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[EquisMetaStock Group] Re: Triple Moving Average Crossover



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Charles,

Due to the varying lag times of the 3 different moving averages the 
crossovers will seldom occur on the same bar. 

More likely that you will see the 8EMA over the 13EMA first then the 
13EMA over the 21EMA.

The best that you will likely get using crossovers will be when the 
13 has crossed the 21.

The filter that you are using seems to be working fine. If you get in 
any earlier you are likely to be whipsawed. If you want to see when 
the filter event first kicks in you could try using the barssince 
function or even use the today / yesterday relationship similar to 
the way it was done in the guppy exploration.


Preston



  



--- In equismetastock@xxxxxxxxxxxxxxx, "cherotree1" <mass54thcob@xxx> 
wrote:
>
> Preston,
> 
> Thank you for the reply! Of the suggestions that you mentioned, I 
> have experimented with the "cross" function and I have had success 
> with it using 2 moving averages but I can't seem to figure out how 
> to utilize "cross" with 3 MA's (probably related to my lack of 
> knowledge attempting to write Metastock code!). I have attempted to 
> use "cross" in the original formula that I have posted in my 
> original message but I keep receiving errors. Any idea of how I 
> would incorporate "cross" into my original formula?
> 
> I have not tried your other 2 suggestions yet. I decided to attempt 
> to tweak the formula I have been working with since I am receiving 
> the desired results; just not WHEN the crossover occurs. Any 
> additional assistance from you is appreciated. Peace!
> 
> Charles 
> 
> --- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@> wrote:
> >
> > Charles,
> > 
> > I can think of several methods that you could use. 
> > Those being the cross function, barssince function, and the ref 
> > function.
> > 
> > One of the gurus popularizing multiple moving averages was Daryl 
> > Guppy.
> > An explorer based on his ideas can be found at:
> > 
> > http://trader.online.pl/MSZ/e-ex-
> > Guppy_Multiple_Moving_Average_Exploration.html
> > 
> > 
> > Notice that the exploration uses column D for the present value 
> and 
> > column E for yesterdays.
> > The exploration then specifically looks for a less than zero 
value 
> > for yesterday and a greater than zero value for today. I would 
> also 
> > point out that the exploration uses oscillators but the idea is 
> still 
> > the same using moving averages.
> > 
> > 
> > The cross function is pretty straight forward.
> > ColumnD: AB/CROSS
> > Cross(Mov(CLOSE,8,E),Mov(CLOSE,13,E));
> > 
> > Finally there is the barssince function which will tell you how 
> many 
> > bars have elapsed since the event:
> > ColumnD: B/Since
> > BarsSince(Cross(Mov(CLOSE,8,E),Mov(CLOSE,13,E)));
> > 
> > Hope this helps,
> > 
> > Preston 
> > 
> > 
> > --- In equismetastock@xxxxxxxxxxxxxxx, "cherotree1" 
<mass54thcob@> 
> > wrote:
> > >
> > > I am using the following code to identify securities in which 2 
> > > shorter term moving averages are above a longer term moving 
> average:
> > > 
> > > Col A MOV-8: mov(c,8,e)
> > > Col B MOV-13: mov(c,13,e)
> > > Col C MOV-21: mov(c,21,e)
> > > 
> > > Filter:
> > > colA>colB AND colB>colC
> > > 
> > > 
> > > The above code DOES give me a list of ALL securities which meet 
> > that 
> > > criteria (including columns with the various moving averages 
> > > printed) but I was attempting to include code which will 
> identify 
> > > these securities WHEN they first meet that criteria (a 
> crossover). 
> > > Any suggestions on how I would program this into the above 
> formula 
> > > would be appreciated. Peace!
> > > 
> > > Charles
> > >
> >
>



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