|
PureBytes Links
Trading Reference Links
|
Preston
So the exact formula for the ZLEMA(Zero Lag EMA) is as we have used
before.
Period:= Input("What Period",1,250,10);
EMA1:= Mov(CLOSE,Period,E);
EMA2:= Mov(EMA1,Period,E);
Difference:= EMA1 - EMA2;
ZeroLagEMA:= EMA1 + Difference;
ZeroLagEMA
PAUL
--- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@xxx> wrote:
>
> Paul,
>
> Post your exact formulas for me.
>
> Preston
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "Paul Harris"
> <paul_vicmar@> 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
> > > > > >
> > > > >
> > > >
> > >
> >
>
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/equismetastock/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/equismetastock/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:equismetastock-digest@xxxxxxxxxxxxxxx
mailto:equismetastock-fullfeatured@xxxxxxxxxxxxxxx
<*> 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/
|