Hey I'm sorry,my noob status means I can't send PM's, but I created a temporary gmail address, it's
hilbertastic @ gmail.com
and if you'd like to send anything that would be great.
I downloaded the msvc.zip file which included the ta-lib excel add-in, and it had some example sheets for moving averages and Bollinger bands but I couldn't find any documentation on the HT functions. I also tried looking for the code behind the functions but couldn't find it...
Thanks again for helping out a stranger, I'm glad the world of trading is a more hospitable place than the world assumes. Have a good weekend!
MESA & related
Hey Everyone
I've been trying to do everything mentioned above in Excel but I'm having two issues: Firstly, does the
Inputs: Price((H+L)/2)
Simply mean you take your daily data point, add the lag (L) and divide by 2? That's what I assumed, but my data is acting strangely, the inphase and quadrature don't cross at the peaks and troughs, there appears to be a lag.
Secondly and more importantly, how did you guys work through the ArcTangent Function in Excel? It comes in during the Measuring Cycle Period code, can it be done in Excel?
I've attached a simple Excel file just generating a sine wave and demonstrating the inphase/quadrature lag, does anyone have any suggestions? Thanks in advance!
AR
I've been trying to do everything mentioned above in Excel but I'm having two issues: Firstly, does the
Inputs: Price((H+L)/2)
Simply mean you take your daily data point, add the lag (L) and divide by 2? That's what I assumed, but my data is acting strangely, the inphase and quadrature don't cross at the peaks and troughs, there appears to be a lag.
Secondly and more importantly, how did you guys work through the ArcTangent Function in Excel? It comes in during the Measuring Cycle Period code, can it be done in Excel?
I've attached a simple Excel file just generating a sine wave and demonstrating the inphase/quadrature lag, does anyone have any suggestions? Thanks in advance!
AR
- Attachments
-
- inphquad test.xls
- Inphase/Quadrature Test
- (88 KiB) Downloaded 720 times
No, it doesn't mean that.
Have a look at page 59 of John Ehlers's Rocket Science for Traders, which explains what "Inputs: Price ((H+L)/2)" means. I suspect you may be focussing too strongly upon page 29, which uses the symbol "L" in an equation (not in a piece of Tradestation code) to represent the lag of an EMA. But what interests you in the current example, is the "L" of ((H+L)/2) in Tradestation code. And page 59 provides the key.
Have a look at page 59 of John Ehlers's Rocket Science for Traders, which explains what "Inputs: Price ((H+L)/2)" means. I suspect you may be focussing too strongly upon page 29, which uses the symbol "L" in an equation (not in a piece of Tradestation code) to represent the lag of an EMA. But what interests you in the current example, is the "L" of ((H+L)/2) in Tradestation code. And page 59 provides the key.
Ohhhh! Of course, it's so obvious! I was getting confused with the L he used in the equations because I'm working from an article in the March 2000 issue of technical analysis of stocks and commodities magazine. Thanks for pointing that out!
Oddly I'm still getting a weird lag, the inph and quad don't cross anywhere near the peaks and troughs... I'm gonna soldier ahead with the rest of the code and put everything up tonight. Thanks again!
Oddly I'm still getting a weird lag, the inph and quad don't cross anywhere near the peaks and troughs... I'm gonna soldier ahead with the rest of the code and put everything up tonight. Thanks again!
Sinewave Indicator - Excel
I'm trying to study this indicator. I've got the article from Stocks & Commodities magazine, and I see lots of examples in Tradestation code.babelproofreader wrote:I have coded the sinewave indicator into Excel and would be happy to share it if you give me your e-mail address so that I can send a copy of the workbook to you. All I would ask in return is that if you spot any mistakes or can suggest improvements, you let me know.
If you have this indicator in Excel, I would be delighted to get it and study. It seems I'm unable to do a PM, so this posting will take it's place.
Thanks
Stansz
Thanks for the reply: "The sinewave indicator, along with many others, is now available as an Excel add in from http://ta-lib.org/index.html. Once I heard about this myself I switched to using this add in on the the grounds that the coding in the add in was probably much better/faster that my coding attempts."
I've downloaded the ta-lib.org file, and it is VERY NICE. Thank you.
I've got a lot of playing to do with all the different functions available.
Does anyone who has used the sinewave indicator before have any guidance for me on pitfalls, helpful articles, or other tips to make my journey down this path easier and more rewarding ??
Thanks
I've downloaded the ta-lib.org file, and it is VERY NICE. Thank you.
I've got a lot of playing to do with all the different functions available.
Does anyone who has used the sinewave indicator before have any guidance for me on pitfalls, helpful articles, or other tips to make my journey down this path easier and more rewarding ??
Thanks