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[EquisMetaStock Group] Re: Quick checks



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Preston,

you could simply write c=llv(c,7) or c=hhv(c,7). There's no need for
">" and "<" :)

Regards,

mc

--- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@xxx> wrote:
>
> Big,
> 
> See if this helps.
> 
> Preston
> 
> 
> Buy:= C <=LLV(C,7); 
> {close is less than or equal to lowest low value of close over 7 days}
> 
> Sell:= C >= HHV(C,7);
> {close is greater than or equal to highest high value of close over 7 
> days}
> 
> 
> 
> A RSI(2) is of little value and I would suggest using the 3 day 
> lookback period for it.
> You can sum for 2 days like this:
> 
> Sum(RSI(3),2)
> 
> Using Cum() would add the values going all the way back to the 
> beginning of the chart.
> 
> 
> 
> For the VIX, I have:
> VIX: The average implied volatility of 8 OEX options with a 30 day 
> expiration reported as an index.
> 
> Volatility Spike: As defined by techies it is when the VIX rises 
> 35% . 
> 
>     Saitta surmized that the volatility spike was useless in markets 
> that did not rise above 35%, therefore he standardized the measure by 
> using a 15% rise of the 20 day moving average. His definition is:
> 
> Saitta's Volatility Spike: The VIX minus 115% of its 20 day moving 
> average. In metastock terms the formula would be:
> 
> {Saitta Volatility Spike}
> A:=  P; {This must be dropped on VIX price plot}
> B:= (mov(A,20,s) * 1.15)
> X:= A &#65533; B;
> X;
> 
> You would need to open two charts. One with a price plot of the S&P 
> 500 and another with the VIX. Click onto the VIX plot and move it 
> onto the same chart as the S&P.  Call the Saitta Volatility Spike 
> (SVS) indicator from the indicator list and drop into its own window 
> when the VIX plot is highlighted.  Use a horizontal line at 0.
> 
> 
> Finally,
> ref(C,-1)>Open
> is correct. 
> 
> 
> --- In equismetastock@xxxxxxxxxxxxxxx, "Big Papa" 
> <denver69692002@> wrote:
> >
> > Group,
> > 
> > I need some quick checks on some coding.
> > 
> > Buy: Close @ 7 day low, code - C<=(LLV(C,7))
> > 
> > Sell: Close @ 7 day high, code - C>=(HHV(C,7))
> > 
> > Correct?
> > 
> > Next, I am looking for a cumulative value of RSI over a period of 3 
> > days.
> > 
> > Cum(Sum(RSI(2),3)
> > 
> > Correct?
> > 
> > Next, I really need help on this one. Looking for a code if VIX > 
> 5% 
> > or more above the 10 MA for 3 or more days.
> > 
> > Lastly, today open > yesterday's close
> > 
> > ref(C,-1)>Open 
> > 
> > Thank you and Happy Holidays.
> >
>



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