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Hi Jose
Am working on the script now. I see it as a 'triumph over adversity'
saga chronicling the adventures of a naive but determined novitiate
to the black arts of TA.
Have you pencilled in for a Yoda-type appearance as the Oracle. :p
I liked your moodswing code, although I think you may have minimised
the utimately random nature of the underlying function. 'Normal' may
turn out to be an illogical premise.
BTW, I got the code to work overnight - a misplaced ) don't you know!
Cheers n Beers, and Thanks
DD
--- In equismetastock@xxxxxxxxxxxxxxx, "Jose Silva"
<josesilva22@xxxx> wrote:
>
> DD, that's some story - I look forward to the film version... :)
>
>
> The easiest way to normalize Q (or any plot), is this way:
>
> ---8<--------------
> Qnorm:=(Q-Lowest(Q))
> /Max(Highest(Q)-Lowest(Q),.000001)*100;
>
> Qnorm
> ---8<--------------
>
> The above code will produce a somewhat wild plot for the first
100~300
> bars or so, as the normalizing code finds new plot value extremes.
> This will settle down to a Q-identical plot (0~100% bounded) after
> this initial period.
>
>
> You now, I've applied the above to the wife, and it works just
great:
>
> ---8<--------------
> Manic:=Highest(MoodSwings);
> Depressive:=Lowest(MoodSwings);
>
> MoodNormalized:=(MoodSwings-Depressive)
> /Max(Manic-Depressive,.000001)*100;
>
> MoodNormalized
> ---8<--------------
>
> Warning:
> The above will produce a somewhat interesting time for the first
year
> of marriage or so, as the normalizing code finds new mood extremes.
>
>
>
> jose '-)
> http://www.metastocktools.com
>
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "draggiedriver"
> <draggiedriver@xxxx> wrote:
> >
> > Hi everyone.
> >
> > Here's my story. I wanted to have a look at exit techniques; and
I
> > found Richard Dale's dll for an ATR-based exit - I love it: but
> > Richard makes the point that the ATR multiplier varies according
to
> > one's outlook - 2.5 for the short-termers, 3.5 to 4 for us
slower
> > types.
> >
> > That got me thinking: what if one started out as a long-termer,
but
> > saw a good hard trend developing such that it would be prudent
to
> > take the profits off the table earlier. I had a look at perhaps
> > using the Aroon oscillator as a factor to the ATR multiplier,
but
> > perhaps it's a little too coarse: that's where I joined the 'Q'.
> >
> > Plagiarising shamelessly from Jose's site, I saw how he
normalised
> > the MACD and came up with this:
> >
> > Driver's Q Oscillator
> > ------------------------
> > {Plagiarised shamelessly from Jose Silva and David Sepiashvili}
> > {Inputs}
> > m:=Input("% Scalar trend period",1,25,4);
> > n:=Input("% Scalar noise period",1,500,250);
> > cf:=Input("% Scalar correction factor",1,250,2);
> > p1:=Input("First moving average periods",1,200,7);
> > p2:=Input("Second moving average periods",1,200,15);
> > p3:=Input("Normalising periods, (1=none)",
> > 1,2520,252);
> > {Q Directional indicator - from Equis}
> > rev:=Mov(C,p1,E)-Mov(C,p2,E);
> > pds:=If(rev>0,1,-1);
> > dc:=ROC(C,1,$);
> > cpc:=If(pds<>Ref(pds,-1),0,(dc*pds)+PREV);
> > trend:=If(pds<>Ref(pds,-1),0,(cpc*(1/m))+(PREV*(1-(1/m))));
> > dt:=cpc-trend;
> > noise:=cf*Sqrt(Mov(dt*dt,n,S));
> > Q:=trend/noise;
> > {Normalising}
> > Qnorm:=(Q-LLV(Q,p3)/(HHV(Q,p3)-LLV(Q,p3)+.000001)*100);
> > Qnorm;
> >
> > It's hopeless! and I have no idea where I went wrong. All I want
is
> > a bounded Q oscillator. (The B is no good for my purposes as I'm
> > long only.) Puleeease?
> >
> > Newton said that he merely stood on the shoulders of giants; so
I'm
> > quite prepared to ask for a hand up.
> >
> > Many thanks in advance
>
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