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

["Jose" <josesilva22@xxxxxxxxx>]

John,

Unfortunately MetaStock provides limited formula space (2.5Kb) and 
variable count (20).  Often we need to reuse variables just to get by.

But in this case, I'm just modifying xBoxedPds to avoid division by 
zero errors, so I find it appropriate to reuse this variable.
Rename any variables to any name that suits you.

Take care not to lose sight of the forest by concentrating on the 
trees.

jose '-)



--- In equismetastock@xxxxxxxxxxxxxxx, "John Doe" <ms001122@xxxx> 
wrote:
> 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@xxxx>
> 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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