May 22, 2013, 06:16:40 PM
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 Author Topic: Tillson indicator  (Read 6937 times)
Andy J
Jr. Member

Posts: 6

 « on: August 19, 2008, 08:43:35 AM »

Dear Support Team,

I recently purchased the Tradecision software and would require your assistance on the following:

1. How can I importing tickers from my watchlist in esignal.
2. How can I download multiple time frame data i.e. intraday, daily and weekly data simultaneously for the same ticker in data manager from esignal?
3. What is the procedure to upload price data from a CSV file to the tradecision software as esignal does not have data on some of the exchanges I would like to back test. I am downloading the data
4. I would appreciate your help in programming the Tillson indicator. Below are the details and also attached is an excel sheet with how it is calculated. The final output is T3 which needs to be plotted on the chart.

The following are the inputs to the Tillson Indicator:
N, a, K,
C1, C2, C3, C4
E1, E2, E3, E4, E5, E6

Descriptions of the inputs are as follows:
‘N’ is the length of the look-back period. Keep it as 12
‘a’ is the volume factor. Keep it as 0.7
‘K’ is the constant resulting from the selection of the look-back period. ‘K’ is the resultant EMA-smoothing factor, derived from the formula 2/(N+1). Hence, if ‘N’ is 12, ‘K’ would be calculated as: 2/(12+1), which is equal to 0.153846

C1 = -(a*a*a)
C2 = 3*a*a+3*a*a*a
C3 = -6*a*a-3*a-3*a*a*a
C4 = 1+3*a+a*a*a+3*a*a

The variables should be arranged in the following manner to arrive at T3: Close, E1, E2, E3, E4, E5, E6, T3
For the start date, Close = E1 = E2 = E3 = E4 = E5 = E6
After the start date onwards, the following formulas apply:
E1 = K*Today’s close + (1-K)*Yesterday’s E1
E2 = K*Today’s E1 + (1-K)*Yesterday’s E2
E3 = K*Today’s E2 + (1-K)*Yesterday’s E3
E4 = K*Today’s E3 + (1-K)*Yesterday’s E4
E5 = K*Today’s E4 + (1-K)*Yesterday’s E5
E6 = K*Today’s E5 + (1-K)*Yesterday’s E6
T3 = C1*E6 + C2*E5 + C3*E4 + C4*E3

 « Last Edit: August 20, 2008, 02:34:05 AM by Andy J » Logged
Hero Member

Posts: 336

 « Reply #1 on: August 20, 2008, 02:36:34 AM »

Dear Andy,

1. Please, describe more in detail, what do you mean by eSignal Ticker List?
2. To load data for different Time Frames, it is necessary to create a new symbol for each Time Frame in Tradecision. In Data Manager, please, click on: “Symbol > Add New…” and in appeared window, select Perdiodicity = <Multiple>. Then assign the required Time Frames and initial data for Intraday and Daily time frames.
3. In order to load data from CSV file, choose “Text File (.csv)” as Data Source for the symbol you are creating.
4. We will code and send you the function and Tilson indicator in private within a few days.

Sincerely,

Dear Support Team,

I recently purchased the Tradecision software and would require your assistance on the following:

1. How can I importing tickers from my watchlist in esignal.
2. How can I download multiple time frame data i.e. intraday, daily and weekly data simultaneously for the same ticker in data manager from esignal?
3. What is the procedure to upload price data from a CSV file to the tradecision software as esignal does not have data on some of the exchanges I would like to back test. I am downloading the data
4. I would appreciate your help in programming the Tillson indicator. Below are the details and also attached is an excel sheet with how it is calculated. The final output is T3 which needs to be plotted on the chart.

The following are the inputs to the Tillson Indicator:
N, a, K,
C1, C2, C3, C4
E1, E2, E3, E4, E5, E6

Descriptions of the inputs are as follows:
‘N’ is the length of the look-back period. Keep it as 12
‘a’ is the volume factor. Keep it as 0.7
‘K’ is the constant resulting from the selection of the look-back period. ‘K’ is the resultant EMA-smoothing factor, derived from the formula 2/(N+1). Hence, if ‘N’ is 12, ‘K’ would be calculated as: 2/(12+1), which is equal to 0.153846

C1 = -(a*a*a)
C2 = 3*a*a+3*a*a*a
C3 = -6*a*a-3*a-3*a*a*a
C4 = 1+3*a+a*a*a+3*a*a

The variables should be arranged in the following manner to arrive at T3: Close, E1, E2, E3, E4, E5, E6, T3
For the start date, Close = E1 = E2 = E3 = E4 = E5 = E6
After the start date onwards, the following formulas apply:
E1 = K*Today’s close + (1-K)*Yesterday’s E1
E2 = K*Today’s E1 + (1-K)*Yesterday’s E2
E3 = K*Today’s E2 + (1-K)*Yesterday’s E3
E4 = K*Today’s E3 + (1-K)*Yesterday’s E4
E5 = K*Today’s E4 + (1-K)*Yesterday’s E5
E6 = K*Today’s E5 + (1-K)*Yesterday’s E6
T3 = C1*E6 + C2*E5 + C3*E4 + C4*E3

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Andy J
Jr. Member

Posts: 6

 « Reply #2 on: August 21, 2008, 05:33:47 AM »

Hello Support,

1. I have created a quotelist/ watchlist / ticker list of around 30 FX pairs on Esignal. How can I import this full list of symbols without having to input each individually in Data Manager?
2. Thank you very much, I have now understood how to upload multiple time frames of a single currency pair in one shot.
3. I have understood how to upload CSV files as well. Thank you very much.
4. Your help is much appreciated.
 « Last Edit: August 22, 2008, 01:38:44 AM by Andy J » Logged
Hero Member

Posts: 336

 « Reply #3 on: August 22, 2008, 01:41:11 AM »

Dear Andy,

To create multiple symbols with a single command, you can create a custom ticker list.
To do that, create a new text file with the .tic extension, and place it to the “Alyuda Tradecision\Data\DM\TickerList” folder.
First line of the file should contain the name of the ticker list (e.g. “My Forex Symbols”)
After that, write all the names of the symbols, starting each symbol name from a new line.
After all the symbol names have been entered, save and close the file, then use the “Symbol > Add from a Ticker List…” command from the DataManager.

Sincerely,

Hello Support,

1. I have created a quotelist/ watchlist / ticker list of around 30 FX pairs on Esignal. How can I import this full list of symbols without having to input each individually in Data Manager?
2. Thank you very much, I have now understood how to upload multiple time frames of a single currency pair in one shot.
3. I have understood how to upload CSV files as well. Thank you very much.
4. Your help is much appreciated.

 Logged
Andy J
Jr. Member

Posts: 6

 « Reply #4 on: August 22, 2008, 05:39:45 AM »

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Hero Member

Posts: 336

 « Reply #5 on: August 26, 2008, 08:57:38 AM »

Dear Andy,

It took some time to develop the below code:

{jtHMA - Hull Moving Average Function}
{Author: Atavachron}
{May 2005}

Inputs: price(NumericSeries), length(NumericSimple);
Vars: halvedLength(0), sqrRootLength(0);

{
Original equation is:
---------------------
waverage(2*waverage(close,period/2)-waverage(close,period), SquareRoot(Period)
Implementation below is more efficient with lengthy Weighted Moving Averages.
In addition, the length needs to be converted to an integer value after it is halved and
its square root is obtained in order for this to work with Weighted Moving Averaging
}

if ((ceiling(length / 2) - (length / 2))  <= 0.5) then
halvedLength = ceiling(length / 2)
else
halvedLength = floor(length / 2);

if ((ceiling(SquareRoot(length)) - SquareRoot(length))  <= 0.5) then
sqrRootLength = ceiling(SquareRoot(length))
else
sqrRootLength = floor(SquareRoot(length));

Value1 = 2 * WAverage(price, halvedLength);
Value2 = WAverage(price, length);
Value3 = WAverage((Value1 - Value2), sqrRootLength);

HullMA = Value3;

Sincerely,

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Andy J
Jr. Member

Posts: 6

 « Reply #6 on: August 27, 2008, 06:10:35 AM »

Thank you very much guys for your help on the indicator.
How can I add this to my list of indicators on Tradecision?
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Hero Member

Posts: 336

 « Reply #7 on: August 28, 2008, 05:45:44 AM »

Dear Andy,

Here is the way how you can find this information described in Tradecision Help file (F1):
Help > Indicator Builder > Import/Export > Importing Indicators

Please let us know if you have any questions.

Sincerely,

Thank you very much guys for your help on the indicator.
How can I add this to my list of indicators on Tradecision?
 Logged
Andy J
Jr. Member

Posts: 6

 « Reply #8 on: August 29, 2008, 02:14:11 AM »

Thank you very much guys for your help.
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