Hello Thomas,
somehow you shuffled the highs and lows ... I attached the corrected
version ...
On Mon, 2008-03-10 at 14:10 -0500, Weigert, Thomas wrote:
> I have made some updates to the DSS as rewritten by kw.
>
> 1. The computation of the "period low" and "period high" really refer to
> The lowest low and highest high, I believe. Therefore, this indicator
> should take 3 series as (default) arguments: {I:Prices HIGH}, {I:Prices
> LOW}, and {I:Prices CLOSE}.
>
> 2. The high, low, and close are all used in the computation of the
> stochastic.
>
> 3. The dependency should just be 1 day on the smoothing intermediate
> series, as the dependency mechanism takes care of the rest. This is
> important, as the EMA gives quite different results if a longer
> dependency is requested (in effect, it lengthens the smoothing period).
>
> 4. I added a check in the calculation of DSS to avoid divide by zero
> errors.
>
> 5. Added a check for constant input.
>
> Th.
>
>
> > -----Original Message-----
> > From: kw [mailto:gt
AT
netsrak.net]
> > Sent: Friday, February 29, 2008 10:00 AM
> > To: devel
AT
geniustrader.org
> > Subject: RE: [GT] DSS [fixed]
> >
> > Hello Thomas,
> > i reimplemented the DSS according to your advice, the pod and a
> textbook
> > I own.
> > Should be fine now ... see attechment.
> >
> >
> >
> >
> > On Thu, 2008-02-28 at 23:18 -0600, Weigert, Thomas wrote:
> > > kw,
> > >
> > > I looked at your DSSkw; I am not quite sure what you are trying to
> do
> > > here, but I don't think the indicator does what it says in the
> > > description.
> > >
> > > The pod says: "The DSSkw is calculated as follows:
> > >
> > > DSSkw (p1, p2, p3) = EMA( EMA( Close - Lowest(p1), p2), p3 ) /
> > > EMA( EMA( Highest(p1) - Lowest(p1), p2),
> p3 )
> > >
> > > But the code does
> > >
> > > EMA(EMA( 100 * ((Close - Lowest(p1))
> > > / (Highest(p1) - Lowest(p1))), p2), p3)
> > >
> > > Cheers, Th.
> > >
> > > > -----Original Message-----
> > > > From: kw [mailto:gt
AT
netsrak.net]
> > > > Sent: Sunday, February 24, 2008 9:24 AM
> > > > To: devel
AT
geniustrader.org
> > > > Subject: Re: [GT] DSS [fixed]
> > > >
> > > > Tired of checking and rechecking again I decided to rewrite the
> DSS.
> > > > After I had realized from comparing the formulae that the DSS is
> > > exactly
> > > > what its name implies ... a double smoothed stochstics, I double
> > > > smoothed the stochastics.
> > > >
> > > > please find the patch against the non-working svn-version
> attached.
> > > >
> > > > regards,
> > > >
> > > > Karsten
> > >
Attachment:
DSS.pm
Description: Perl program