Experiments in Technical Analysis

[winstonn]

Hi Anant,

really happy for your clear clever and positive response.
hope i learn from you a lot!!!!!

Regards,
Winston

 

[kkseal]

There was a time when computers that weren't half as powerful as today's desktops/laptops used to fill an entire room and could be handled only by highly trained professionals. Today not only has the size reduced but the user interface has become simple enough for handling by even school kids. But can the same thing be said of the underlying technology? Searching at Google is easy but is the search engine as simple? In fact, for every level of simplicity at the 'front-end' there's an added level of complexity at the 'back-end'.

As far as making money is concerned, even my 50yr old aunt who has never seen a chart or a balance-sheet in her life (& the only MM she knows is managing her household expenses) is making money in this bull mkt. Her strategy is as KISS as it gets. She has these nice round-number targets for the Sensex - 12k, 13k, 14k etc. Sells when the index reaches this target. Gets restless thereafter & scurries back to buy once there's a correction. How about that for a 'system' and what are we doing wasting our time on this thread??

Regards,
Kalyan.

 

[mozillan]

Dear Karthik,
Can you tell us how to code this Fisher Transform as an indicator in Metastock? That way, we can substantiate your theory.

 

[karthikmarar]

Mozillan

Here is the metastock code for Fisher Transform


pr:=(H+L)/2;
len:=10;
maxh:=HHV(pr,len);
minl:=LLV(pr,len);
val1:=.33*2*((pr-minl)/(maxh-minl)-.5)+.67*PREV;
value1:=If(val1>.99,.999,If(val1<-.99,-.999,val1));
fish:=.5*Log((1+value1)/(1-value1))+.5*PREV;
fish;
Ref(fish,-1);

regards

Karthik

 

[mozillan]

Thanks, Karthik. Will keep you posted on the results, as soon as I analyse them.

 

[kkseal]

While sifting through the various kind of non-linear filters, i found the Fractal Adaptive Moving Average (FRAMA) to be an interesting one. It is conceptually elegant, relatively simple to implement and is based on the premise of price-time data being fractal in nature.

I attach herewith the fol :-

1) A document on the concept & coding principles of FRAMA. (Comments in red added by me)
2) A pic of FRAMA on the price chart.
3) An AFL of FRAMA.

Also, here is a link for Metastock code & graph for FRAMA http://trader.online.pl/MSZ/e-w-Fractal_Adaptive_Moving_Average.html

Your views & opinions welcome.

Regards,
Kalyan.

 

[CreditViolet]

I will come back to this thread later, its been a busy fortnight.

CV

 

[uasish]

What happened to this thread ?

http://www.traderji.com/88847-post959.html

I still believe in this , a Random Variable with Memory.

 

[uma_k]

Hi Anant, Karthik & others,

No posts from you people in this thread for quite some time. Is everything ok with you guys?

*** Uma ***

 

[kindman]

I Am A Student
New In Trade.. Give Some Tips For Me..