Re: [RT] General - adaptive stochastic dual

[ChasWaring <cwwaring@xxxxxxxxxxxxxx>]

Bob, this is a simple series xaverage function written by Bob fulks in 1996?
It will allow TS4 to call a variable for the xaverage.  then you may include
the smode in Clydes latest adstoch function

{ *******************************************************************

 Study     : XAverage.V

 Last Edit : 11/2/96

 Provided By : Bob Fulks

 Description : This is a recoding of the XAverage function as a
      "simple function" rather than as a "series function". For
      correct results it must be evaluated on every bar, as is
      normal for Omega simple functions.

********************************************************************}
inputs : Price(NumericSeries), Length(NumericSimple);
vars   : Factor(0), XLast(0);

if Length + 1 <> 0
then begin
 if CurrentBar <= 1
 then begin
  Factor = 2 / (Length + 1);
  XAverage.V = Price;
  XLast = Price;
 end
 else begin
  Value1 = Factor * Price + (1 - Factor) * XLast;
  XAverage.V = Value1;
  XLast = Value1;
 end;
end;




----- Original Message -----
From: "BobR" <bobrabcd@xxxxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Saturday, June 30, 2001 8:29 AM
Subject: Re: [RT] General - adaptive stochastic dual


> Correction, the Adaptive_Stochastic function was changed for TS4 so that
it
> only had the T3Average smoothing and not the simple and XAverage
smoothing.
> Thus the SMode input was removed for TS4 vs TS2k.  The XAverage smoothing
> generated the variables and arrays error in TS4.  Although the XAverage
> could have been calculated differently to avoid this, it was decided to
drop
> it and only use the T3Average since it gives the cleanest view.
>
> br
>



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