|
PureBytes Links
Trading Reference Links
|
HI , some suggestion for the solution ???!!! :(((
Calogero
--- In equismetastock@xxxxxxxxxxxxxxx, "riccardom70"
<riccardom70@xxxx> wrote:
>
>
> Hi Jose , perhaps the formula is wrong .
> The value of B must be calculated inner to the formula of the
average
> mobile same in ricursive way ( PREV function on Metastock ) because
>
> MM(n) = MM in these day
> MM(n-1) = MM 1 days ago
> MM(n-5 ) = MM 5 days ago
>
> The formula is this where the value of B is calculated from values
of
> the Moving Average same .
>
> MM(n) = [ 5*(ABS(T(n)-MM(n-1)) / MM(n-1) - ABS(MM(n-1)-MM(n-5)) /
> MM(n-5)) / (Len - 5) ] * (T(n)-MM(n-1)) + MM(n-1)
>
> It would have to be like this formula for the calculation of the
> exponential moving average :
> (close*0.18)+(PREV*0.82)
>
> Thanks ....... Ciao Calogero
>
>
>
>
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "riccardom70"
> <riccardom70@xxxx> wrote:
> >
> >
> >
> > Many thanks Jose , Excellent .
> > You are the best !!!
> >
> >
> > --- In equismetastock@xxxxxxxxxxxxxxx, "Jose" <josesilva22@xxxx>
> > wrote:
> > >
> > > ====================
> > > MA - Italian version
> > > ====================
> > > ---8<---------------
> > > { User inputs }
> > > Len:=Input("periods",1,252,21);
> > > choose:=Input("use: [1]EMA, [2]SMA",1,2,1);
> > > multi:=Input("de-smoothing multiplier",0,100,5);
> > >
> > > { SMA }
> > > MM:=If(choose=1,Mov(C,Len,E),Mov(C,Len,S));
> > > B:=multi*(Abs(C-Ref(MM,-1))/Ref(MM,-1)
> > > -Abs(Ref(MM,-1)-Ref(MM,-5))/Ref(MM,-5))/(Len-5);
> > > MMn:=B*(C-Ref(MM,-1))+Ref(MM,-1);
> > >
> > > MMn
> > > ---8<---------------
> > >
> > >
> > > Which is almost identical to:
> > > ---8<--------------
> > > Ref(Mov(C,21,E),-1)
> > > ---8<--------------
> > >
> > >
> > > jose '-)
> > >
> > >
> > > --- In equismetastock@xxxxxxxxxxxxxxx, "riccardom70"
> > <riccardom70@xxxx
> > > > wrote:
> > > >
> > > >
> > > > HI , in an Italian forum I have found this formula of Moving
> > average
> > > > used in a Trading System . I have translate the formula in
> excel.
> > > > Someone could translate in language metastock? Thanks
> > > >
> > > > The formulas of the Moving average :
> > > >
> > > > T = Close
> > > > Len = periods
> > > > MM = Moving average
> > > > B = smothing
> > > > n = Day
> > > > n-1 = Day-1
> > > > Abs = Absolute value
> > > >
> > > > B = 5*(ABS(T(n)-MM(n-1)) / MM(n-1) - ABS(MM(n-1)-MM(n-5))
> > > > / MM(n-5)) / (Len - 5)
> > > >
> > > > MM(n) = B*(T(n)-MM(n-1)) + MM(n-1)
> > > >
> > > > excused for my English .
> > > >
> > > > Thanks Riccardo .
------------------------ Yahoo! Groups Sponsor --------------------~-->
$9.95 domain names from Yahoo!. Register anything.
http://us.click.yahoo.com/J8kdrA/y20IAA/yQLSAA/BefplB/TM
--------------------------------------------------------------------~->
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/equismetastock/
<*> To unsubscribe from this group, send an email to:
equismetastock-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|