to set it up in Blocks rather than TC2007?
Topic: Apsll -Top ten currently
Posted: Saturday, December 29, 2007 10:25:51 AM
Unfortunately I am old enough to remember Ray-Jay
Topic: Kaufman Adaptive moving average
Posted: Wednesday, December 26, 2007 3:04:02 PM
Thanks again Bruce,

I have all that set up and working well now.
Topic: Kaufman Adaptive moving average
Posted: Wednesday, December 26, 2007 12:10:09 PM
Bruce,

I have the code block created now.

I'm really new to blocks, so I need help with a few simple things I'd like to do next:

  1. Be able to plot the new moving average on a bar chart. (I confess I could not figure it out)
  2. Do a QuickEdit thingy to change the KAMA period.
  3. Plot Bollinger bands based on that moving average. (I was going to do 10 period 2 std dev bands)
  4. Set strategy scan conditions up for when closing price > upper BB of KAMA, and when closing price < lower BB of KAMA
PS. That code looks good enough to me, though I might have placed any variable declarations up top rather than inside the IF statement. I did not read it closely enough to determine whether that would have an unintended effect, so I did not change anything.

Thanks again for your help,

Jim
Topic: Kaufman Adaptive moving average
Posted: Monday, December 17, 2007 4:53:42 PM
I see what you mean, Bruce.

I see the most accurate as option 3 and the easiest as option 1, while 2 and 4 use a substitution that would be reasonable.

The problem is in the choice of how to boot strap a process that requires N periods to calculate. I'm going to make a confession right here and now. I'm something of a math geek, what with the MS in computer science. My preference as a math geek would be to use what is available to calculate as closely as possible to the intended value, which I believe would be option 3. 

Meaning, if there are only 3 bars of data available, use N =3, so more generally, for bars 1 through (N-1), use the bar number as N until you reach N bars with which to calculate. 

However, practically speaking, there probably isn't much to gained by doing all that. I'd be overjoyed with even the 1st one, since I could avoid any trouble by selecting from charts having sufficient price history to make the bootstrap period irrelevant.

I'd be happy with whatever you can do.

Thanks again,

Jim
Topic: Kaufman Adaptive moving average
Posted: Saturday, December 15, 2007 11:16:51 AM
I'd like help to set up a 10-period bollinger band breakout scan based on the Kaufman adaptive moving average in Blocks.

Info on Kaufman's AMA:

8.9 Kaufman Adaptive Moving Average

The Kaufman adaptive moving average (KAMA) by Perry J. Kaufman is an exponential style average but with a smoothing that varies according to recent data. In a steadily progressing move the latest prices are tracked closely, but when going back and forward with little direction the latest prices are given only small weights.
he smoothing factor is determined based on a given past N days (default 10). The net change (up or down) over that time is expressed as a fraction of the total daily changes (up and down). This is called the &ldquo;efficiency ratio&rdquo;. If every day goes in the same direction then the two amounts are the same and the ratio is 1. But in the usual case where prices backtrack to some extent then the net will be smaller than the total. The ratio is 0 if no net change at all.
abs (close[today] - close[N days ago])
ER = --------------------------------------
Sum abs (close - close[prev])
past N days
The ER is rescaled to between 0.0645 and 0.666 and then squared to give an alpha factor for the EMA of between 0.444 and 0.00416. This corresponds to EMA periods from a fast 3.5 days to a very slow 479.5 days.
alpha = (ER * 0.6015 + 0.0645) ^ 2
An exponential moving average of prices is then taken, using each alpha value calculated.
KAMA = alpha * close + (1-alpha) * KAMA[prev]
These alpha values can be viewed directly with &ldquo;KAMA alpha&rdquo; in the lower indicator window (a low priority option, near the end of the lists). High values show where KAMA is tracking recent prices closely, low values show where it's responding only slowly.