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From: William Heinz To: editorial@xxxxxxxxxxxxx Date: Monday, September 07, 1998 7:00 PM Subject: Re: Reverse Engineering Request I forgot to mention he indiator I am interested in. Chapter 3 "The Variable Index Dynamic Index" (VIDYA) Thanks again, Bill -----Original Message----- From: William Heinz To: The Omega Man (TM) Date: Monday, September 07, 1998 6:21 PM Subject: Re: Reverse Engineering Request >Omega Man, The Book is "The New Technical Trader" by Tuschar S Chande >and Stanley Kroll >(John Wiley & Sons) @ $64.95. Be happy to copy the chapter and mail it to you. >There are some other interesting topics as well. > >Many thanks > >Bill > >PS You seem quite talented in your reverse engineering. This should be >very easy as the formulas, etc to calculate the indicator are described. Re: Reverse Engineering Request (VIDYA) . To: "William Heinz" . Subject: Re: Reverse Engineering Request (VIDYA) . From: "The Omega Man (TM)" . Date: Thu, 17 Sep 1998 05:41:22 -0400 . Cc: "Omega List" . Reply-To: "The Omega Man (TM)" . Resent-Date: Thu, 17 Sep 1998 02:41:41 -0700 . Resent-From: omega-list@xxxxxxxxxx . Resent-Message-ID: <"xdiZl1.0.3o6.KbD0s"@mx1> . Resent-Sender: omega-list-request@xxxxxxxxxx Bill Heinz requested some Easy Language code for Dr. Tuschar Chande's "VIDYA" indicator. The indicator is described in Chapter 3 of Dr. Chande's book "The New Technical Trader". Basically, VIDYA is an adaptive exponential moving average. The adaptation speed is determined by market momentum, as measured by "AbsCMO", the absolute value of the Chande Momentum Oscillator. First, create a user function called VIDYA, as follows: Type : Function, Name : VIDYA Input: Price(numericseries), CMOLen(numeric), VIDYALen(numeric), Speed(numeric); Var: Cnt(0),SumUp(0), SumDn(0), Diff(0),VIDYAPri(0),AbsCMO(0),Const(0); SumUp = 0; SumDn = 0; For Cnt = 0 to CMOLen-1 Begin Diff = Price[Cnt] - Price[Cnt+1]; If Diff > 0 then SumUp = SumUp + Diff else SumDn=SumDn-Diff; End; AbsCMO = Speed*AbsValue((SumUp-SumDn)/(SumUp+SumDn)); Const = 2/(VIDYALen+1); VIDYA = iff(Barnumber>VIDYALen,(Price*Const*AbsCMO) + ((1-AbsCMO*Const)*VIDYA[1]),Price); Now create the indicator, using the following code: Type : Indicator, Name : VIDYA Input: Price(TypicalPrice), CMOLen(9), VIDYALen(12), UBandPct(1), LBandPct(1),Speed(1); Var: PlotVal(0); PlotVal = VIDYA(Price,CMOLen,VIDYALen, Speed); If PlotVal > 0 then begin Plot1(PlotVal,"VIDYA"); Plot2((1 + UBandPct*.01)*PlotVal,"Upper Band"); Plot3((1 - LBandPct*.01)*PlotVal,"Lower Band"); End; Note: The "speed" input is a little addition I made. Something to experiment with. Try using values between 1 and 2. For the "pure" indicator, as described in Dr. Chande's book, set the speed set to 1. All the best, The Omega Man (TM) Omega - Love it or Leave it. Code:
 all formulas for TradeStationall formulas
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| However we try to maintain hiqhest possible level of service - most formulas, oscillators, indicators and systems are submitted by anonymous users. Therefore S4T™ does not take any responsibility for it's quality. If you use any of this information, use it at your own risk. You are responsible for your own trading decisions. Be sure to verify that any information you see on these pages is correct, and is applicable to your particular trade. In no case will S4T™ be responsible for your trading gains or losses. |
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