July 7th, 2010
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Jeff Castille
I don't deserve much credit for this as it is simply a straightforward modification of Mike's Triple Smoothed EMA using predefined instances of the external indicators for code optimization. Elite only, please.
The EMA needs to be optimized too, for best results. That may have been done in latest version of NT7.. not sure, please check release notes. I did a quick check but did not find anything on EMA.
Adaptive Moving Average, from the book 'Smarter Trading' by Perry J. Kaufman. A range from slow to fast for EMA period is selected based on 'Efficiency' (a signal to noise ratio, see jhlEfficiency). The resulting EMA factor is then squared, which will bias the long end of the range towards zero movement (a 30 slow period becomes 479.5 periods when the EMA factor is squared). For any given slow period n, the effective maximum period is (n + 1) squared / 2 - 1. Version 1.0.
Chande Momentum Oscillator. This should return the same values as the standard supplied version; its advantage being ~4-6K less memory consumption. It does not iterate (neither does the supplied) so is reasonable to use with CalculateOnBarClose == false. Version 1.0.
August 2nd, 2011 04:29 PM hohnsolo This book looks interesting and very relevant. The author is new to me and I look forward to exploring more. Thanks f
January 10th, 2012 06:06 PM asynchronous An accurate description of myself 4 months ago. My solution however was to automate as much as possible and reduce pure
discretion - I still have screaming fits when I loose - oh well!
June 22nd, 2011 01:22 AM anituchka great advice, thanks!