Hi Henry
Good work. There's a small mistake in the
formula that I only spotted while trying to convert it to the Multi-Frame
format. The last 6 characters of the CG definition should be ")))/55"
rather than "))/55)" - i.e the last closing bracket is in the wrong place. As CG
is a weighted moving average of A1 it can also be coded simply as..
CG:=Mov(A1,10,W);
Unfortunately the Multi-Frame version still has use
WMA coded the long way.
The Multi-Frame code (below "Copock Curve
Monthly") effectively allows the monthly Copock Curve of the DOW to be dropped
onto any EOD chart where its monthly values can be read off (the curve steps at
the end of each month). Using the Security() function to call "Multi-Frame D
Copock Curve" from the DOW would be the most appropriate way to do this -
see "Copock Curve Monthly" immediately below. There's another way to go to
achieve the same monthly value on any EOD chart but it involves inserting the
Security() function into the Multi-Frame formula and I'd rather not go there
right now.
{Copock Curve
Monthly}
Security("C:\Pathname...\$DJI",Fml("Multi-Frame D
Copock Curve"));
{Multi-Frame D Copock
Curve}
{Requires Equis Forum DLL}
{Adapted by Roy
Larsen, 2010, 13/3/10}
{User settings}
N:=Input("Multi-Frame D
Copock Curve, Periods 1",1,99,11);
R:=Input("Periods
2",1,99,14);
J:=Input("Months per Frame, (0 for Weekly
frames)",0,12,1);
J:=If(J<5 OR Mod(J,3)=0 AND
(J<>9),Int(J),-1);
G:=Input("End-of-week Offset (Weekly frames
only)",0,6,0);
Q:=Input("Mode, 0=Static 1=Dynamic
2=Delayed",0,2,1);
{Update on last bar, new bar or new
frame}
{Timing signals}
{Day counter by
metastocktools.com}
D:=DayOfWeek();M:=Month();Y:=Year();
Z:=Cum(1);F:=Rnd(Life(291231));
M:=If(J=0,ValueWhen(1,Z=1,F+D-G-1)-F,
(Y-ValueWhen(1,Z=1,Y))*12+M);
I:=If(J=0,Int(M/7),Int((M-1)/Max(1,J)));
I:=I>ValueWhen(2,1,I);
G:=LastValue(J<0
OR
Lowest(Sum(I>0,5))=5);
I:=ExtFml("Forum.Sum",I,1);M:=G+I;
F:=ExtFml("Forum.Sum",Ref(I,1),1)*(M=0)*(Z>1)+G;
B:=LastValue(Z);A:=B-1=Z;B:=B=Z;
F:=F+B*(Q=0)*(J=0)*(D=5);
J:=If(F,1,(Alert(F,2)=0)*M*2*(Z>1));
J:=If(A+LastValue(J)>2
OR B+(Q=1)=2,1,J);
J:=If(G,1,If(Q=2,M*2,J));
{Frame
CLOSE}
K:=ValueWhen(1,J,If(J=1,C,ValueWhen(2-G,1,C)));
{Copock Curve}
A:=ValueWhen(N+1,J,K);
B:=ValueWhen(R+1,J,K);
A:=(100*K/ValueWhen(1,A>0,A))-100;
B:=(100*K/ValueWhen(1,B>0,B))-100;
D:=(A+B)/2;
G:=(10*D+
9*ValueWhen(2,J,D)+
8*ValueWhen(3,J,D)+
7*ValueWhen(4,J,D)+
6*ValueWhen(5,J,D)+
5*ValueWhen(6,J,D)+
4*ValueWhen(7,J,D)+
3*ValueWhen(8,J,D)+
2*ValueWhen(9,J,D)+
ValueWhen(10,J,D))/55;
G;
Regards
Roy
----- Original Message -----
Sent: Saturday, March 13, 2010 9:47
AM
Subject: [EquisMetaStock Group]
Re:Coppock
Per1:=Input("length ",1,100,11);
Per2:=Input("length
",1,105,14);
A1:=(ROC(C,Per1,%)+ROC(C,Per2,%))/2;
CG:=((A1*10)+(Ref(A1,-1)*9)+(Ref(A1,-2)*8)+(Ref(A1,-3)*7)+(Ref(A1,-4)*6)+(Ref(A1,-5)*5)+(Ref(A1,-6)*4)+(Ref(A1,-7)*3)+(Ref(A1,-8)*2)+(Ref(A1,-9))/55);
CG;
Apply
This to a monthly bar chart of the Dow,
or create a security of the dow and
reference it in place of the C in A1
--- In equismetastock@yahoogroups.com,
fibok@xxx wrote:
>
>
> _http://www.optionetics.com/market/articles/22401?utm_source=optionetics&utm
>
_medium=wnl&utm_campaign_
> (http://www.optionetics.com/market/articles/22401?utm_source=optionetics&utm_medium=wnl&utm_campaign)
=
>
>
> has anyone worked through this Coppock methodology
in Metastock?
>
>
> Regards
>
>
Bill
>
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