door FM » za 25 feb 2006, 21:13
Beste Marc,
De Jrik indicatoren zijn absolute onzin. Ik heb ervaring met de Jurik indicatoren via de Amibroker plugin. Het zijn gewoon indicatoren met een minimale lag. Ikheb er al eerder wat over geschreven op dit forum. Gebruik gewoon ZeroLag indicatoren of T3 Moving Averages.
Hieronder de standaard T3 indicator en een ZeroLag ROCEMA variant.
succes,
Frans.
Value function T3 (value xSeries[]=close,value xNumberOfBars=28,value xFactor=.7) begin
Value xT3[];
xT3 :=vGD(vGD(vGD(xSeries,xNumberOfBars,xFactor),xNumberOfBars,xFactor),xNumberOfBars,xFactor);
Plot1(xT3,'T3');
end;
value function zZeroLagTEMA (value xSeries[]=Close,value xNumberOfDays=150, value xLookback=8, value xROCBARS=18) begin
value xTEMA1, xTEMA2, xDif, xZLTEMA,xxZLTEMA, xROCEMA;
xTEMA1 = (3 * XAverage(Close,xNumberOfDays)) -
(3 * XAverage(XAverage(Close,xNumberOfDays),xNumberOfDays)) +
(XAverage(XAverage(XAverage(Close,xNumberOfDays),xNumberOfDays),xNumberOfDays));
xTEMA2 = (3 * XAverage(xTEMA1,xNumberOfDays)) -
(3 * XAverage(XAverage(xTEMA1,xNumberOfDays),xNumberOfDays)) +
(XAverage(XAverage(XAverage(Xtema1,xNumberOfDays),xNumberOfDays),xNumberOfDays));
xDif = xTEMA1-xTEMA2;
xZLTEMA = xTEMA1+xDif;
xxZLTEMA = (3 * XAverage(xZLTEMA,xLookback)) -
(3 * XAverage(XAverage(xZLTEMA,xLookback),xLookback)) +
(XAverage(XAverage(XAverage(xZLTEMA,xLookback),xLookback),xLookback));
xROCEMA = 100*xxZLTEMA/xxZLTEMA[xROCBars]-100;
{Plot1(xxZLTEMA,'ZeroLagTEMA'+NumToStr(xNumberOfDays));}
Plot2(xROCEMA,'ROCZeroLagTEMA'+NumToStr(xROCBARS));
End;