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Re: [EquisMetaStock Group] Yearly 52 wk hi scan



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Jose
   
  I like this exploration and use this scan nightly with external relative strength.
   
  I tried putting in an older date and didn t get a result.
   
  Does this only work with the latest date?
   
  Regards
   
  Bill

Jose Silva <josesilva22@xxxxxxxxx> wrote:
          Preston, the "sqrtperiod" variable in the original formula defaults 
to a 4.47 value, and is a square root function of the input periods. 
Perhaps it should not be adjustable.

sqrtperiod:=Sqrt(period);

Here is an example for signals based on the Hull MA:

=========
MA - Hull
=========
---8<------------------------------------

{ Hull Moving Average & crossover signals.

©Copyright 2006 Jose Silva.
The grant of this license is for personal use
only - no resale or repackaging allowed.
Trade signals at your own risk.
http://www.metastocktools.com }

{ Indicator inputs }
plot:=Input("plot: [1]Hull MA, [2]Crossover Signals",1,2,2);
pds:=Input("Hull MA periods",1,252,21);
delay:=Input("Entry and Exit delay",0,5,0);

{ Hull MA }
sqrtpds:=LastValue(Sqrt(pds));
hma:=Mov(2*Mov(C,pds/2,W)-Mov(C,pds,W),sqrtpds,W);

{ Crossover signals }
entry:=Cross(C,hma) AND hma>Ref(hma,-1) AND C>hma*1.01;
exit:=Cross(hma,C) AND hma<Ref(hma,-1);

{ Clean signals }
init:=Cum(IsDefined(entry+exit))=1;
bin:=ValueWhen(1,entry-exit<>0 OR init,entry);
long:=bin*(Alert(bin=0,2) OR entry*Cum(entry)=1);
short:=(bin=0)*(Alert(bin,2) OR exit*Cum(exit)=1);
signals:=Ref(long-short,-delay);

{ Plot HMA on price chart, signals in own window }
If(plot=1,hma,signals)

---8<------------------------------------

jose '-)
http://www.metastocktools.com

--- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@xxx> wrote:
>
> Bobby,
> 
> I'll guide you but I won't do it for you. 
> 
> Let's first consider what you have...its a moving average.
> The long version is:
> 
> {Hull MA}
> period:=Input("Period",1,200,20) ;
> sqrtperiod:=Input("Square Root of Period",1,20,4);
> Mov(2*(Mov(C,period/2,W))-Mov(C,period,W),sqrtperiod,W);
> {end}
> 
> Notice that in the long version you have input options that are not 
> available in your shortened version. The biggest difference is in 
> the ability to change the square root lookback period. You can 
> square root the whole lookback period or just a few of them. Your 
> version defaults to 20 and the long version allows you to choose 
> from 4 to 20 periods. 
> 
> What you should do is place the indicator on a chart and determine 
> what it is you will want to do with it. Do you want a simple cross 
> over system, macd type indicator or some other derivative formula? 
> You will also need to determine how you are going to approach the 
> lookback periods. Will you square root some of the lookback periods 
> or all of them. 
> 
> Since you are really just looking at a moving average any formula 
> that uses moving averages is a possible candidate for the Hull MA. 
> What you would be doing is simply replacing the used MA with the 
> Hull MA. You can then decide how you wish to approach your expert 
> and explorer. 
> 
> If you have not read the users manual or formula primer, I would 
> suggest that you begin there before preceeding any further.
> 
> 
> Preston
> 
> 
> 
> 
> --- In equismetastock@xxxxxxxxxxxxxxx, "stocks_bobby" 
> <stocks_bobby@> wrote:
>
> Dera Lionel,
> No I do not have any additional material on it and I am also not
> proficient in coding so please help me
> 
> 
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "Lionel Issen" <lissen@> 
> wrote:
>
> Is there any additional documentation for the Hull moving average?
> 
> 
> Lionel
> 
> 
> _____ 
> 
> From: equismetastock@xxxxxxxxxxxxxxx
> On Behalf Of stocks_bobby
> Sent: Friday, October 27, 2006 1:34 AM
> To: equismetastock@xxxxxxxxxxxxxxx
> Subject: [EquisMetaStock Group] Expert and Explorer from Hull 
> Moving Average
> 
> 
> Dear Memebrs,
> The following is the formula for Hull Moving average-
> ___________________6________________________________
> 
> period:=Input("period",1,200,20); sqrtperiod:=Sqrt(period);
> Mov(2*Mov(C,period/2,W) - Mov(C,period,W),LastValue(sqrtperiod),W);
> ________________6___________________________________
> 
> Can any body help me in coding this formula for making an expert 
> and an explorer.I do not know anything abouit coding.
> I would be indebted



         

 		
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