New posts

Reply to thread

Message

For those who subscribe to "Technical Analysis of Stocks & Commodities" magazine.

Disclaimer
I have a keen interest in reducing the lag of indicators.

WOW!
A Zero-Lag indicator, (honestly I don't believe you can Zero-Lag an indicator otherwise it's the mean)

Snippet from the magazine
“Reflex: A New Zero-Lag Indicator” in this issue, author John Ehlers introduces a new averaging indicator that he has designed with reducing lag in mind. According to the author, his new indicator can be used to generate signals in a more timely manner than other lagging calculations. In his article, Ehlers provides TradeStation EasyLanguage.

Trader Tips
Also Trader Tips supply a variety of codes for other software. With the supplied indicators code you can develop your own indicators and strategies. "But there is no Amibroker code listed". It needs to be coded.

REFLEX
I have just downloaded the February 2020 copy of "Technical Analysis of Stocks & Commodities" & there is an article by John Ehlers who introduces a new averaging indicator (the RELEX indicator) designed with reducing lag in mind.

Personal Interest
This has been a subject of interest for me for quite sometime & I've found reducing the lag of the EMA to be a profitable & useful in my trading (the concept to reduce lag is not new, the idea has been around for decades)

PANDA (previously discussion of the PANDA Strategy can be found here: https://www.aussiestockforums.com/posts/1051864/ )
I have a strategy devoted to trading signals from the reduced lag of the exponential moving average (EMA) - Moving Average indicators in all forms have two common characteristics - they lag and they smooth data. The PANDA Strategy uses the feature of reducing lag of an (EMA) allowing signals rapid adaptation to volatility in price movement. Some lag is needed & the amount of lag determines the timing of the signals this in turn changes the responsiveness that's best suited for trend-following systems - the very reason I believe it's impossible to achieve Zero Lag. The article is a new way (a different way) to reduce lag (IMHO) & I'm interested to see how it compares to PANDA.

AmiBroker
Sometimes they don't include the code for Amibroker but there is code for those who use the software listed below. As there is no code written in AmiBroker for his new "Reflex" Zero-Lag Indicator I thought it might be a worthwhile exercise to code it & check the performance against PANDA.

REFLEX Code
For those interested alternative code is kindly supplied for the software below but as I've mentioned there is no AmiBroker code available

Codes for the REFLEX indicator can be found here: http://traders.com/Documentation/FEEDbk_docs/2020/02/TradersTips.html

TRADESTATION: FEBRUARY 2020
eSIGNAL: FEBRUARY 2020
WEALTH-LAB: FEBRUARY 2020
NEUROSHELL TRADER: FEBRUARY 2020
NINJATRADER: FEBRUARY 2020
TRADERSSTUDIO: FEBRUARY 2020
MICROSOFT EXCEL: FEBRUARY 2020
THINKORSWIM: FEBRUARY 2020
QUANTACULA STUDIO: FEBRUARY 2020

Comparison
After I convert John Ehlers new averaging indicator (the RELEX indicator) to AmiBroker code I'll make a new strategy to take advantage of his ideas & directly compare it to the PANDA strategy. At this stage I'm uncertain how they will compare , for one I'll be interested. If there is anyone else interested in the comparison I'll post it up when its done. All you have to do is ask. Why? I only want to post on subjects members find interesting or educational.

Skate.

<blockquote data-quote="Skate" data-source="post: 1052769" data-attributes="member: 57364">For those who subscribe to &quot;Technical Analysis of Stocks &amp; Commodities&quot; magazine.DisclaimerI have a keen interest in reducing the lag of indicators.WOW! A Zero-Lag indicator, (honestly I don&#039;t believe you can Zero-Lag an indicator otherwise it&#039;s the mean)Snippet from the magazine“Reflex: A New Zero-Lag Indicator” in this issue, author John Ehlers introduces a new averaging indicator that he has designed with reducing lag in mind. According to the author, his new indicator can be used to generate signals in a more timely manner than other lagging calculations. In his article, Ehlers provides TradeStation EasyLanguage.Trader TipsAlso Trader Tips supply a variety of codes for other software. With the supplied indicators code you can develop your own indicators and strategies. &quot;But there is no Amibroker code listed&quot;. It needs to be coded.REFLEXI have just downloaded the February 2020 copy of &quot;Technical Analysis of Stocks &amp; Commodities&quot; &amp; there is an article by John Ehlers who introduces a new averaging indicator (the RELEX indicator) designed with reducing lag in mind.Personal InterestThis has been a subject of interest for me for quite sometime &amp; I&#039;ve found reducing the lag of the EMA to be a profitable &amp; useful in my trading (the concept to reduce lag is not new, the idea has been around for decades)PANDA (previously discussion of the PANDA Strategy can be found here: <a href="https://www.aussiestockforums.com/posts/1051864/" target="_blank">https://www.aussiestockforums.com/posts/1051864/</a> )I have a strategy devoted to trading signals from the reduced lag of the exponential moving average (EMA) - Moving Average indicators in all forms have two common characteristics - they lag and they smooth data. The PANDA Strategy uses the feature of reducing lag of an (EMA) allowing signals rapid adaptation to volatility in price movement. Some lag is needed &amp; the amount of lag determines the timing of the signals this in turn changes the responsiveness that&#039;s best suited for trend-following systems - the very reason I believe it&#039;s impossible to achieve Zero Lag. The article is a new way (a different way) to reduce lag (IMHO) &amp; I&#039;m interested to see how it compares to PANDA.AmiBrokerSometimes they don&#039;t include the code for Amibroker but there is code for those who use the software listed below. As there is no code written in AmiBroker for his new &quot;Reflex&quot; Zero-Lag Indicator I thought it might be a worthwhile exercise to code it &amp; check the performance against PANDA.REFLEX CodeFor those interested alternative code is kindly supplied for the software below but as I&#039;ve mentioned there is no AmiBroker code availableCodes for the REFLEX indicator can be found here: <a href="http://traders.com/Documentation/FEEDbk_docs/2020/02/TradersTips.html" target="_blank">http://traders.com/Documentation/FEEDbk_docs/2020/02/TradersTips.html</a>TRADESTATION: FEBRUARY 2020eSIGNAL: FEBRUARY 2020WEALTH-LAB: FEBRUARY 2020NEUROSHELL TRADER: FEBRUARY 2020NINJATRADER: FEBRUARY 2020TRADERSSTUDIO: FEBRUARY 2020MICROSOFT EXCEL: FEBRUARY 2020THINKORSWIM: FEBRUARY 2020QUANTACULA STUDIO: FEBRUARY 2020ComparisonAfter I convert John Ehlers new averaging indicator (the RELEX indicator) to AmiBroker code I&#039;ll make a new strategy to take advantage of his ideas &amp; directly compare it to the PANDA strategy. At this stage I&#039;m uncertain how they will compare , for one I&#039;ll be interested. If there is anyone else interested in the comparison I&#039;ll post it up when its done. All you have to do is ask. Why? I only want to post on subjects members find interesting or educational.Skate.</blockquote>

[QUOTE="Skate, post: 1052769, member: 57364"] For those who subscribe to "Technical Analysis of Stocks & Commodities" magazine. [B]Disclaimer[/B] I have a keen interest in reducing the lag of indicators. [B]WOW! [/B] A Zero-Lag indicator, (honestly I don't believe you can Zero-Lag an indicator otherwise it's the mean) [B]Snippet from the magazine[/B] “Reflex: A New Zero-Lag Indicator” in this issue, author John Ehlers introduces a new averaging indicator that he has designed with reducing lag in mind. According to the author, his new indicator can be used to generate signals in a more timely manner than other lagging calculations. In his article, Ehlers provides TradeStation EasyLanguage. [B]Trader Tips[/B] Also Trader Tips supply a variety of codes for other software. With the supplied indicators code you can develop your own indicators and strategies. "But there is no Amibroker code listed". It needs to be coded. [B]REFLEX[/B] I have just downloaded the February 2020 copy of "Technical Analysis of Stocks & Commodities" & there is an article by John Ehlers who introduces a new averaging indicator (the RELEX indicator) designed with reducing lag in mind. [B]Personal Interest[/B] This has been a subject of interest for me for quite sometime & I've found reducing the lag of the EMA to be a profitable & useful in my trading (the concept to reduce lag is not new, the idea has been around for decades) [B]PANDA [/B](previously discussion of the PANDA Strategy can be found here: [URL]https://www.aussiestockforums.com/posts/1051864/[/URL] ) I have a strategy devoted to trading signals from the reduced lag of the exponential moving average (EMA) - Moving Average indicators in all forms have two common characteristics - they lag and they smooth data. The PANDA Strategy uses the feature of reducing lag of an (EMA) allowing signals rapid adaptation to volatility in price movement. Some lag is needed & the amount of lag determines the timing of the signals this in turn changes the responsiveness that's best suited for trend-following systems - the very reason I believe it's impossible to achieve Zero Lag. The article is a new way (a different way) to reduce lag (IMHO) & I'm interested to see how it compares to PANDA. [B]AmiBroker[/B] Sometimes they don't include the code for Amibroker but there is code for those who use the software listed below. As there is no code written in AmiBroker for his new "Reflex" Zero-Lag Indicator I thought it might be a worthwhile exercise to code it & check the performance against PANDA. [B]REFLEX Code[/B] For those interested alternative code is kindly supplied for the software below but as I've mentioned there is no AmiBroker code available [B]Codes for the REFLEX indicator can be found here:[/B] [URL]http://traders.com/Documentation/FEEDbk_docs/2020/02/TradersTips.html[/URL] TRADESTATION: FEBRUARY 2020 eSIGNAL: FEBRUARY 2020 WEALTH-LAB: FEBRUARY 2020 NEUROSHELL TRADER: FEBRUARY 2020 NINJATRADER: FEBRUARY 2020 TRADERSSTUDIO: FEBRUARY 2020 MICROSOFT EXCEL: FEBRUARY 2020 THINKORSWIM: FEBRUARY 2020 QUANTACULA STUDIO: FEBRUARY 2020 [B]Comparison[/B] After I convert John Ehlers new averaging indicator (the RELEX indicator) to AmiBroker code I'll make a new strategy to take advantage of his ideas & directly compare it to the PANDA strategy. At this stage I'm uncertain how they will compare , for one I'll be interested. If there is anyone else interested in the comparison I'll post it up when its done. All you have to do is ask. Why? I only want to post on subjects members find interesting or educational. Skate. [/QUOTE]

Verification