The last best-fit parabolic

OH NO!!!!!!!!!!

New name with only 2 posts - "Dynomitedoll" (name of Natasha at the bottom).................not another PrettyGirl ! :eek:
 
Quote from Dynomitedoll:

:) Thanks .This really is a gem of a good trading code .With a few modifications on the perc values we also get long term support/resistance lines. Wow. I would say its a very good job.
More...

Note that perc is used for peaks/troughs recognition through zig() function. This will introduce a delay, a peak will be recognized as a peak when the price will drop by perc%. When you increase perc, you need more bars to recognize the last peak/trough. I use perc=3 to perc=5 for EOD.
 
Quote from ace_inc_007:

TSOKAKIS,

I'm aware that this is AFL code. I think this indicator you created has alot of benefit.

Unfortunately I'm a Tradestation user, so that's why I was wondering if anyone had made a code conversion to Tradestation for this indicator.

If so, would they be willing to post it.

Thanks...
More...

I do not know the Tradestation language. If anybody wants to make the conversion, I could explain the best-fit principles.
I hope it helps.
 
Quote from TSOKAKIS:

At the end of the code
http://finance.groups.yahoo.com/gro...r/message/69570
add the

Filter = IIf ( g , L > p , H < p ) ;
AddColumn ( g , " g " , 1.0 ) ;

and explore for the n=1 last quotations.
The result will give the stocks with the entire last candle above [below] the descending [ascending] best-fit parabolic.
g is equal to 1 for the descending parabolic and it is equal to 0 for the ascending one.
[the method gave an exit signal on Jan4 for the Nikkei index and a buy signal on Jan26 for the ^NDX]
More...

Now, if you want to catch a [Close, parabolic] cross for the very last bar, use the

Filter = IIf ( g , Cross ( C , p ) , Cross ( p , C ) ) ;
AddColumn ( g , " g " , 1.0 ) ;

The N100 exploration for the 28/1/2005 gives 25 stocks, 12 with descending parabolic [g=1] and 13 for the ascending one [g=0].
[I think QCOM and APOL were interesting for further analysis...]
You could also replace C by H or L or Avg according to your plans.
 
____________________________________________________
Now, if you want to catch a [Close, parabolic] cross for the very last bar, use the

Filter = IIf ( g , Cross ( C , p ) , Cross ( p , C ) ) ;
AddColumn ( g , " g " , 1.0 ) ;

The N100 exploration for the 28/1/2005 gives 25 stocks, 12 with descending parabolic [g=1] and 13 for the ascending one [g=0].
[I think QCOM and APOL were interesting for further analysis...]
You could also replace C by H or L or Avg according to your plans.
____________________________________________________

Please find attached support and resistance for entry and exit for your code(I could use this this way also i guess).A slightly higher thresh-hold for the zig > 10 gives a long term support or resistance.It is a really nice code much better and effective than most i have see around including s&c mag.Currently Developing a trading system using this .What is the significance of the fvar.How does one attenuate using it.It shoots up within a few bars and then moves slowly in opposite direction.
Thanks for sharing this .It really is nice and charitable of you!
 

Attachments

Quote from Dynomitedoll:

____________________________________________________
Now, if you want to catch a [Close, parabolic] cross for the very last bar, use the

Filter = IIf ( g , Cross ( C , p ) , Cross ( p , C ) ) ;
AddColumn ( g , " g " , 1.0 ) ;

The N100 exploration for the 28/1/2005 gives 25 stocks, 12 with descending parabolic [g=1] and 13 for the ascending one [g=0].
[I think QCOM and APOL were interesting for further analysis...]
You could also replace C by H or L or Avg according to your plans.
____________________________________________________

Please find attached support and resistance for entry and exit for your code(I could use this this way also i guess).A slightly higher thresh-hold for the zig > 10 gives a long term support or resistance.It is a really nice code much better and effective than most i have see around including s&c mag.Currently Developing a trading system using this .What is the significance of the fvar.How does one attenuate using it.It shoots up within a few bars and then moves slowly in opposite direction.
Thanks for sharing this .It really is nice and charitable of you!
More...

Nice application.
Thank you for your comments.
Fvar is the parabolic coefficient per bar. It is high in the beginning and then becomes smaller as the days go by. Sometimes it may go up again, when the trend becomes stronger.
 
Quote from TSOKAKIS:

Now, if you want to catch a [Close, parabolic] cross for the very last bar, use the

Filter = IIf ( g , Cross ( C , p ) , Cross ( p , C ) ) ;
AddColumn ( g , " g " , 1.0 ) ;

The N100 exploration for the 28/1/2005 gives 25 stocks, 12 with descending parabolic [g=1] and 13 for the ascending one [g=0].
[I think QCOM and APOL were interesting for further analysis...]
You could also replace C by H or L or Avg according to your plans.
More...

As you see, APOL +1.6%, QCOM +2.4%.
I think it was not bad at all for one day.
 
Quote from TSOKAKIS:

Now, if you want to catch a [Close, parabolic] cross for the very last bar, use the

Filter = IIf ( g , Cross ( C , p ) , Cross ( p , C ) ) ;
AddColumn ( g , " g " , 1.0 ) ;

The N100 exploration for the 28/1/2005 gives 25 stocks, 12 with descending parabolic [g=1] and 13 for the ascending one [g=0].
[I think QCOM and APOL were interesting for further analysis...]
You could also replace C by H or L or Avg according to your plans.
More...

Yesterday we saw 12 descending/13 ascending crosses.
The ratio is significantly changed today for the N100 stocks.
7 ascending vs 15 descending.
It is equivalent to 7 bearish vs 15 bullish signals.
Of course it is not coincidental, as you may suppose...
 
Quote from TSOKAKIS:

Yesterday we saw 12 descending/13 ascending crosses.
The ratio is significantly changed today for the N100 stocks.
7 ascending vs 15 descending.
It is equivalent to 7 bearish vs 15 bullish signals.
Of course it is not coincidental, as you may suppose...
More...

The last [2/2/05] N100 bar was characteristic :
31 crosses, 29 bearish [g=0] and only 2 bullish [g=1]

The exploration

Filter = IIf ( g , Cross ( C , p ) , Cross ( p , C ) ) ;
AddColumn ( g , " g " , 1.0 ) ;
AddColumn ( t , " t " , 1.0 ) ;
AddColumn ( ROC ( C , 1 ) , "ROC" , 1.2 ) ;

will give the bars since the last peak/trough t and the last ROC to estimate the first "jump" after the cross.

The result list was

Ticker Date g t ROC
COST 2/2/2005 1 11 0.45
WFMI 2/2/2005 1 10 2.18
DELL 2/2/2005 0 11 -0.41
AMZN 2/2/2005 0 5 -1.41
BRCM 2/2/2005 0 7 -0.76
MERQ 2/2/2005 0 8 1.59
CPWR 2/2/2005 0 6 1.02
ALTR 2/2/2005 0 7 -0.42
AMAT 2/2/2005 0 7 -0.85
ERTS 2/2/2005 0 6 0.77
FLEX 2/2/2005 0 6 -0.64
GILD 2/2/2005 0 6 -2.42
IVGN 2/2/2005 0 17 -0.10
JNPR 2/2/2005 0 7 -2.12
CSCO 2/2/2005 0 6 0.11
KLAC 2/2/2005 0 9 -0.45
LBTYA 2/2/2005 0 13 -0.13
LLTC 2/2/2005 0 13 -1.23
SIAL 2/2/2005 0 12 0.17
MRVL 2/2/2005 0 7 -1.02
MXIM 2/2/2005 0 7 -1.22
NTAP 2/2/2005 0 5 -2.21
NVLS 2/2/2005 0 7 -1.24
PETM 2/2/2005 0 11 -0.72
SNDK 2/2/2005 0 5 -0.68
SPLS 2/2/2005 0 7 -1.44
SYMC 2/2/2005 0 5 -1.84
VRTS 2/2/2005 0 5 -1.75
XLNX 2/2/2005 0 10 -0.17
KMRT 2/2/2005 0 7 2.62
ADSK 2/2/2005 0 7 2.25

The t is important to judge the probable change of the trend. If the price cross the best-fit parabolic after 10 or more bars, then the trend has more reasons to change.
 
You must log in or register to reply here.
Back
Top