|
PureBytes Links
Trading Reference Links
|
You cannot reply to this message via email because you have chosen not
to disclose your email address to the group. Please use this
page to reply.
Preston,
yep...Good Idea
I will do that ......that's
the best way I think
..thanks....a lot
Juan
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=no_reply@xxxxxxxxxxxxxxx
href="">pumrysh
To: <A
title=equismetastock@xxxxxxxxxxxxxxx
href="">equismetastock@xxxxxxxxxxxxxxx
Sent: Thursday, January 30, 2003 9:06
PM
Subject: Re: [EquisMetaStock Group]
Adjusting parameters with volatility
<FONT face=Batang
color=#0000ff size=2>Juan,First problem that we are
going to run into is putting the volatility indicator into the stoch
format.The metastock call for the stoch is:Stoch(%kPeriods ,
%kSlowing)This is the short form for the following formula:(sum(close
- LLV(L,5),4) / sum(HHV(H,5) - LLV(L,5), 4)) * 100Where 5 is the %k
periods and 4 is the %k slowingIn order to develop a stoch of
volatility we will need to input its values into the formula.We can do
this by using the
following:Periods:=Input("periods",1,250,4);X:=Vol(Periods,Periods);(sum(X
- LLV(X,5),4) / sum(HHV(X,5) - LLV(X,5), 4)) * 100Is this more like
what you had in mind?Preston--- In
equismetastock@xxxxxxxxxxxxxxx, "emarco" <emarco@xxxx> wrote:>
thanks> > ok, let's use > > X:=Vol(MA Periods, ROC
Periods)*Y> > I use very often......it;s really good for
filtering blips......> > the stoch is the oscilator i would
use....> > Z:=stoch(X,4)> > After that i acn use Z
in my ifs conditions> > Thanks> >
Juan> ----- Original Message ----- >
From: pumrysh > To: equismetastock@xxxxxxxxxxxxxxx
> Sent: Thursday, January 30, 2003 1:50
AM> Subject: Re: [EquisMetaStock Group] Adjusting
parameters with volatility> > >
Juan,> > Somehow I didn't think this was going to be
easy! :-)> > Okay, first lets decide on the
indicator/s and what will be adaptive.> > There
are literally dozens of volatility indicators. A good one >
though is Chaikin's Volatility indicator. The formula call is:>
> Vol(MA Periods, ROC Periods)> >
This would mean that the parameters that can change(in this case
> become adaptive) are the MA Periods and the ROC periods
or they can > be set and used to trigger another
indicator. > > You've mentioned a stoch. Do you want
to use a stoch indicator? Do > you wish to use the
Stoch Momentum Index or the Stoch Oscillator? You >
could choose to make the smoothing periods of the Stoch adaptive if
> you want based on the levels of the volatility.>
> If we're going with the if statements we'll need to know
the > conditions that will be used.> >
> > P> > > >
--- In equismetastock@xxxxxxxxxxxxxxx, "emarco" <emarco@xxxx>
wrote:> > Preston,> >
>
>
Currently I am developing a trading system for tnotes >
in 60m. The problem i noticed with my indicators is that they should
> adapt to different levels of intraday and 60m volatility
(in terms of > close data). So my idea is to construct
an adaptive indicator as you > mentioned below.
> > For example:> > each periods
caculates Voli 20 MA> > > >
mavoli:=mov(Voli,20,S)> > > > and
then:> > > > if(stoch(20*mavoli,4)
>20, 1,0)> > > >
> > Is it clear?> >
Thanks> > > > >
> Juan> > > >
> > > > ----- Original
Message ----- > > From: pumrysh
> > To: equismetastock@xxxxxxxxxxxxxxx
> > Sent: Wednesday, January 29, 2003 11:51
PM> > Subject: Re: [EquisMetaStock Group]
Adjusting parameters with > volatility>
> > > > >
Juan,> > > > Yes it
can be done to a certain degree. What you are asking is to
> > make an indicator "adaptive". While it
is difficult it can be > done by >
> using if statements for one solution. Another solution is to
use > an > > adaptive
moving average. This reguires a "DLL" of the moving >
average > > indicator. These are not readily
available. > > > > Be
a little more specific and maybe we can build you a custom
> > indicator on this
board.> > > >
Preston> > >
> Yahoo! Groups Sponsor
>
ADVERTISEMENT>
>
> >
> To unsubscribe from this group, send an email
to:> equismetastock-unsubscribe@xxxxxxxxxxxxxxx>
> > > Your use of Yahoo! Groups is subject to
the Yahoo! Terms of Service.To
unsubscribe from this group, send an email
to:equismetastock-unsubscribe@xxxxxxxxxxxxxxxYour
use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Yahoo! Groups Sponsor
ADVERTISEMENT
To unsubscribe from this group, send an email to:
equismetastock-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|