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> 3) I don't get what the denominator is for.
The +.000001 bit is there to avoid division by zero errors.
I think a simple moving average of the output will work best, even if
it includes boxed-in limit values. Anything else requires a
variable-periods sum() function.
Try this:
==========
Box filter
==========
---8<----------------------
{ Box filter v2.1 }
{ Filters out three-highest/lowest values }
{ ©Copyright 2004 Jose Silva }
{ http://users.bigpond.com/prominex/pegasus.htm }
{ Insert price or indicator formula
to be box-filtered below}
x:=Mo(5);
pds:=Input("HHV/LLV lookback periods",
2,2520,21);
Hi1:=HHV(x,pds);
Hi2:=HHV(ValueWhen(1,x<Hi1,x),pds);
Hi3:=HHV(ValueWhen(1,x<Hi2,x),pds);
HiMin:=Min(Hi1,Min(Hi2,Hi3));
Lo1:=LLV(x,pds);
Lo2:=LLV(ValueWhen(1,x>Lo1,x),pds);
Lo3:=LLV(ValueWhen(1,x>Lo2,x),pds);
LoMin:=Max(Lo1,Max(Lo2,Lo3));
HiLim:=Max(HiMin,LoMin);
LoLim:=Min(HiMin,LoMin);
xBoxed:=If(x>HiLim,HiLim,If(x<LoLim,LoLim,x));
xBoxedAvg:=Mov(xBoxed,pds,S);
xBoxedAvg;x;xBoxed
---8<----------------------
jose '-)
--- In equismetastock@xxxxxxxxxxxxxxx, "John Doe" <ms001122@xxxx>
wrote:
> Jose, there are 3 issues:
> 1) When I plot the indicator using your latest formula, its value
fluctuates
> between some value and zero; it should never go down to zero.
> 2) I suspect your calculated average is too low, since it sums the
values of
> x over user-specified periods, substituting the 3 highest & lowest
values
> with a zero, and then divides the resultant total by "pds",
forgetting that
> 6 values have been excluded;
> 3) I don't get what the denominator is for.
>
> JD
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