1. The TEMA10 and TEMA20 of CCI(30) may give interesting Sell signals according to the //TEMA10 and TEMA20 for the CCI(30) Sell signals H1=H;L1=L; n=Param("N",30,20,30,5); y=CCI(n); T10=TEMA(Y,10);T20=TEMA(Y,20); Plot(C,"Close",1,64); H=L=T20; S1=SAR(0.05,0.5); Sell=Cross(S1,T10)*(T20>100); PlotShapes(shapeDownTriangle*Sell,colorPink); The logic is rather simple, when T20 is above 100 we check the crosses of T10 with the SAR of T20. [see Fig. 1] 2. Since we used theT10= TEMA(10) and T20= TEMA(20), we may replace them by a Ti3 smoother. 2a. We should search first the proper factor "s" according to an enhanced variation of the http://groups.yahoo.com/group/amibroker/message/59863 technique. We ask a Ti3 "between" T10 and T20. The Ti3 distorsion and the day of the highest distorsion should be in the T10, T20 range. In an empty IB window paste first the // The range of the parameter S for various Ti3 periods t=Cum(1); L1=LastValue(t);D=100;DD=110; C0=IIf(t>L1-d,dd,d); Plot(C0,"\nCLOSE",1,styleThick);Plot(112,"",0,styleNoLine); PERIOD1=10;PERIOD2=20;//the TEMA periods S1=TEMA(C0,PERIOD1); Hb1=LastValue(ValueWhen(s1==Highest(s1),t)-ValueWhen(C0>Ref(C0,-1),t)); S2=TEMA(C0,PERIOD2); Hb2=LastValue(ValueWhen(s2==Highest(s2),t)-ValueWhen(C0>Ref(C0,-1),t)); Div1=100*(s1-C0)/LastValue(C0);MaxDiv1=LastValue(Highest(Div1)); Div2=100*(s2-C0)/LastValue(C0);MaxDiv2=LastValue(Highest(Div2)); Plot(S1,"",colorBlack,8);z1=WriteVal(period1,1.0);z2=WriteVal(period2,1.0); Plot(S2,"",colorBlack,8); PlotShapes(shapeUpArrow*(s1==LastValue(Highest(s1))),colorBlack); PlotShapes(shapeUpArrow*(s2==LastValue(Highest(s2))),colorBlack); Title="Max Div for TEMA("+z1+") ="+WriteVal(MaxDiv1,1.2) +"%"+", TEMA("+z2+")="+WriteVal(Maxdiv2,1.2)+"%"+"\nHb1="+WriteVal(Hb1,1.0)+", Hb2="+WriteVal(Hb2,1.0)+ "\nThe parameter S should be"; //the Ti3 function function T3(price,periods,s) { e1=EMA(price,periods); e2=EMA(e1,Periods); e3=EMA(e2,Periods); e4=EMA(e3,Periods); e5=EMA(e4,Periods); e6=EMA(e5,Periods); c1=-s*s*s; c2=3*s*s+3*s*s*s; c3=-6*s*s-3*s-3*s*s*s; c4=1+3*s+s*s*s+3*s*s; Ti3=c1*e6+c2*e5+c3*e4+c4*e3; return ti3; } //the S_range procedure procedure S_range(x,Color) { k=0;smin=0;step=0.01;Hb=0; for(s=0.5;s<1.5;s=s+step) { Ti3=T3(C0,X,s); Div3=100*(Ti3-C0)/LastValue(C0); MaxDiv3=LastValue(Highest(Div3)); Hb3=LastValue(ValueWhen(Ti3==Highest(Ti3),t)-ValueWhen(C0>Ref(C0,-1),t)); if(MaxDiv3>=MaxDiv1 AND MaxDiv3<=MaxDiv2 AND Hb3>=Hb1 AND Hb3<=Hb2) { Plot(Ti3,"\nT3",color,1); PlotShapes(shapeDownArrow*(Ti3==LastValue(Highest(Ti3))),color); k=k+1;Hb=Hb3; smin=smin+IIf(k==1,s,0); } } smax=smin+(k-1)*step; Title0="\nfor Ti3("+WriteVal(x,1.0)+") from "+WriteVal(smin,1.2) +" to "+WriteVal(smax,1.2)+", [Hb="+WriteVal(Hb,1.0)+"]"; Title=Title+WriteIf(smin>0,Title0,""); } //Application for(g=5;g<9;g++) { S_range(g,20+g); } and read the results: The maximum Distorsion for TEMA10 is 1.38% and occurs in Hb1=6 bars after the price gap up. The maximum Distorsion for TEMA20 is 1.61% and occurs in Hb1=12 bars after the price gap up. The parameter "s" should be for Ti3(5) from 0.83 to 0.87 with Hb=7 for Ti3(6) from 0.81 to 0.84 with Hb=9 for Ti3(7) from 0.79 to 0.82 with Hb=1 Other Ti3 periods or "s" values will give either higher distorsion or delayed response [see Fig. 2] 2b. The next step is to replace T10, T20 with the proper Ti3. //the Ti3 vs TEMA for the CCI() sell signals H1=H;L1=L; n=Param("N",30,20,30,5); y=CCI(n); T10=TEMA(Y,10);T20=TEMA(Y,20); Plot(C,"Close",1,64); H=L=T20; S1=SAR(0.05,0.5); Sell=Cross(S1,T10)*(T20>100); PlotShapes(shapeDownTriangle*Sell,colorPink); H=H1;L=L1; //the Ti3 function function T3(price,periods,s) { e1=EMA(price,periods); e2=EMA(e1,Periods); e3=EMA(e2,Periods); e4=EMA(e3,Periods); e5=EMA(e4,Periods); e6=EMA(e5,Periods); c1=-s*s*s; c2=3*s*s+3*s*s*s; c3=-6*s*s-3*s-3*s*s*s; c4=1+3*s+s*s*s+3*s*s; Ti3=c1*e6+c2*e5+c3*e4+c4*e3; return ti3; } n=Param("N",30,20,30,5); y=CCI(n); p1=Param("p1",5,5,7,1); p2=Param("p2",79,79,87,1)/100; T=T3(y,p1,p2); H=L=T; S1=SAR(0.05,0.5); Sell=Cross(S1,T)*(T>100); PlotShapes(shapeDownArrow*Sell,colorRed); GraphXSpace=10; The above described Ti3 will give a Sell signal fine tuning. The Ti3 red arrows are anticipating or confirming the basic TEMA Sell signals [pink triangles] and will improve the Selling opportunities. [see Fig. 3] The actual CCI(), T10, T20 and Ti3 are in Fig. 4. See how Ti3 is placed "between" T10 and T20. Dimitris Tsokakis References 1. http://www.traders.com/Documentation/FEEDbk_docs/Archive/0198/Abstracts_new/TILLSON/Tillson9801.html 2. http://www.traders.com/Documentation/FEEDbk_docs/Archive/0298/TradersTips/Tips9802.htm 3. http://finance.groups.yahoo.com/group/amibroker-ts/files/ [Tillson T3 Better MAs and Oscillators.doc] 4. http://www.amibroker.com/library/detail.php?id=342 5. http://www.amibroker.com/library/detail.php?id=116 6. http://finance.groups.yahoo.com/group/amibroker/message/59863 7. http://finance.groups.yahoo.com/group/amibroker/message/59881
We may also know the tomorrows Close necessary to touch ANY Ti3 smoothing line. The RevEng formula is available now at http://finance.groups.yahoo.com/group/amibroker-ts/files/A Ti3 application/ The main use is to know in advance the next bar stops.
Two more codes are added at http://finance.groups.yahoo.com/group/amibroker-ts/files/A Ti3 application/ 1. Ct.txt The code gives the necessary tomorrows Close for a Ti3(pa), Ti3(pb) cross. 2. Cross(Ti3a,Ti3b) predictions.txt The code gives a safe prediction for Cross(Ti3a,Ti3b), no false signals in 8000 Ti3 crosses over the whole N100 since Jan2000