Experiments in Technical Analysis
- Thread starter karthikmarar
- Start date
Hi Rajaram,
In the article on OI (attachment to your post), I have a small doubt. Below the table 'How is it computed?' you have the following line:
"On Oct 1, A buys 10 options and B buys them creating an Open Interest of 10."
But in the Table, under the TRANSACTION column it is:
"A Buys 10 Options and B Sells 10 Options contract"
I think the table entry is correct and the note below is a typographical error. It also should be "... B sells them ..."
Just to be sure that I have understood it correctly, I am pointing out this. No other intention.
Regards
-Anant
In the article on OI (attachment to your post), I have a small doubt. Below the table 'How is it computed?' you have the following line:
"On Oct 1, A buys 10 options and B buys them creating an Open Interest of 10."
But in the Table, under the TRANSACTION column it is:
"A Buys 10 Options and B Sells 10 Options contract"
I think the table entry is correct and the note below is a typographical error. It also should be "... B sells them ..."
Just to be sure that I have understood it correctly, I am pointing out this. No other intention.
Regards
-Anant
Anant,
First up ,thanks for bringing it to my notice..
yes you are right thats a typo error....anyways these mistakes are usually taken care of by the editing team of the sourcing house thats why i have quoted them as unedited doc in the post itself...
Traderji members who have already downloaded or likely to download may please note this.
First up ,thanks for bringing it to my notice..
yes you are right thats a typo error....anyways these mistakes are usually taken care of by the editing team of the sourcing house thats why i have quoted them as unedited doc in the post itself...
Traderji members who have already downloaded or likely to download may please note this.
A
Digital MACD
Hi all,
First i like to say i am not a stupid lover of MACD but if some one like take it and make to to get working your self if it works well for u, below i added a code of digital MACD if like make it on u r favourite AB codes or MS as you ppls wish
btw this macd looks smoother and reduce little lag and i prefer smoother equity curve than smooth indicators :d
Hi all,
First i like to say i am not a stupid lover of MACD but if some one like take it and make to to get working your self if it works well for u, below i added a code of digital MACD if like make it on u r favourite AB codes or MS as you ppls wish
btw this macd looks smoother and reduce little lag and i prefer smoother equity curve than smooth indicators :d
Code:
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Blue
#property indicator_color2 Red
//---- buffers
double FTLMBuffer[];
double STLMBuffer[];
double value1;
double value2;
double value3;
double value4;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
string short_name;
//---- indicator line
IndicatorBuffers(2);
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0,STLMBuffer);
SetIndexStyle(1,DRAW_LINE);
SetIndexBuffer(1,FTLMBuffer);
SetIndexDrawBegin(0,90);
SetIndexDrawBegin(1,43);
//----
return(0);
}
int start()
{
int shift,counted_bars=IndicatorCounted();
if(counted_bars<43)
{
for(shift=1;shift<=0;shift++) FTLMBuffer[Bars-shift]=0.0;
for(shift=1;shift<=0;shift++) STLMBuffer[Bars-shift]=0.0;
}
//----
shift=Bars-43-1;
if(counted_bars>=43) shift=Bars-counted_bars-1;
while(shift>=0)
{
value1 =
0.112952*Close[shift+0]
+0.111644*Close[shift+1]
+0.109058*Close[shift+2]
+0.105254*Close[shift+3]
+0.100320*Close[shift+4]
+0.094368*Close[shift+5]
+0.087532*Close[shift+6]
+0.079966*Close[shift+7]
+0.071834*Close[shift+8]
+0.063313*Close[shift+9]
+0.054575*Close[shift+10]
+0.045801*Close[shift+11]
+0.037159*Close[shift+12]
+0.028809*Close[shift+13]
+0.020898*Close[shift+14]
+0.013548*Close[shift+15]
+0.006870*Close[shift+16]
+0.000944*Close[shift+17]
-0.004166*Close[shift+18]
-0.008428*Close[shift+19]
-0.011828*Close[shift+20]
-0.014378*Close[shift+21]
-0.016112*Close[shift+22]
-0.017080*Close[shift+23]
-0.017348*Close[shift+24]
-0.016998*Close[shift+25]
-0.016118*Close[shift+26]
-0.014806*Close[shift+27]
-0.013156*Close[shift+28]
-0.011270*Close[shift+29]
-0.009238*Close[shift+30]
-0.007152*Close[shift+31]
-0.005090*Close[shift+32]
-0.003120*Close[shift+33]
-0.001302*Close[shift+34]
+0.000322*Close[shift+35]
+0.001714*Close[shift+36]
+0.002858*Close[shift+37]
+0.003744*Close[shift+38]
+0.004372*Close[shift+39]
+0.004754*Close[shift+40]
+0.004910*Close[shift+41]
+0.004864*Close[shift+42]
+0.004646*Close[shift+43]
+0.004288*Close[shift+44]
+0.003824*Close[shift+45]
+0.003288*Close[shift+46]
+0.002712*Close[shift+47]
+0.002124*Close[shift+48]
+0.001548*Close[shift+49]
+0.001010*Close[shift+50]
+0.000522*Close[shift+51]
+0.000098*Close[shift+52]
-0.000254*Close[shift+53]
-0.000530*Close[shift+54]
-0.000734*Close[shift+55]
-0.000866*Close[shift+56]
-0.000934*Close[shift+57]
-0.000948*Close[shift+58]
-0.000914*Close[shift+59]
-0.000844*Close[shift+60]
-0.000750*Close[shift+61]
-0.000638*Close[shift+62]
-0.000520*Close[shift+63]
-0.000922*Close[shift+64];
value2 =
0.038953*Close[shift+0]
+0.042502*Close[shift+1]
+0.045773*Close[shift+2]
+0.048702*Close[shift+3]
+0.051237*Close[shift+4]
+0.053326*Close[shift+5]
+0.054931*Close[shift+6]
+0.056018*Close[shift+7]
+0.056566*Close[shift+8]
+0.056566*Close[shift+9]
+0.056018*Close[shift+10]
+0.054931*Close[shift+11]
+0.053326*Close[shift+12]
+0.051237*Close[shift+13]
+0.048702*Close[shift+14]
+0.045773*Close[shift+15]
+0.042502*Close[shift+16]
+0.038953*Close[shift+17]
+0.035190*Close[shift+18]
+0.031281*Close[shift+19]
+0.027295*Close[shift+20]
+0.023298*Close[shift+21]
+0.019357*Close[shift+22]
+0.015532*Close[shift+23]
+0.011880*Close[shift+24]
+0.008451*Close[shift+25]
+0.005287*Close[shift+26]
+0.002424*Close[shift+27]
-0.000112*Close[shift+28]
-0.002305*Close[shift+29]
-0.004142*Close[shift+30]
-0.005624*Close[shift+31]
-0.006758*Close[shift+32]
-0.007558*Close[shift+33]
-0.008042*Close[shift+34]
-0.008240*Close[shift+35]
-0.008177*Close[shift+36]
-0.007890*Close[shift+37]
-0.007415*Close[shift+38]
-0.006786*Close[shift+39]
-0.006041*Close[shift+40]
-0.005219*Close[shift+41]
-0.004349*Close[shift+42]
-0.003466*Close[shift+43]
-0.002596*Close[shift+44]
-0.001764*Close[shift+45]
-0.000991*Close[shift+46]
-0.000294*Close[shift+47]
+0.000318*Close[shift+48]
+0.000835*Close[shift+49]
+0.001254*Close[shift+50]
+0.001575*Close[shift+51]
+0.001801*Close[shift+52]
+0.001937*Close[shift+53]
+0.001993*Close[shift+54]
+0.001978*Close[shift+55]
+0.001902*Close[shift+56]
+0.001777*Close[shift+57]
+0.001616*Close[shift+58]
+0.001428*Close[shift+59]
+0.001228*Close[shift+60]
+0.001020*Close[shift+61]
+0.000816*Close[shift+62]
+0.000622*Close[shift+63]
+0.000445*Close[shift+64]
+0.000287*Close[shift+65]
+0.000154*Close[shift+66]
+0.000045*Close[shift+67]
-0.000040*Close[shift+68]
-0.000100*Close[shift+69]
-0.000139*Close[shift+70]
-0.000159*Close[shift+71]
-0.000161*Close[shift+72]
-0.000672*Close[shift+73];
value3 =
0.0729811286*Close[shift+0]
+0.0727839290*Close[shift+1]
+0.0721970455*Close[shift+2]
+0.0712248998*Close[shift+3]
+0.0698810899*Close[shift+4]
+0.0681787637*Close[shift+5]
+0.0661384062*Close[shift+6]
+0.0637836328*Close[shift+7]
+0.0611379416*Close[shift+8]
+0.0582328720*Close[shift+9]
+0.0551006677*Close[shift+10]
+0.0517729856*Close[shift+11]
+0.0482864520*Close[shift+12]
+0.0446761673*Close[shift+13]
+0.0409807341*Close[shift+14]
+0.0372349199*Close[shift+15]
+0.0334766035*Close[shift+16]
+0.0297389677*Close[shift+17]
+0.0260572889*Close[shift+18]
+0.0224620500*Close[shift+19]
+0.0189846476*Close[shift+20]
+0.0156508337*Close[shift+21]
+0.0124844115*Close[shift+22]
+0.0095064451*Close[shift+23]
+0.0067348956*Close[shift+24]
+0.0041825353*Close[shift+25]
+0.0018620649*Close[shift+26]
-0.0002214306*Close[shift+27]
-0.0020618579*Close[shift+28]
-0.0036612349*Close[shift+29]
-0.0050199184*Close[shift+30]
-0.0061460477*Close[shift+31]
-0.0070453847*Close[shift+32]
-0.0077311361*Close[shift+33]
-0.0082154598*Close[shift+34]
-0.0085069196*Close[shift+35]
-0.0086364464*Close[shift+36]
-0.0086063959*Close[shift+37]
-0.0084385053*Close[shift+38]
-0.0081544217*Close[shift+39]
-0.0077720532*Close[shift+40]
-0.0073096701*Close[shift+41]
-0.0067829639*Close[shift+42]
-0.0062100031*Close[shift+43]
-0.0056056555*Close[shift+44]
-0.0049866671*Close[shift+45]
-0.0043657084*Close[shift+46]
-0.0037560684*Close[shift+47]
-0.0031670013*Close[shift+48]
-0.0026079202*Close[shift+49]
-0.0020858529*Close[shift+50]
-0.0016064640*Close[shift+51]
-0.0011734916*Close[shift+52]
-0.0007908741*Close[shift+53]
-0.0004588212*Close[shift+54]
-0.0001790390*Close[shift+55]
+0.0000510113*Close[shift+56]
+0.0002315881*Close[shift+57]
+0.0003671215*Close[shift+58]
+0.0004595615*Close[shift+59]
+0.0005144014*Close[shift+60]
+0.0005345365*Close[shift+61]
+0.0005256791*Close[shift+62]
+0.0028871340*Close[shift+63];
value4 =
0.0077174463*Close[shift+0]
+0.0093613543*Close[shift+1]
+0.0110760659*Close[shift+2]
+0.0128488828*Close[shift+3]
+0.0146643234*Close[shift+4]
+0.0165073564*Close[shift+5]
+0.0183605871*Close[shift+6]
+0.0202076529*Close[shift+7]
+0.0220298758*Close[shift+8]
+0.0238101118*Close[shift+9]
+0.0255293260*Close[shift+10]
+0.0271702104*Close[shift+11]
+0.0287147044*Close[shift+12]
+0.0301471980*Close[shift+13]
+0.0314517917*Close[shift+14]
+0.0326129335*Close[shift+15]
+0.0336190364*Close[shift+16]
+0.0344584557*Close[shift+17]
+0.0351210901*Close[shift+18]
+0.0356004564*Close[shift+19]
+0.0358898494*Close[shift+20]
+0.0359870888*Close[shift+21]
+0.0358898494*Close[shift+22]
+0.0356004564*Close[shift+23]
+0.0351210901*Close[shift+24]
+0.0344584557*Close[shift+25]
+0.0336190364*Close[shift+26]
+0.0326129335*Close[shift+27]
+0.0314517917*Close[shift+28]
+0.0301471980*Close[shift+29]
+0.0287147044*Close[shift+30]
+0.0271702104*Close[shift+31]
+0.0255293260*Close[shift+32]
+0.0238101118*Close[shift+33]
+0.0220298758*Close[shift+34]
+0.0202076529*Close[shift+35]
+0.0183605871*Close[shift+36]
+0.0165073564*Close[shift+37]
+0.0146643234*Close[shift+38]
+0.0128488828*Close[shift+39]
+0.0110760659*Close[shift+40]
+0.0093613543*Close[shift+41]
+0.0077174463*Close[shift+42]
+0.0061560794*Close[shift+43]
+0.0046876404*Close[shift+44]
+0.0033209857*Close[shift+45]
+0.0020624135*Close[shift+46]
+0.0009181866*Close[shift+47]
-0.0001091877*Close[shift+48]
-0.0010167048*Close[shift+49]
-0.0018053597*Close[shift+50]
-0.0024753283*Close[shift+51]
-0.0030306241*Close[shift+52]
-0.0034740883*Close[shift+53]
-0.0038122332*Close[shift+54]
-0.0040510538*Close[shift+55]
-0.0041947730*Close[shift+56]
-0.0042586429*Close[shift+57]
-0.0042438250*Close[shift+58]
-0.0041610379*Close[shift+59]
-0.0040209559*Close[shift+60]
-0.0038324095*Close[shift+61]
-0.0036044078*Close[shift+62]
-0.0033446882*Close[shift+63]
-0.0030621605*Close[shift+64]
-0.0027641559*Close[shift+65]
-0.0024589320*Close[shift+66]
-0.0021527365*Close[shift+67]
-0.0018521222*Close[shift+68]
-0.0015616524*Close[shift+69]
-0.0012859688*Close[shift+70]
-0.0010285368*Close[shift+71]
-0.0007921495*Close[shift+72]
-0.0005786502*Close[shift+73]
-0.0003899810*Close[shift+74]
-0.0002262453*Close[shift+75]
-0.0000882844*Close[shift+76]
+0.0000251537*Close[shift+77]
+0.0001141964*Close[shift+78]
+0.0001810281*Close[shift+79]
+0.0002266104*Close[shift+80]
+0.0002536520*Close[shift+81]
+0.0002635807*Close[shift+82]
+0.0002592130*Close[shift+83]
+0.0014236495*Close[shift+84];
STLMBuffer[shift] = value3-value4;
FTLMBuffer[shift] = value1-value2;
shift--;
}
return(0);
}
//+------------------------------------------------------------------+Attachments
Last edited by a moderator:
| Thread starter | Similar threads | Forum | Replies | Date |
|---|---|---|---|---|
|
My experiments with MFs | Mutual Funds Discussion Forum | 93 | |
| R | Experiments with Market Profile | Advanced Trading Strategies | 53 | |
| G | Trading logs/experiments | Commodities | 8 | |
|
My Experiments with Charts | Members Discussion Forums | 1 | |
|
Experiments with OBV | Advanced Trading Strategies | 199 |