Ocean Theory indis from TSD elite

[Guest nicebuns]

Yes, I had missed that part. Thanks.

[Guest nicebuns]

The link to DVD3 no longer works.

http://uloz.to/xpm1rYT/ocean-theory-dvd3-avi

[udc]

The link to DVD3 no longer works.

http://uloz.to/xpm1rYT/ocean-theory-dvd3-avi

 

Works for me.

[Guest nicebuns]

I tried several times yesterday and again today. I get the "file not found" error (that I have to translate, btw.)

[udc]

You are right. Before I checked just the link and on the uloz.to web as well as in JDownloader it seemed the file exists, it says it doesn't exist not until you actually try to download it. What is your preferred file hosting site then?

[udc]

Well, here are the files uploaded to some 20 mirrors, hope you will find your favorite filehost there and the links will last for some time.

 

Introduction ebook:

http://directmirror.com/files/1BQBULOZ

http://mir.cr/1FLIECZS

http://www.multiupload.nl/42MG3EY4Q4

 

Whole package except the videos:

http://directmirror.com/files/04K5S9GP

http://mir.cr/YOI1I1N8

http://www.multiupload.nl/064AF3KISR

 

Ocean Theory DVD1:

http://directmirror.com/files/0DQQPJOP

http://mir.cr/EOLXJHI3

http://www.multiupload.nl/321UZNXR1V

 

Ocean Theory DVD2:

http://directmirror.com/files/01XVRFMD

http://mir.cr/0MHQU4RV

http://www.multiupload.nl/F5OXIVZ3YL

 

Ocean Theory DVD3:

http://directmirror.com/files/8IRKEBFV

http://mir.cr/05QOP0ND

http://www.multiupload.nl/A9LYPTLJT0

 

Ocean Theory DVD4:

http://directmirror.com/files/04ALHVZY

http://mir.cr/N9IXGHLG

http://www.multiupload.nl/4JHJB1O2A0

 

Ocean Theory DVD5:

http://directmirror.com/files/JYGPSAZB

http://mir.cr/SVEJEZGF

http://www.multiupload.nl/IA5XT6BDVG

 

Ocean Theory DVD6:

http://directmirror.com/files/AKLWMKIN

http://mir.cr/1DVKJ2RB

http://www.multiupload.nl/9MEU0YL4P7

 

Ocean Theory DVD7:

http://directmirror.com/files/FXSO6LQA

http://mir.cr/0VG1G1JA

http://www.multiupload.nl/NPO0QBGLGC

 

Ocean Theory DVD8:

http://directmirror.com/files/ISBDNGPK

http://mir.cr/2BMWLOKC

http://www.multiupload.nl/OI4WCTIZJX

 

Ocean Theory DVD9:

http://directmirror.com/files/0F9FXBFY

http://mir.cr/OX5YBNLX

http://www.multiupload.nl/LQE2PYO90F

 

Ocean Theory Bonus DVD:

http://directmirror.com/files/KJCZQMNG

http://mir.cr/1FVNAMVE

http://www.multiupload.nl/3D53IVSBE1

[iactnow]

Thanks for the Ocean Theory share - where is the thank you button

[wildeazoscar]

Does anyone have a copy of the "Ocean Pro" indicators in Tradestation?

 

It seems to be the NIRVANA (as per the you tube videos----- some 10 out there)

[4xxxx]

Thanks UDC for massive effort

[wildeazoscar]

Thanks Sixer for your kind PM.

 

But I was not referring to the OCEANPLUS Indicators (i.e. the BTX and the STX). It was the OCEAN PRO Indicators (STX3 and Shadow Line, Component4 Line and STX7) as illustrated by Patt in the Youtube Videos called "Ocean Software Studies" ( 12 of them , all uploaded by OCEAN BLUE)

 

UDC did a fabulous job here. Just for poor guys like me who are hooked to AMIBROKER, can the Basic Logic of Indicators statring from NMA( Regular) be posted in plain English. I found the book as well as lectures to be ok with programming Ocen Indices, NMM and NMR. After that the book is very sketchy on NMA, and the video does not have a clue on how the NMA is built.

[wildeazoscar]

WOW---- TRY THIS

 

PLOT STX (With varying SMLEN say 1,5,25,125 or 1,3,9,27 ) and use the NMC zero hit after a complete crossover.

Multiple timeframe adds more fun----

[udc]

UDC did a fabulous job here. Just for poor guys like me who are hooked to AMIBROKER, can the Basic Logic of Indicators statring from NMA( Regular) be posted in plain English. I found the book as well as lectures to be ok with programming Ocen Indices, NMM and NMR. After that the book is very sketchy on NMA, and the video does not have a clue on how the NMA is built.

 

Thank you for your kind words. As for the NMA explanation, you are right it's a bit harder to grasp. Pat is trying to explain it in the video, I believe it's in the beginning of the first one but it's not explained in full, or if I remember correctly he just explains there the principle of natural market mirror (which is in fact the core of natural MA).

 

So NMA in plain english:

 

We start at the 41st bar from the left and let's call this bar "the current bar". So we skip first 40 most oldest bars because we will use them for calculation of "the current bar".

We will use relative numbering and we will number the bars in descending order, so the bar we are calculating NMA for will always have a relative number 0 and the bars used for that calculation will have relative numbers 1 (a previous from "the current") up to 40 (40 bars to the past from "the current").

 

Let's take a variable called sum, set it initially to 0 and add the natural logarithm of CLOSE of the previous bar subtracted from log of the current CLOSE. So we get:

sum = log(close[0]) - log(close[1])

 

Now we go on and add a difference of logs of bars 1 and 2 multiplied by (the square root of 2, decreased by 1). So we get:

sum = sum + ( log(close[1]) - log(close[2]) ) * ( sqrt(2) - 1 )

 

From here we keep going similarly with the subsequent (previous) bars always multiplying by the differences of square roots of their relative bar numbers, like this:

sum = sum + ( log(close[2]) - log(close[3]) ) * ( sqrt(3) - sqrt(2) )
sum = sum + ( log(close[3]) - log(close[4]) ) * ( sqrt(4) - sqrt(3) )
...
sum = sum + ( log(close[39]) - log(close[40]) ) * ( sqrt(40) - sqrt(39) )

 

Now we take another variable, let's call it abssum, and set it to the absolute value of variable sum.

 

Now we can reset sum back to 0 and reuse it for yet another summing, this time we will sum up the absolute values of the log differences, like this:

sum = sum + abs( log(close[0]) - log(close[1]) )
sum = sum + abs( log(close[1]) - log(close[2]) )
...
sum = sum + abs( log(close[39]) - log(close[40]) )

 

Now we take the third variable, let's call it ratio, set it to 0 and if sum is not 0 then let's divide abssum by sum and the result store into ratio, like this:

ratio = abssum / sum

 

Now the NMA value for the current bar, i.e. NMA[0], will be NMA of the previous bar plus (the previous NMA subtracted from the current close, and the result multiplied by ratio), like this:

NMA[0] = NMA[1] + ( close[0] - NMA[1] ) * ratio

 

That's all the magic.

 

Now there is a little catch because for the current NMA calculation we always use the previous NMA value but at the very beginning when we calculate NMA the first time we don't have any previous NMA. I.e. we start calculating NMA at the 41st bar from the very left but we are supposed to use NMA of the 40th bar to calculate it. We don't have and can't have NMA of the 40th bar so if you kept it like that your NMA of the 40th bar would most probably be 0 and as a result of that it would take some time on the chart before the indicator would calibrate itself.

 

So in my implementation I fixed it in a way that NMA of the 40th bar from the very left is equal to the close of that bar, in other words - the very first time I am supposed to use previous NMA value (which in fact was never calculated) I simply use the price instead.

[wildeazoscar]

UDC-----

 

You indeed are "The good samaritan"

 

I can fix up the NMA(fast) logic myself

 

Would you be kind enough to explain the NMC ( am again at a loss at how it is programmed) and the three bounded Tools (i.e. NDX, NST and NXC)

 

I do not think you found the logic behind either STX or the BTX ( I would try to find the logic that makes the ADX non-arbitrary after i grasp the codes)

 

Do check the BTX and STX uses in Ocean Pro Charts ( manyblessings has them for Copper ----- it is a natural extension of Schabbe's work on ADX)

 

Lastly, do u have any inkling about the way they set up the STX3 and shadow line, the STX7 and the Component4 ? ( it is the Oceanmasters tool)------ once the STX is decoded, i think we can make a go for that

 

Thanks again for your selfless help

[udc]

Would you be kind enough to explain the NMC ( am again at a loss at how it is programmed) and the three bounded Tools (i.e. NDX, NST and NXC)

 

I do not think you found the logic behind either STX or the BTX ( I would try to find the logic that makes the ADX non-arbitrary after i grasp the codes)

 

Do check the BTX and STX uses in Ocean Pro Charts ( manyblessings has them for Copper ----- it is a natural extension of Schabbe's work on ADX)

 

Lastly, do u have any inkling about the way they set up the STX3 and shadow line, the STX7 and the Component4 ? ( it is the Oceanmasters tool)------ once the STX is decoded, i think we can make a go for that

 

Thanks again for your selfless help

 

Well, NMC is a combination of NMM and NMR. Those two you probably understood from the videos.

 

NMM:

sum = sum + ( log(close[0]) - log(close[1] ) / sqrt(1)
sum = sum + ( log(close[0]) - log(close[2] ) / sqrt(2)
...
sum = sum + ( log(close[0]) - log(close[40] ) / sqrt(40)

NMM[0] = ( sum / 40 ) * 1000

 

NMR:

sum = sum + ( log(close[0]) - log(close[1] ) * ( sqrt(1) - sqrt(0) )
sum = sum + ( log(close[1]) - log(close[2] ) * ( sqrt(2) - sqrt(1) )
...
sum = sum + ( log(close[39]) - log(close[40] ) * ( sqrt(40) - sqrt(39) )

NMR[0] = sum  * 1000

 

Then to calculate NMC you just multiply NMM and NMR with each other, you do it twice and each time one of those two is taken as an absolute value, then you average the two results of multiplying, then you remember if that result was positive or negative, do a square root of absolute value of that result and lastly set it negative or positive according to what you remembered. In code it looks like this:

avg = ( abs(NMM) * NMR + NMM * abs(NMR) ) / 2
if (avg > 0) sign = 1
if (avg < 0) sign = -1
NMC[0] = sign * sqrt( abs(avg) )

 

 

If you understand pseudocode in this and my previous post then you will understand the Metatrader source codes I published here. It's basically just an ordinary C language. Check it out for the logic of NDX/NST/NXC because I don't really want to explain those.

 

 

As for STX/BTX there is no need to find any logic behind and actually it's not really possible because all the calculation is done in the external DLL so all what the TradeStation code does is just sending various numbers to the DLL, get some numbers back, then send them again to the DLL and so on and so forth and after many iterations you get the BTX or STX value. If you can call external DLL from your trading platform then you can rewrite it without any real problem. I did that for BTX and BTX_2line, it's working fine on Metatrader. The only problem is that the code (and thus rewriting of such code) is very annoying. It's even annoying to just look at it. Maybe it's just me but dealing with this kind of obfuscated code really bothers me that much that it takes all my enthusiasm away. Just look yourself what BTX_2line main loop in TradeStation looks like:

      FOR Variable1 = 1 TO 40 
     BEGIN
        Variable9[Variable1] = LTCalcVal (Price[Variable1], Price[Variable1-1], 0.5, CLOSE, "mmGBBJhfgg") ;
        IF (Variable9[Variable1-1]-Variable9[Variable1]) > 0 THEN Variable10[Variable1] = LTCalcVal (Variable9[Variable1-1], Variable9[Variable1], CLOSE, 0.5, "qUGecBBMD") ELSE Variable10[Variable1] = 0 ;
        IF (Variable9[Variable1-1]-Variable9[Variable1]) < 0 THEN Variable11[Variable1] = LTCalcVal (Variable9[Variable1-1], Variable9[Variable1], CLOSE, 0.5, "hrmGMBBceDf") ELSE Variable11[Variable1] = 0 ;
        Variable12[Variable1] = LTCalcVal (Variable12[Variable1-1], Variable10[Variable1], 0.5, CLOSE, "F9mGMcehfft") ;
        Variable13[Variable1] = LTCalcVal (Variable13[Variable1-1], Variable11[Variable1], 0.5, CLOSE, "F9mGMcehfft") ;
        IF (Variable9[0]-Variable9[Variable1]) > 0 THEN Variable14[Variable1] = IFF (Variable12[Variable1] = 0, 0, LTCalcVal (Variable9[0], Variable9[Variable1], Variable12[Variable1], Variable10[Variable1], "CqdGMDBBXUfA")) ELSE Variable14[Variable1] = 0 ;
        IF (Variable9[0]-Variable9[Variable1]) < 0 THEN Variable15[Variable1] = IFF (Variable13[Variable1] = 0, 0, LTCalcVal (Variable9[0], Variable9[Variable1], Variable13[Variable1], Variable11[Variable1], "FmGMBBDXUfa")) ELSE Variable15[Variable1] = 0 ;
        Variable16[Variable1] = 1/LTCalcVal (0.5, Variable1, Variable14[Variable1], Variable15[Variable1], "UhWGceMBBJn") ;
        Variable17[Variable1] = LTCalcVal (Variable14[Variable1], Variable16[Variable1], Variable14[Variable1-1], Variable12[Variable1], "BBWGMecqfrr") ;
        Variable18[Variable1] = LTCalcVal (Variable15[Variable1], Variable16[Variable1], Variable15[Variable1-1], Variable13[Variable1], "ceGWWMBBqffr") ;
        Variable2 = LTCalcVal (Variable2, Variable17[Variable1], Variable17[Variable1-1], Variable2[1], "ceGMhftTds") ;
        Variable3 = LTCalcVal (Variable3, Variable18[Variable1], Variable18[Variable1-1], Variable3[1], "ceGMhftTds") ;
        Variable4 = LTCalcVal (Variable4, Variable16[Variable1], Variable2, Variable4[1], "jTGceMBBhffv") ;
        Variable5 = LTCalcVal (Variable5, Variable16[Variable1], Variable3, Variable5[1], "jTGceMBBhffv") ;
     END ;
     
     Variable7 = LTCalcVal (Variable2, Variable4, 100, 0.5, "mGBBMUceXq") ;
     Variable8 = LTCalcVal (Variable3, Variable5, 100, 0.5, "mGMUXecqfUr") ;
     oBTX.P = $Tema2UF (Variable7, SmLen) ;
     oBTX.N = $Tema2UF (Variable8, SmLen) ;

 

Basically all what it is doing is just calling the LTCalcVal function which is inside the DLL. I had to rewrite the above into the following Metatrader code:

      for(ii = 1; ii <= BTX_period; ii++)
       {
       arr9x[ii] = LTCalcValx(dll, Close[i+ii], Close[i+ii-1], 0.5, Close[i], "mmGBBJhfgg");
       if((arr9x[ii-1]-arr9x[ii]) > 0) arr10x[ii] = LTCalcValx(dll, arr9x[ii-1], arr9x[ii], Close[i], 0.5, "qUGecBBMD");
       else                            arr10x[ii] = 0;
       if((arr9x[ii-1]-arr9x[ii]) < 0) arr11x[ii] = LTCalcValx(dll, arr9x[ii-1], arr9x[ii], Close[i], 0.5, "hrmGMBBceDf");
       else                            arr11x[ii] = 0;
       arr12x[ii] = LTCalcValx(dll, arr12x[ii-1], arr10x[ii], 0.5, Close[i], "F9mGMcehfft");
       arr13x[ii] = LTCalcValx(dll, arr13x[ii-1], arr11x[ii], 0.5, Close[i], "F9mGMcehfft");
       if((arr9x[0]-arr9x[ii]) > 0) { if(arr12x[ii] == 0) arr14x[ii] = 0; else arr14x[ii] = LTCalcValx(dll, arr9x[0], arr9x[ii], arr12x[ii], arr10x[ii], "CqdGMDBBXUfA"); }
       else                         arr14x[ii] = 0;
       if((arr9x[0]-arr9x[ii]) < 0) { if(arr13x[ii] == 0) arr15x[ii] = 0; else arr15x[ii] = LTCalcValx(dll, arr9x[0], arr9x[ii], arr13x[ii], arr11x[ii], "FmGMBBDXUfa"); }
       else                         arr15x[ii] = 0;
       arr16x[ii] = 1 / LTCalcValx(dll, 0.5, ii, arr14x[ii], arr15x[ii], "UhWGceMBBJn");
       arr17x[ii] = LTCalcValx(dll, arr14x[ii], arr16x[ii], arr14x[ii-1], arr12x[ii], "BBWGMecqfrr");
       arr18x[ii] = LTCalcValx(dll, arr15x[ii], arr16x[ii], arr15x[ii-1], arr13x[ii], "ceGWWMBBqffr");
       var2x = LTCalcValx(dll, var2x, arr17x[ii], arr17x[ii-1], var2x, "ceGMhftTds");
       var3x = LTCalcValx(dll, var3x, arr18x[ii], arr18x[ii-1], var3x, "ceGMhftTds");
       var4x = LTCalcValx(dll, var4x, arr16x[ii], var2x, var4x, "jTGceMBBhffv");
       var5x = LTCalcValx(dll, var5x, arr16x[ii], var3x, var5x, "jTGceMBBhffv");
       }
     RawBTXp[i] = LTCalcValx(dll, var2x, var4x, 100, 0.5, "mGBBMUceXq");
     RawBTXn[i] = LTCalcValx(dll, var3x, var5x, 100, 0.5, "mGMUXecqfUr");

 

Now because Metatrader is s.t.u.p.i.d I couldn't call LTCalcVal function directly, instead I had to write my own DLL with LTCalcValx function which is callable from within Metatrader and which in turn calls the original LTCalcVal function from the Ocean DLL. And on top of that this Ocean DLL doesn't work in Windows 7 64bit, you need Windows XP.

 

Now code for STX is about twice as much longer and uglier as BTX is :-/ But I still think I will rewrite it onto Metatrader some day, just I wish someone else would do that instead as it's really just annoying.

 

 

Stuff from Ocean master software haven't leaked yet, or at least none I have heard of, so can't really say anything to it. I suppose it will be again implemented via some external DLL thus it may be well again possible to rewrite it to other trading platforms, although I guess the complexity and the ugliness of the code will be even higher.

[Guest nicebuns]

It's probably a silly question - but have you looked into decompiling the dll?

[udc]

Be my guest.

[Guest nicebuns]

When you say the dll doesn't work on Windows7-64bit, do you mean that manyblessings doesn't have it available for that platform? Or that the original archive just didn't have it for that platform.

[wildeazoscar]

UDC-----

 

Thanks for all the explanation.

 

I would certainly get a primer on C and try check out the logic behind NDX/NST and NXC.

 

Now comes the tough part.

 

NMC and NMC2 is supposed to trace back the countertrend to the end (ZH or first Cross Kiss) non-arbtrarily----- primarily------ What keeps me ticking is why should it do that ( i mean from the way it is programmed)---- especially since we know the counter-trend reactions are not designated to end on basis of the trend strength or the time count----- but instead depends on the volume that is supposed to be expedited till the traders in the main trend are in locked in profit------

 

However, I find that NMC and NMC2 zero hits in higher time frames can be traded perfectly in lower frames and as such are excellent measures ( dunno how sloman even came up with the thought----- I mean what is the counterpart of the Physics Law)

 

I identified the Logic behind STX calculation----- it is simply an extension of Cynthia Kase Stops and as such is not very original

 

But again, I am at loss at how the BTX is programmed ( I mean how does he measure the Trend Non-Arbitrarily)----- can you please ponder a bit and find out exactly what the BTX1 and BTX2 calculation is doing?

 

ANOTHER INTERESTING FORMATION------

 

As many would remember----- Patt in one of the last few videos said he did not want "The Kiss of Death" and of Life( i coined the later) to remain on the tape------ Moreover, he insisted that Top and Bottoms should not be traded------

 

However, in a higher time frame down trend mode, The Kiss of Death can be blindly traded without any ZH or Cross Kiss------ Extra cautious guys may simply add a MIDAS Support breakdown or Burning out of the LEVIN TOPFINDER ( I have both programmed by me, but alas, for AMIBROKER)---- That way one can incorporate the two best available tools in a single arsenal----- am also thinking of combining the Pristine Setups (Of Greg Capra) in one timeframe, Ocean in one and MIDAS in the other------ any ideas?

[udc]

Wildeazoscar, you seem like a smart guy, maybe we will get somewhere. Your previous fiddling with STX and now further with other Ocean tools looks interesting. I can't unfortunately answer your trading-related questions as I don't consider myself to be an authority in that area. So you are saying STX is not very interesting after all?

 

If you are willing to share and show me your source codes (no matter what programming language or platform) I can port them onto Metatrader, that would expand your think-tank by thousands as Metatrader has very huge user base as far as retail trading goes.

[wildeazoscar]

UDC

 

I am ready to transfer my platform to metatrader but for a problem.

 

 

I arrange my own data directly downloaded from exchange ( the split adjustments done manually) and store them as CSV files in a folder. Is there any way to incorporate an offline database in Metatrader from a folder containing CSV files? I searched a lot but did not find the answer to that.

 

I would start by posting my codes of MIDAS over in AMIBROKER, and once translated, I think decoding mt4 would be easier for me.

 

STX is terribly interesting as it is incorporated in Ocean. What I hinted was the basic logic was developed by Cynthia Kase in her path breaking work in form of development stops----- that was the first dynamic approach that was initiated in Hurst's studies-----

[wildeazoscar]

Dr. ELDER meets SLOMAN

 

Let me point out the beauty of combining strategies------

 

This one is giving almost 80% reliable signals and profit-loss ratio of 5:1

 

First of all identify a trending market in longer time frame (Let us say, daily)

 

MY DEFINITION

1. MARKET TRENDING in Daily frame------ i.e. BTX1> its MA (in DAILY CHARTS)

2. Trend Direction ------ if UP, the TXPOS in BTX2 must be above its own MA and TXNEG in BTX2 must be below its own MA ( in DAILY FRAME)----- to make signals even more reliable, add a filter so that the Lower Band of TXPOS is greater than lower band of TXNEG in daily frame ( The beauty of BTX is such scenarios are in abundance, unlike its arbitrary ADX counterpart)

 

ENTRY SETUP IN LOWER FRAME(i.e. HOURLY)----only long discussed

1. Let prices test out the extreme of the lower band of the NMA (Reg) in hourly frame

2. Let price violate the STX Stop in daily frame

3. However, let price either remain over the NMA(REG) of the Daily Frame or let the NMA(REG) and NMA (fast) be bullishly alligned in daily frame

4. Let the Kiss of Life appear in hourly frame

5. Trade the bottom test (where the SL is also placed) without waiting for a cross kiss

3. Use the third up move in a fifteen minute time frame to take profits if you are not stopped out

[wildeazoscar]

MIDAS S/R for intraday charts (for UDC)

//

SetBarsRequired(sbrAll);

 

sd = ParamDate("Input Date","2009-11-06",0);

st=ParamTime("input time","9:30",0);

dn = DateNum();

tn=TimeNum();

 

start = dn == sd AND tn==st;

 

mp = ParamField("Price field",-1);

 

PV = mp * V;

CV = ***( V );

VSS = CV - ValueWhen( start, CV );

 

denom = IIf( VSS == 0, 1, VSS );

num = ***( PV ) - ValueWhen( start, ***( PV ) );

 

M = IIf( BarsSince( start ), num/denom, mp );

 

 

 

 

Plot( m, "Midas", ParamColor( "Color", colorCycle ), ParamStyle("Style") );

//

 

(Code in AMIBROKER by me)

 

There are specific launch points of MIDAS, however----- do not try them arbitrarily, though they may seem magical in catching tops and bottoms

[wildeazoscar]

MIDAS TOP/BOTTOM FINDER (For UDC)

 

//

 

SetBarsRequired(sbrAll);

 

sd = ParamDate("Input Date","2012-02-14",0);

st=ParamTime("input time","1:44",0);

dn = DateNum();

tn=TimeNum();

 

start = dn == sd AND tn==st;

 

 

 

mp = ParamField("Price field",-1);

 

PV1= ***(mp * V);

CV1= ***( V );

 

D=Param("D",6120000000,50000,9000000000000);

 

PV=PV1-ValueWhen(sd==dn AND tn==st,PV1,1);

CV=CV1-ValueWhen(sd==dn AND tn==st,CV1,1);

 

E=CV*(1-CV/D);

 

ET=CV-E;

 

 

startloop=EndValue(ValueWhen(sd==dn AND tn==st,BarIndex(),1));

endloop=EndValue(IIf(CV>D,ValueWhen(CV<D,BarIndex(),1),BarCount));

 

barint=0;

 

TBF=mp;

 

for (j=startloop+1;j<endloop;j++)

{

k=0;

i=startloop+1;

while (ET[j]>0 AND k==0)

{

 

if (CV>ET[j])

{

k=1;

 

}

i=i+1;

}

 

if (k==1)

{

barint[j]=i-1;

}

 

Volint[j]=CV[barint[j]]-ET[j];

Mpint[j]=Low[barint[j]]*Volint[j];

 

CVint[j]=CV[j]-CV[barint[j]]+Volint[j];

PVint[j]=PV[j]-PV[barint[j]]+Mpint[j];

TBF[0]=Low[0];

TBF[j]=PVint[j]/CVInt[j];

 

 

 

 

}

 

TBF1=IIf(BarsSince(start),TBF,Null);

 

PCT=100*CV/D;

 

 

 

tbf2=IIf(BarIndex()<endloop,TBF1,Null);

 

 

 

 

 

 

 

 

 

Plot(TBF2,"PCT="+WriteVal(PCT,1.0)+"TBF",ParamColor( "Color", colorCycle ), ParamStyle("Style") );

 

 

//

 

(Coded in AMIBROKER by me)

 

WORD OF CAUTION----- this is a very sophisticated tool pinpointing the end of a trending move and usually used either to book profits or to add positions------ do not use it without going through LEVINE's basic lessons on MIDAS ( freely available on web) and/or David Hawkins and Andrew Coles work

[wildeazoscar]

COMING BACK TO OCEAN

 

A very interesting observation

 

COMBINE the BTX1 and BTX2 reading as follows in longer timeframe

 

1. (i)BTX1 above its MA, and (ii) BTX1 rising , BTX2 TXPOS lower BAND>BTX2 TXNEG upper Band and (iii) BTX2 TXPOS>its MA and BTX2 TXNEG<its MA----- strong trend

Initiate a trade in the lower frame ( as per Patts entry technique, not at a ZH but at the NMA(Fast) of daily frame and scalp till the previous high

 

2.At least one but not all three conditions of 1 is fulfilled------ trend would resume

Initiate a trade in the lower frame at a Kiss of Life (Kiss of death while shorting) at a zone above NMA(fast) or even NMA(Reg) of daily frames, provided they are aligned in favour of your trade

[wildeazoscar]

UDC-----

 

It would really be great if you can help me program out atleast one or two indicators in AMIBROKER from where i may pick up, if loading offline database in MT is impossible