metalhead

^ Thanks for the link! That MA looks great. I wonder how it compares with Zero Lag EMA. I don't have TS so I don't have access to that Quick MA. I use SierraChart and we has Zero Lag ema and it's awesome. I can post some screenshots if you're not familiar with it.

Can you copy and paste the relevant information for those of us that aren't Tradestation users? Thanks! btw UrmaBlume you were right, I checked Jurik's website and it's $205. I don't know where I got the "thousands" from. Maybe that's their old price or their institutional price.

isnt JMA a couple thousand dollars on his website? I'll stick with AMA and HMA

i dunno. for the histogram, people have said its similiar to a TRIX. look at a 4-8 perod TRIX. I dont think Bbands or KChannels are used at all in the new one. compare TRIX with different settings against the original one and see if it's close.

they actually said it works better on choppy days and gives false signals on trendy days. i might email them and ask for screenshots from days and time periods I specify. That company PBF, they give screenshots for any day you ask for. I think thats cool. i havent used any of their indicators but i think it's cool they do that. I have an indicator ive been messing around with code for that kind of shows highs and lows in real time (ie no repainting), but its only right 30-50% of the time. lol. i was actually trying to do something else but found it was kind of calling tops and bottoms. i was just messing around with it. it doesnt involve any sort of projections or anything. oh and it doesnt always go high, low, high, low, which is why you cant trade with it. sometimes its like high, low, low, low, high. lol. i'll try to remember to post a screenshot when i get back home (im posting from my Blackjack now). Anyway the reason i made this thread was cuz i was interested in how they coded it. like what formulas or logic they may have used.

I wasn't sure what forum to post this in so mods, move it if you want. Alright, I know how TTM and PBF and every else's scalper dots work, because they paint 3 bars after the fact. I think everyone knows that. Here's info about the Pivot Points that supposedly happen in "real time." I have no idea how this could work. Anyone have any ideas? http://scalpersoftware.com/software.html Here you can see their end projection (supposed the day will end at one of the two lines): http://scalpersoftware.com/platforms/ts_fcp.html

So this isn't the *actual* PBF Squeeze code?

I don't know Tradestation code... is it just buying and selling whenever the MA changes slope?

On those charts that were attached, what is the horizontal-ish line that is appearing in the price chart? Is it a Market Profile value line or something?

In for this.

do you have another link to that book? That one says "account suspended."

Maybe. Can I come if I'm town?

I don't know. The only thing I use OEC for is order entry. Like I said, I use SierraChart for my charting and for RSI moving average calculation you get the following choices: Exponential MA Linear Regression Simple MA Weighted MA Wilder's MA Simple MA SkipZero (not sure how this is different from regular Simple MA) Smoothed MA For RSI you can also select the following: Input Data - Last, OHLC/4, HLC/3, HL/2, Open, High, or Low RSI Length RSI Mov Avg Length Line 1 Value (the "high line" - 70 by default) Line 2 Value (the "low line" - 30 by default) Average Type (mentioned above)

I use OEC but I use SierraChart for charting. Feel free to ask me anything you want about OEC.

I did it in SierraChart. I don't remember exactly what I did because I didn't like it so I didn't save the code. I think what I did was compare the current value to the previous value and if the difference was between -1 and 1, I colored it yellow, otherwise it was green (if higher) or red (if lower). I just arbitrarily picked a value of 1 because I was using it on the YM which trades in 1 point increments. You might want to adjust your parameters for other instruments. Or convert it to a % that works in all markets. I dunno.

The problem when the AMA "going flat" is that it's not actually "going flat." It's still moving up or down a little bit and therefore still has a slope. I've been trying to come up with a way to modify the AMA so that "almost flat" counts as "flat." Basically you have to apply a filter so that if the change between the previous AMA reading and the current AMA reading is less than a certain amount, it "doesn't count." I can't find a good way to come up with this value, so here's a pic with an arbitrary value chosen. Green = go long. Yellow = do nothing (chop) Red = go short. Notice there are some good signals and some bad signals. Some of the good signals come late.

It's like if someone wants to become a better fighter, they have to spend time fighting. Reading books about how to escape from a triangle choke is cool and all but in order to be able to do it effectively you have to actually do it.

Here's a document that explains how it was derived and how it works.

I'm afraid I don't know how to get VMP on my charts

I wasn't saying this is a system or anything. I was just sharing an idea that people may not have thought of since everyone seems to use MAs to trends.

I agree. I'm trying to come up with something like this using an AMA which goes flat during choppy times.

First pic: TSI (True Strength Index) smoothed with an EMA. Candles colored according to the slope of this EMA. Second pic: Accumulation/Distribution smoothed with an EMA. Candles colored according to the slope of this EMA. Discuss. edit - fixed attachments

The default multiplication factor is 1.8, which is what was used in my screenshot above. When I calculate the SD of the VWAP manually I get values like .05. Hardly useful when the YM moves in 1 point increments.

Glad you find it useful. I'm trying to come up with good applications/settings for this MA. Also be aware that you can change more than just the length in the settings. There's also Fast Smoothing Constant and Slow Smoothing Constant.

Does anyone use this? I did a search and didn't find anything. Sometimes also called AMA, or KAMA (Kaufman Adaptive Moving Average). This moving average goes flat during choppy markets. Screenshot with some other MAs for comparison.