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Hi Roy,
Thanks for your help. Just what I needed! You've certainly are armed
to the teeth with indicators and the more I tackle programming in
Metastock, the more I can appreciate your work.
Cheers,
Tim
--- In Metastockusers@xxxxxxxxxxxxxxx, "Roy Larsen" <rlarsen@xxxx>
wrote:
> Hi Tim
>
> I wouldn't say that my approach is more professional but I have
taken some effort to make my daily
> indicators for intraday charts as accurate and flexible as
possible. My SMA method is not ideal but
> it's the best method in terms of flexibility that I've come up with
so far.
>
> My weekly indicators for daily charts and daily indicators for
intraday charts can all be found at
> http://users.bigpond.com/prominex/pegasus.htm#roy
> For the greatest possible timing accuracy these all use
Jose's "Calendar Week counter" or "Calendar
> Day counter" which enable the detection of odd gaps in data.
>
> Here are some adaptations of that method that don't use the
Calender day counter. These also plot on
> daily charts and appear to be 100% accurate on the chart I'm
testing with. The first one is using
> the same summing method as you, and the second is using a total of
all days minus the total "x" days
> ago as the summing method.
>
> Hope this is what you are looking for.
>
> For my part I'm going to take another look at your summing method
and see if it isn't a better
> solution for a simple moving average.
>
> Regards
>
> Roy
>
> {Daily SMA - Close}
> {© 2004 Roy Larsen, rlarsen@xxxx}
> N:=Input("Daily SMA Close",8,8,8);
> A:=Input("Hour of Last Daily Bar" ,0,23,16);
> B:=Input("Minute of Last Daily Bar",0,59,00);
> Q:=Input("Display Mode, 0=Static 1=Dynamic 2=Test",0,2,2);
> {0=Display, update at last bar of day}
> {1=Display, update on each new bar}
> {2=Backtest, update on first bar of new day}
> G:=LastValue(Highest(Sum(DayOfWeek()<>
> ValueWhen(2,1,DayOfWeek()),5))=5);
> I:=DayOfMonth()<>ValueWhen(2,1,DayOfMonth());
> M:=G OR I;
> F:=G OR (Hour()=A AND Minute()=B);
> A:=LastValue(Cum(1)-1)=Cum(1);
> B:=LastValue(Cum(1))=Cum(1);
> J:=If(F,1,If(Alert(F,2)=0 AND M,2,0));
> J:=If(A+LastValue(J)>2 OR B+Q=2,1,(B=0)*J);
> J:=If(G,1,If(Q=2 OR Cum(J)<=1,M*2,J));
> K:=ValueWhen(1,J,If(J=1,C,ValueWhen(2-G,1,C)));
> X:=ValueWhen(1,J,K)+
> ValueWhen(2,J,K)+
> ValueWhen(3,J,K)+
> ValueWhen(4,J,K)+
> ValueWhen(5,J,K)+
> ValueWhen(6,J,K)+
> ValueWhen(7,J,K)+
> ValueWhen(8,J,K); X/8;
>
> {Daily SMA - Close}
> {© 2004 Roy Larsen, rlarsen@xxxx}
> N:=Input("Daily SMA - Close Periods",1,99,10);
> A:=Input("Hour of Last Daily Bar" ,0,23,16);
> B:=Input("Minute of Last Daily Bar",0,59,00);
> Q:=Input("Display Mode, 0=Static 1=Dynamic 2=Test",0,2,2);
> {0=Display, update at last bar of day}
> {1=Display, update on each new bar}
> {2=Backtest, update on first bar of new day}
> G:=LastValue(Highest(Sum(DayOfWeek()<>
> ValueWhen(2,1,DayOfWeek()),5))=5);
> I:=DayOfMonth()<>ValueWhen(2,1,DayOfMonth());
> M:=G OR I;
> F:=G OR (Hour()=A AND Minute()=B);
> A:=LastValue(Cum(1)-1)=Cum(1);
> B:=LastValue(Cum(1))=Cum(1);
> J:=If(F,1,If(Alert(F,2)=0 AND M,2,0));
> J:=If(A+LastValue(J)>2 OR B+Q=2,1,(B=0)*J);
> J:=If(G,1,If(Q=2 OR Cum(J)<=1,M*2,J));
> K:=ValueWhen(1,J,If(J=1,C,ValueWhen(2-G,1,C)));
> X:=Cum((J>0)*K);
> (X-ValueWhen(N+1,J,X))/N;
>
>
> ----- Original Message -----
> From: "timinwaedi" <timinwaedi@xxxx>
> To: <Metastockusers@xxxxxxxxxxxxxxx>
> Sent: Wednesday, March 24, 2004 2:05 AM
> Subject: [Metastockusers] Daily moving average on hourly charts
>
>
> > The following code is an attempt to superimpose daily moving
averages
> > on hourly charts. Has anyone got a more professional solution to
this
> > type of indicator?
> > ========================================
> >
> > Hr:=If(Hour()<Ref(Hour(),-1),1,0);
> > Dc1:=ValueWhen(1,Hr,C);
> > Dc2:=ValueWhen(2,Hr,C);
> > Dc3:=ValueWhen(3,Hr,C);
> > Dc4:=ValueWhen(4,Hr,C);
> > Dc5:=ValueWhen(5,Hr,C);
> > Dc6:=ValueWhen(6,Hr,C);
> > Dc7:=ValueWhen(7,Hr,C);
> > Dc8:=ValueWhen(8,Hr,C);
> > Mov8:=(Dc1+Dc2+Dc3+Dc4+Dc5+Dc6+Dc7+Dc8)/8;
> > Mov8
> >
> > =========================================
> >
> >
> > Thanks,
> >
> > Tim
> >
> >
> >
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
> >
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