RE: [EquisMetaStock Group] Re: How to remove 3 highest/lowest values in a range

["John Doe" <ms001122@xxxxxxxxxxx>]

Jose,

That works great! I am just going to use a 5prd simple MA of xBoxedAvg to 
smoothen out the spikes. Thanks!!!!!!

JD
=================================================

From: "Jose" <josesilva22@xxxxxxxxx>
Reply-To: equismetastock@xxxxxxxxxxxxxxx
To: equismetastock@xxxxxxxxxxxxxxx
Subject: [EquisMetaStock Group] Re: How to remove 3 highest/lowest values in 
a range
Date: Fri, 19 Mar 2004 12:09:20 -0000


John, ignore my last post.
This is closer to what you want:

==========
Box filter
==========
---8<-----------------

{ Box filter v2.2 }
{ 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("Box filter 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));
xBoxedPds:=Sum(x=xBoxed,pds);
xBoxedPds:=If(xBoxedPds=0,.000001,xBoxedPds);
xBoxedAvg:=Sum(If(x=xBoxed,x,0),pds)/xBoxedPds;

x;xBoxedAvg;xBoxed

---8<-----------------

jose '-)


--- In equismetastock@xxxxxxxxxxxxxxx, "Jose" <josesilva22@xxxx>
wrote:
 > > 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 '-)






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