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Paul,
Sure. Look at Equis - CCI +100/-100 Crossover tester and check those
buy and sell tabs.
In the original formula you would cange the input value to and opt#
value like this:
Period:= opt1;
EMA1:= Mov(CLOSE,Period,E);
EMA2:= Mov(EMA1,Period,E);
Difference:= EMA1 - EMA2;
ZeroLagEMA:= EMA1 + Difference;
ZeroLagEMA
Then the Buy Order is:
Period:= opt1;
EMA1:= Mov(CLOSE,Period,E);
EMA2:= Mov(EMA1,Period,E);
Difference:= EMA1 - EMA2;
ZeroLagEMA:= EMA1 + Difference;
ZeroLagEMA
Cross(ZeroLagEMA,Mov(ZeroLagEMA,opt2,E))
Make it easy on yourself and run this with a non optimized sell then
optimize the sell side.
Preston
--- In equismetastock@xxxxxxxxxxxxxxx, "Paul Harris"
<paul_vicmar@xxx> wrote:
>
> Preston
>
> Thanxs for the walkthrough. I understand the logic of what you have
> done but I would prefer to optimise on the original formula of Zero
> Lag EMA instead of a moving average of Zero Lag EMA.
> The original formula that we have been using is the following :
>
> Period:= Input("What Period",1,250,10);
> EMA1:= Mov(CLOSE,Period,E);
> EMA2:= Mov(EMA1,Period,E);
> Difference:= EMA1 - EMA2;
> ZeroLagEMA:= EMA1 + Difference;
> ZeroLagEMA
>
> I understand that the "mov" function will allow you to only use the
> moving averages listed in Metastock i.e EXP, SIM, WEI, etc and not
in
> this case our Zero Lag EMA so would it be possible to use
the "cross"
> function. So that the logic would be:
> Buy when the optimised Zero Lag EMA(shorter)crosses over the
optimised
> Zero Lag EMA(longer). And conversely sell when the longer crosses
the
> shorter.
>
> Yours
> PAUL
>
> --- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@> wrote:
> >
> > Paul,
> >
> > Let's see if we can provide some recap information for anyone
else
> > wishing to take part in this. The indicators were listed by you
in
> > message 24953.
> >
> > As I remember we had several indicators from which to take
signals. We
> > had a MACD that we made using the ZeroLag EMA and we also took
the
> > ZeroLag MACD and normalized it.
> >
> > Now we want to do an exploration and optimize some values to see
what
> > performs best.
> >
> > This was always a lot of fun but also consumed large amounts of
time.
> > Even so you have to walk through it just to see how it works.
> > Optimization is not widely favored, so just realize that there
are a
> > lot of critics out there. There are no hardened rules to
optimizing as
> > any value is fair game but just realize that it is far better to
run
> > your test on a smaller number of values and if you have to run
your
> > test several times thats quite alright.
> >
> > You have chosen the ZeroLag EMA and a moving average crossover.
Easy
> > enough. First go into the system tester and first thing you
notice is
> > that there already are some test included. Let's take a look at
the
> > Equis-moving average crossover...open it. Open the Buy Order
tag. What
> > you will see is:
> >
> > Mov(C,opt1,E) > Mov(C,opt2,E)
> >
> > Next click on the Optimizations tag and look at the values
assigned
> > for opt1 and opt2.
> >
> > In order to use the Zero Lag EMA all you will need to do is
replace
> > the Close or C with an assigned variable for the fml("Zero Lag
EMA").
> > Like this:
> >
> > A:= fml("Zero Lag EMA");
> >
> > Now just reference it in your system test. Like this:
> >
> > A:= fml("Zero Lag EMA");
> > A > Mov(A,opt1,E)
> >
> > This will leave the original formula intact and you will be
optimizing
> > on the moving average of it. If you want to optimize the
original
> > formula you must include it in your test formula instead of just
the
> > fml call variable. Notice in the example above that all we did
was
> > place an opt# where a numeric value would normally go.
> >
> > I would be careful about over-optimizing though. The results are
> > really going to be the result of how well the formula performs
on a
> > particular stock or group of stocks during a particular period
of time
> > and may not be an indication of how well future performance can
be
> > determined. Best to try the test on stocks of varying
performance and
> > use those as a benchmark. This is really where most criticism
comes
> > from.
> >
> > That should get you going, Let us know how it goes.
> >
> >
> > Preston
> >
> >
> >
> >
> >
> > --- In equismetastock@xxxxxxxxxxxxxxx, "Paul Harris"
<paul_vicmar@>
> > wrote:
> > >
> > > Some weeks ago Preston and I worked on an exploration and
expert
> > > advisor for a Zero Lag MACD.
> > > So I was looking at using a Zero Lag EMA in a system test,
similar to
> > > a MA crossover. My only problem is that I want to use the
optimiser
> > to
> > > find the best time periods for Zero Lag EMA and I don´t know
how to
> > do it.
> > > I know I have to indentify the Zero Lag EMA as fml("Zero Lag
EMA")but
> > > then how can I introduce the opt1 function?
> > > Some help would be greatly appreciated.
> > > Thanxs
> > > PAUL
> > >
> >
>
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