Hareketli Ortalama Smoothing Techniques (ILRS, T3) by Tim Tillson

algoritma · 3 Kas 2020

The following formulas are from the 1998 January TASC article "Smoothing Techniques for more Accurate Signals", by Tim Tillson. Refer to his article for interpretation. "More sophisticated smoothing techniques can be used to determine market trend.
Better trend recognition can be lead to more accurate trading signals."

ILRS
Periods:=Input("Periods?",2,63,11);
Size:=LastValue(Cum(1));
Start:=LastValue(Ref(Mov(P,Periods,S),Periods-Size));
Cum(LinRegSlope(P,Periods))+Start;

T3
Periods:=Input("Periods?",1,63,5);
a:=Input("Hot?",0,2,.7);
e1:=Mov(P,Periods,E);
e2:=Mov(e1,Periods,E);
e3:=Mov(e2,Periods,E);
e4:=Mov(e3,Periods,E);
e5:=Mov(e4,Periods,E);
e6:=Mov(e5,Periods,E);
c1:=-a*a*a;
c2:=3*a*a+3*a*a*a;
c3:=-6*a*a-3*a-3*a*a*a;
c4:=1+3*a+a*a*a+3*a*a;
c1*e6+c2*e5+c3*e4+c4*e3;

Source / From:
http://www.equis.com

algoritma · 14 Şub 2021

Kod:

Pds:=Input("T3 Periods",1,63,5);
a:=Input("T3 Periods",0,2,0.618);
shift:=Input("T3 vertical shift %",-100,100,0)/100+1;
e1:=Mov(P,Pds,E);
e2:=Mov(e1,Pds,E);
e3:=Mov(e2,Pds,E);
e4:=Mov(e3,Pds,E);
e5:=Mov(e4,Pds,E);
e6:=Mov(e5,Pds,E);
c1:=-a*a*a;
c2:=3*a*a+3*a*a*a;
c3:=-6*a*a-3*a-3*a*a*a;
c4:=1+3*a+a*a*a+3*a*a;
result:=c1*e6+c2*e5+c3*e4+c4*e3;
result*shift

balık · 8 Ağu 2023

ılrs matriksde calışmıyor, yadımınızı ricaedebilirmiyim

algoritma · 9 Ağu 2023

yukarıdaki resme bakarak

Kod:

Periods:=11;
Size1:=LastValue(Cum(c));
Start1:=LastValue(Ref(Mov(c,Periods,S),Periods-Size1));
a12:=Cum(LinRegSlope(c,Periods))+Start1;
a12;c

balık · 9 Ağu 2023

ilginize ,emeginize tesekkur ederim

Teknik Analiz Dünyasına Hoşgeldiniz. Paylaşmak Güzeldir.

Hareketli Ortalama Smoothing Techniques (ILRS, T3) by Tim Tillson

algoritma

algoritma

balık

algoritma

balık

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