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Re: [EquisMetaStock Group] 2 criteria (daily & weekly) in one exploration - possible?



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Hi kct
 
There doesn't appear to be a good reason why you can't use a "Weekly WMA" formula as part of your daily exploration, and just forget about the weekly exploration.  Both of the following indicator formulas require Jose Silva's "Calendar Week counter". The first formula is an adjustable Weekly WMA, and it's limited to no more than 30 weeks. The second formula is a modified version of the first with some of the redundant code removed and the "5 weeks rising" requirement added (as per your specification).
 
You would use either of these formulas by creating the indicators and calling them using Fml() rather than loading an entire formula into the Explorer.
 
The construction of a Weekly WMA formula was discussed in the MetaStock Tips & Tools newsletter a couple of months ago.
 
Hope this helps.
 
Regards
 
Roy
 
 
  {Weekly WMA - Close}
  {© 2005 Roy Larsen, www.metastocktips.co.nz}
  {for use on daily charts with
   Jose Silva's "Calendar Week counter"}
N:=Input("Weekly WMA - Periods",1,30,30);
F:=Input("End of Week,  5=Friday  6=Saturday  7=Sunday",5,7,5);
Q:=Input("Display Mode,  0=Static  1=Dynamic  2=Test",0,2,1);
  {0=Display, update on Friday (when possible)}
  {1=Display, update on each new bar}
  {2=Backtest, update on first bar of new week}
G:=LastValue(Highest(Sum(DayOfWeek()=F,5))=5);
I:=Fml("Calendar Week counter");
I:={Abs}(I-ValueWhen(2-G,1,I)); M:=G OR I>0;
F:=G OR (DayOfWeek()=F AND I=0);
A:=LastValue(Cum(1)-1)=Cum(1);
B:=ValueWhen(2,1,A);
J:=If(F,1,If(Alert(F,2)=0 AND M,2,0));
J:=If(A+LastValue(J)>2 OR B+(Q=1)=2,1,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:=LastValue(Cum(Cum(1)*(Cum(1)<=N)));
(K*N + (N>1)*ValueWhen(2,J,K)*(N-1)+
(N>2)*ValueWhen(3,J,K)*(N-2)+
(N>3)*ValueWhen(4,J,K)*(N-3)+
(N>4)*ValueWhen(5,J,K)*(N-4)+
(N>5)*ValueWhen(6,J,K)*(N-5)+
(N>6)*ValueWhen(7,J,K)*(N-6)+
(N>7)*ValueWhen(8,J,K)*(N-7)+
(N>8)*ValueWhen(9,J,K)*(N-8)+
(N>9)*ValueWhen(10,J,K)*(N-9)+
(N>10)*ValueWhen(11,J,K)*(N-10)+
(N>11)*ValueWhen(12,J,K)*(N-11)+
(N>12)*ValueWhen(13,J,K)*(N-12)+
(N>13)*ValueWhen(14,J,K)*(N-13)+
(N>14)*ValueWhen(15,J,K)*(N-14)+
(N>15)*ValueWhen(16,J,K)*(N-15)+
(N>16)*ValueWhen(17,J,K)*(N-16)+
(N>17)*ValueWhen(18,J,K)*(N-17)+
(N>18)*ValueWhen(19,J,K)*(N-18)+
(N>19)*ValueWhen(20,J,K)*(N-19)+
(N>20)*ValueWhen(21,J,K)*(N-20)+
(N>21)*ValueWhen(22,J,K)*(N-21)+
(N>22)*ValueWhen(23,J,K)*(N-22)+
(N>23)*ValueWhen(24,J,K)*(N-23)+
(N>24)*ValueWhen(25,J,K)*(N-24)+
(N>25)*ValueWhen(26,J,K)*(N-25)+
(N>26)*ValueWhen(27,J,K)*(N-26)+
(N>27)*ValueWhen(28,J,K)*(N-27)+
(N>28)*ValueWhen(29,J,K)*(N-28)+
(N>29)*ValueWhen(30,J,K)*(N-29))/X;
 
 
  {Weekly WMA - C Special}
  {© 2005 Roy Larsen, www.metastocktips.co.nz}
  {for use on daily charts with
   Jose Silva's "Calendar Week counter"}
N:=Input("Weekly WMA - Periods",30,30,30);
F:=Input("End of Week,  5=Friday  6=Saturday  7=Sunday",5,7,5);
Q:=Input("Display Mode,  0=Static  1=Dynamic  2=Test",0,2,1);
  {0=Display, update on Friday (when possible)}
  {1=Display, update on each new bar}
  {2=Backtest, update on first bar of new week}
G:=LastValue(Highest(Sum(DayOfWeek()=F,5))=5);
I:=Fml("Calendar Week counter");
I:={Abs}(I-ValueWhen(2-G,1,I)); M:=G OR I>0;
F:=G OR (DayOfWeek()=F AND I=0);
A:=LastValue(Cum(1)-1)=Cum(1);
B:=ValueWhen(2,1,A);
J:=If(F,1,If(Alert(F,2)=0 AND M,2,0));
J:=If(A+LastValue(J)>2 OR B+(Q=1)=2,1,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:=LastValue(Cum(Cum(1)*(Cum(1)<=N)));
Z:=(K*N+ValueWhen(2,J,K)*29+
ValueWhen(3,J,K)*28+ValueWhen(4,J,K)*27+
ValueWhen(5,J,K)*26+ValueWhen(6,J,K)*25+
ValueWhen(7,J,K)*24+ValueWhen(8,J,K)*23+
ValueWhen(9,J,K)*22+ValueWhen(10,J,K)*21+
ValueWhen(11,J,K)*20+ValueWhen(12,J,K)*19+
ValueWhen(13,J,K)*18+ValueWhen(14,J,K)*17+
ValueWhen(15,J,K)*16+ValueWhen(16,J,K)*15+
ValueWhen(17,J,K)*14+ValueWhen(18,J,K)*13+
ValueWhen(19,J,K)*12+ValueWhen(20,J,K)*11+
ValueWhen(21,J,K)*10+ValueWhen(22,J,K)*9+
ValueWhen(23,J,K)*8+ValueWhen(24,J,K)*7+
ValueWhen(25,J,K)*6+ValueWhen(26,J,K)*5+
ValueWhen(27,J,K)*4+ValueWhen(28,J,K)*3+
ValueWhen(29,J,K)*2+ValueWhen(30,J,K))/X;
Z>ValueWhen(2,J,Z) AND
ValueWhen(2,J,Z)>ValueWhen(3,J,Z) AND
ValueWhen(3,J,Z)>ValueWhen(4,J,Z) AND
ValueWhen(4,J,Z)>ValueWhen(5,J,Z) AND
ValueWhen(5,J,Z)>ValueWhen(6,J,Z);
 
 
----- Original Message -----
From: kctongcs
Sent: Wednesday, September 28, 2005 3:28 AM
Subject: [EquisMetaStock Group] 2 criteria (daily & weekly) in one exploration - possible?

I have 2 criteria for an exploration but one is in DAILY and the other
in WEEKLY periodicity. Basically I would like to have my modified MACD
crossover the signal line in DAILY periodicity and for those stocks
selected to have a 30WMA uptrend the last 5 weeks on the WEEKLY chart.
This exploration is intended to be run on a daily basis.

{1st. filter in DAILY periodicity}
MyMACD:=Mov(C,6,E)-Mov(C,19,E);
signal:=Mov(MyMACD,9,E);
Cross(MyMACD,signal)

{2nd. filter in WEEKLY periodicity}
MA:=Mov(C,30,W);
MA>Ref(MA,-1) AND Ref(MA,-1)>Ref(MA,-2)
AND Ref(MA,-2)>Ref(MA,-3) AND Ref(MA,-3)>Ref(MA,-4)
AND Ref(MA,-4)>Ref(MA,-5)


My question:-

(1) Is it possible to run an exploration whereby the first "DAILY"
filter is satisfied AND followed by the second "WEEKLY" filter?

(2) Alternatively can I run the first DAILY exploration, then save the
selected stocks in a separate folder and then run the second WEEKLY
exploration on this separate folder?

Any suggestion will be much appreciated. Thank you.

Regards,
kct







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