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Great job, but 2 minor Qs just occurred to me, Jose.
1) You have xBoxedPds used twice, each time with a different formula;
perhaps you should rename one of them to avoid any confusion
2) You think LoMin should be renamed to LoMax as that appears more
appropriate?
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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