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Paul,
Post your exact formulas for me.
Preston
--- In equismetastock@xxxxxxxxxxxxxxx, "Paul Harris"
<paul_vicmar@xxx> wrote:
>
> Preston
>
> OK had a look and couple of points arise.
> (ZLEMA=Zero Lag EMA)
> The Indicator builder does not allow me to change the period funtion
> in the ZLEMA formula to, in our example, "opt1".
>
> The other thing:
> "Cross(ZeroLagEMA,Mov(ZeroLagEMA,opt2,E))"
>
> Whilst the first ZLEMA would be optimised, the second ZLEMA would be
> an optimsed EMA of the ZLEMA.
> Would it not be possible to create two ZLEMA formulas, ZLEMA1(short)
> and ZLEMA2(long). I am sure that it is possible, the trick is how to
> optimise them.
>
> Gracias
> PAUL
>
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@> wrote:
> >
> > 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@> 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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