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This is a discussion on AllAverages within the Trading tools forums, part of the Trading Forum category; Originally Posted by zilliq Another idea for the next version, Do you think it's possible to add the SSA of ...

          
   
  1. #11
    Administrator newdigital's Avatar
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    Quote Originally Posted by zilliq View Post
    Another idea for the next version,

    Do you think it's possible to add the SSA of price in a NON repaint version based on this indy ?

    https://mon-partage.fr/f/qtRFdBfg/

    Thanks a lot Igor and have a nice day

    Zilliq
    may be I am wrong but I think that SSA is recalculating (same as repainting) ...

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    Thanks newdigital,

    Do you think that all ssa recalculating/repainting ?

    If so, it isn't necessary to include it in the next version

    Zilliq

  3. #13
    Administrator newdigital's Avatar
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    Quote Originally Posted by zilliq View Post
    Thanks newdigital,

    Do you think that all ssa recalculating/repainting ?

    If so, it isn't necessary to include it in the next version

    Zilliq
    I am not very sure but as far as I remember - all the versions of SSA are recalculated (by 2 bars back, or 10 bars back - based on the settings in indicator)

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    Quote Originally Posted by newdigital View Post
    I am not very sure but as far as I remember - all the versions of SSA are recalculated (by 2 bars back, or 10 bars back - based on the settings in indicator)
    all are except the normalized end pointed versions... and then they are not as pretty and "perfect"...

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    Hi Igor,

    An idea for the next 3.2 version : Add the nonlagMA 7.2 (you are the author right ?)

    Have a nice day

    Zilliq

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    Hi Igorad,

    Plase can you post the formula of the correct version of the T3 (mode 24) (not the original), because I would code it on prorealtime

    Thanks a lot and have a nice week-end

    Zilliq

  7. #17
    Developer igorad's Avatar
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    Quote Originally Posted by zilliq View Post
    Hi Igorad,

    Plase can you post the formula of the correct version of the T3 (mode 24) (not the original), because I would code it on prorealtime

    Thanks a lot and have a nice week-end

    Zilliq
    Hi Zilliq,

    Do you have any version of the T3 for prorealtime? If yes then please use following formula for the T3 length:

    len = (period + 5.0)/3.0-1;
    if len < 1 then len = 1;

    where period - input parameter.

    Regards,
    Igor

  8. #18
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    Thanks igorad,

    Just to be sure, you replace period by
    len=((period+5)/3)-1 or len=(period+5)/(3-1) ? (I think it's the first answer, but just to be sure

    The code I use on prorealtime for the T3 is

    price= customclose


    x1=(exponentialaverage[period](price))*(1+vfactor)
    x2=(exponentialaverage[period](exponentialaverage[period](price)))*vfactor
    gd=x1-x2
    x11=(exponentialaverage[period](gd))*(1+vfactor)
    x21=(exponentialaverage[period](exponentialaverage[period](gd)))*vfactor
    gd1=x11-x21
    x12=(exponentialaverage[period](gd1))*(1+vfactor)
    x22=(exponentialaverage[period](exponentialaverage[period](gd1)))*vfactor
    gd2=x12-x22

    Where period is the lengh on my code

    So, the difference is only on the lengh with this "correct" version ?

    Thanks a lot

    Zilliq

  9. #19
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    The code on Prorealtime would be:

    price= customclose

    len = ((period + 5.0)/3)-1

    if len < 1 then
    len = 1
    endif

    vfactor=0.7

    x1=(exponentialaverage[len](price))*(1+vfactor)
    x2=(exponentialaverage[len](exponentialaverage[len](price)))*vfactor
    gd=x1-x2
    x11=(exponentialaverage[len](gd))*(1+vfactor)
    x21=(exponentialaverage[len](exponentialaverage[len](gd)))*vfactor
    gd1=x11-x21
    x12=(exponentialaverage[len](gd1))*(1+vfactor)
    x22=(exponentialaverage[len](exponentialaverage[len](gd1)))*vfactor
    gd2=x12-x22



    return gd2 as "T3 correct Tillson"

    And here is the difference with period=5
    In blue the "correct Tillson", and in red the "original Tillson"

    The correct is faster but less smoother

    Could you confirm the post above

    Thanks a lot

    Zilliq (coder on Prorealtime)

    And if it isn't secret can you post the formula of the JSmooth because we haven't such a moving average on Prorealtime and I would code it for the community. Thanks a lot


    AllAverages-cac-40-index.png
    Last edited by zilliq; 08-19-2013 at 11:10 AM.

  10. #20
    Developer igorad's Avatar
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    Hi Zilliq,

    Answers on your questions:
    1. the 1st formula is OK.
    2. I see issues in your code, because I guess the function exponentialaverage allows to enter only integer value for the EMA period. So you should allow to enter double values in this function.
    3. About JSmooth:
    Did you see the code for TradeStation? If not then please use following code for the JSmooth:

    Code:
    {*******************************************************************
    Description	: Jurik Smoothing
    Provided By	: TrendLaboratory(c) Copyright 2008 
    Author		: IgorAD E-mail: igorad2003@yahoo.co.uk 
    ********************************************************************}
    
    
    Inputs: 	Price(NumericSeries), 
    		Period(NumericSimple),
    		Pow(NumericSimple),
    		Phase(NumericSimple),
    		Opt(NumericSimple);
    
    Vars :	bet(0.45*(Period-1)/(0.45*(Period-1)+2)),Filt0(0),alpha(0),Det0(0),Filt1(0),Det1(0),Filt2(0); 
    
    	If CurrentBar = Period then begin
    	Filt0 = Price;
    	Filt1 = Price;
    	Filt2 = Price;
    	end
    	else
    	begin	
    	alpha = power(bet,Pow);
    	
    	Filt0 = (1-alpha)*Price + alpha*Filt0[1];
    	
    	Det0  = (Price - Filt0)*(1 - bet) + bet*Det0[1];
    	Filt1 = Filt0 + Phase*Det0;
    		
    	Det1  = (Filt1 - Filt2[1]) * power((1 - alpha),2) + alpha*alpha*Det1[1];
    	Filt2 = Filt2[1] + Det1;
    
    	if Opt = 0 then JSmooth = Filt0;
    	if Opt = 1 then JSmooth = Filt1;
    	if Opt = 2 then JSmooth = Filt2;
    	
    end;
    Regards,
    Igor

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