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Old 10-31-2007, 08:03 PM   #481

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Thumbs down Re: Playing with the VMAR`s open research

Quote:
Originally Posted by PYenner »
I find myself needing examples.
Ditto with stochastic_adx.
Of course, Bruce.

Go ahead and plot the cmo(n). Compare it to the rsi(n).

I trust you know the code for stochastics. In the stochastics computation, replace the close by the adx. Now you have stochastics_adx.

Have fun. Try the stochastic_rsi = stoch( rsi(rsi_periods), stoch_periods)

cheers.
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Old 10-31-2007, 08:47 PM   #482

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Re: Playing with the VMAR`s open research

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I trust you know the code for stochastics..
Not yet but it looks like I am going to find out.
You are going to make me "indicator literate" if you keep this up.
Quote:
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In the stochastics computation, replace the close by the adx. Now you have stochastics_adx. Have fun. Try the stochastic_rsi = stoch( rsi(rsi_periods), stoch_periods)
Getting the picture, wheres a brick wall for me to bang my head on?

Looks like Snipers T3 CCI needs to be recoded since it looks to be needed.
That needs one more array than MT4 allows, so will have to find out how to get extra arrays for the first time and find out the hard way what the tricks and traps are with those. Scuse me

Midas is calling me, so I try OBV, turns out to be hopelessly primative.
Find a bar with H-L=39 and volume=25, impossible, seriously comforting, NOT.
Scuse me
5min OBV contradicts 1min OBV so price is leaking into those suckers.
Scuse me

You know how it goes...
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Old 10-31-2007, 09:26 PM   #483

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Thumbs down Re: Playing with the VMAR`s open research

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You are going to make me "indicator literate" if you keep this up.
Hello Bruce, Walter and Sparrow;

I think you will like this. Sparrow if you have the time, please code it in Ninja Trader.
I believe that it will help in understanding the vidya behavior, and in the selection of the appropriate parameters.

Have fun.
Unicorn.
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Old 10-31-2007, 11:37 PM   #484

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Re: Playing with the VMAR`s open research

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Believe me I am not doing this to drive up my postings count
Unicorn just modded the indicator, so I am trying to catch up.
Parameter for the stochastics period added to the NT version.

One question here Sparrow... what setting should I put to your indi in order to get something similar to the cyan and red lines from Unicorn...

Technically speaking, is it the same formula from Unicorn`s cyan and red lines ?

Thanks for this contributions Sparrow... I am positive we will get to the point of having Unicorns exact same template on NT as well...

I read on NT forum some nice entuthiasm on vma`s ¡¡

thanks again, cheers Walter.
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Old 10-31-2007, 11:43 PM   #485

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Re: Playing with the VMAR`s open research

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Midas is calling me

So Bruce... the Midas bug byte you ?... jejejej

we can open a new thread if you wish on this, so we dont get mixed... I got badly bitten by midas too jejej.... anyway vma`s do rock man ¡¡

In the next weeks I believe we will have a complete finished structural system arround vma`s and obviuosly each trader will have some nice alternatives to suit their tastes...

By the way, I smell some of our folks will also buy some bmw`s series 6 soon ¡¡ jejej I like the convertible one ¡¡ jejej... take care budy... cheers Walter.
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Old 11-01-2007, 12:56 AM   #486

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Re: Playing with the VMAR`s open research

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we can open a new thread if you wish on this, so we dont get mixed... I got badly bitten by midas too jejej....
Too soon for a volume thread and will probably have to test out forex volume on excel before there is any chance of saying if it is any good compared to real volume. MT4 has many hidden features, but unless one turns up that gives better access to the tick data, then it has to be studied in excel.
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Old 11-01-2007, 02:44 AM   #487

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Re: Playing with the VMAR`s open research

Unicorn

Bear with me please on some questions on the difference between what is said and what is intended.

In lamely describing the third and final stage of the ADX as the "ADX_Bars" thing, I was referring to the output = input/(HHV-LLV) stage which you appear to descibe as Stochastic (input) = input/(HHV-LLV)... (including the way HHV and LLV are obtained)... and I expect you are correct.

Now where you describe Bemacs vma as stochastic_adx = stoch (adx (adx_periods), stoch_periods) you appear to have mistaken the stochastic within the ADX to be a secondary external and additional stochastic. Bemac used a straight copy and paste of the VT code for an ADX and changed only the final smoothing ema into a Vidya ama. He did not add a secondary stochastic.

So I would attempt to describe his vma as vma = viya(adx)
If you go into the input details, then ema_periods would apply to smoothing and ADX_Bars would apply to the internal stochastic, meaning ADX_Bars has the same meaning as stoch_periods.

As I read your code, you are applying a secondary stochastic right after the ADX's internal stochastic.
This would likely result in a stronger horizontal, but it also imposes a double time delay from having the ADX's ema smoothing between the two stochastics, then a similar delay from the final vidya ama.

Now we get to the part about what did Chande mean but not say.
You take stochastic_adx to mean an adx (complete with internal stochastic) followed by a secondary stochastic, I hesitate on that step.

So where Chande describes "abs(cmo) is very close to adx" is he meaning "like an adx but without needing an internal stochastic to get the result".
So he then refers to ordinary adx as stochastic_adx. Worse, there has been plenty of evolution in adx's, so ???

It seems to me that Bemacs vma = viya(adx) and again the vidya is internal to the ADX, meaning it replaces the normal output ema with a vidya ama and there are no additions external to the adx, its an adx with ama output smoothing. Some early vma versions used something like an ema of an ama but that is another story.

A result similar to using two stochastics can probably be obtained from vma6 with the "VI squared" option turned on, but again it makes for later laddering not just a stronger horizontal. I am uncertain if the vma1 version you are using has a straight ama output or one of the "ema of ama" outputs. It was a porting scramble back then too.

If I appear to be dragging my feet it is partly because I am uncertain whether things are going forward or round in circles.
Sorry to make questions..
Wheres that club again,
PYenner

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Old 11-01-2007, 03:21 AM   #488

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Re: Playing with the VMAR`s open research

Walter
Do you know of any free forex platforms or charting packages that have proper tick charts? They would be the alternative to excel for Volume work.
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