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Hi Preston
why this formula can not be recognised my my EOD metastock. after I
removed "sec" function with "c" it turn up with a nice straight line
regards
adam
--- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@xxx> wrote:
>
> joshik,
>
> A fine piece of work! Nice Job!
>
> I hope other members will take the time to look through your
coding.
> Basically it is a smoothed ROC (rate of change) using various
> smoothing methods to calculate the ROC of a stock and an index. It
> introduces different lookback periods for the smoothing and ROC
> periods. Remember that the ROC is the difference between todays
> close and yesterdays close. A longer ROC uses a greater number of
> closing periods. This introduces a bit of trend into the
> calculations as we are no longer looking at a single close but are
> now looking at several closes over time. Add to this the comparison
> of the index and the stock itself.
>
> Plotting this on a chart I would probably split the formula and use
> use the values of the smoothed ROC of the stock and the index
> seperately then the comparative from your formula. Somewhat similar
> to the way you would plot a MACD.
>
> One more point Joshik is that attachments will not go through Yahoo
> so you will need to upload the exploration results to the file
> section for others to view.
>
> Again, nice work!
>
>
> Preston
>
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "stock market"
> <stockmarket1974@> wrote:
> >
> > Dear Preston,
> > Thanks a lot for your help. It was a great support and guidance.
> The
> > indicator need not be so complex but just for fun of the same i
> used added
> > complexity with 6 types of moving avg and adjustable period of
ROC
> of and
> > adjustable periods of the moving avg of the ROC.
> >
> > Also attaching an exploration result of all F&O stocks using this
> formulae
> > with 6 and 9 default ROC of EMA.
> > members comments on improvement are highly valued.
> > regards
> > joshik
> >
> >
> >
>
=====================================================================
> ==========
> > {This indicator calulates the Diff of the moving avg of the index
> (nifty) and
> > stock. This can be very useful in explorations and shortlisting
> the nifty
> > out performers. (Relative strength comparative cannot be used
> there).
> >
> > You need to correct the nifty path in the formulae. and the
> default working
> > is fine. max you may adjust with moving avg. period of the ROC.
> >
> > other complexities are usualy not needed.}
> > Sec:= Security("C:\MetaStock Data\EOD-NSE\S&P CNX Nifty",C);
> > R1:=Input("Enter ROC Period of Index",1,250,1);
> > MOVtypeCode1:=Input("EMA(1),TEMA(2),Vol(3),ZeroLag(4),Hull
> (5),AdapMV(6)",1,6,1);
> > P1:=Input("Enter Moving Avg Period of ROC of Index",1,250,9);
> >
> > R2:=Input("Enter ROC Period of Stock",1,250,1);
> > MOVtypeCode2:=Input("EMA(1),TEMA(2),Vol(3),ZeroLag(4),Hull
> (5),AdapMV(6)",1,6,1);
> > P2:=Input("Enter Moving Avg Period of Stock",1,250,9);
> >
> > {calculate ROC of index here}
> > RA1:=ROC(Sec{close of sec},R1,%);
> > {calculate ROC of stock here}
> > RA2:= ROC(C,R2,%);
> > {variables for adaptive moving Average}
> > K1:=Power(ROC(sec,P1,$)/Sum(Abs(ROC(sec,1,$)),P1),2);
> > AMA1:= If(Cum(1)<=P1+1,Sec,PREV*(1-K1)+sec*K1);
> >
> > K2:=Power(ROC(C,P2,$)/Sum(Abs(ROC(C,1,$)),P2),2);
> > AMA2:= If(Cum(1)<=P2+1,C,PREV*(1-K2)+C*K2);
> >
> > {calculate moving avg of ROC of index here}
> > RA1MA:= If(MOVtypeCode1=1, Mov(RA1,P1, E),
> > {else}
> > If(MOVtypeCode1=2, Tema(RA1, P1),
> > {else}
> > If(MOVtypeCode1=3, Mov(RA1,P1,VOL),
> > {else}
> > If(MOVtypeCode1=4, Mov(RA1,P1, E) + (Mov(RA1,P1, E) -
> > Mov(Mov(RA1,P1,E),P1,E)),
> > If(MOVtypeCode1=5, Mov(2*Mov(RA1,P1/2,W) -
> > Mov(RA1,P1,W),LastValue(Sqrt(P1)),W),
> > AMA1
> > )))));
> >
> > {calculate moving avg of ROC of Stock here}
> > RA2MA:= If(MOVtypeCode2=1, Mov(RA2,P2, E),
> > {else}
> > If(MOVtypeCode2=2, Tema(RA2, P2),
> > If(MOVtypeCode2=3, Mov(RA2,P2,VOL),
> > If(MOVtypeCode2=4, Mov(RA2,P2, E) + (Mov(RA2,P2, E)- Mov(Mov
> (RA2,P2,
> > E),P2,E)),
> > If(MOVtypeCode2=5, Mov(2*Mov(RA2,P2/2,W) -
> > Mov(RA2,P2,W),LastValue(Sqrt(P2)),W),
> > AMA2
> > )))));
> >
> > {Plot}
> > (RA2MA-RA1MA);
> >
>
=====================================================================
> ========
> >
> >
> >
> >
> > On 12/25/06, pumrysh <no_reply@xxxxxxxxxxxxxxx> wrote:
> > >
> > > Let's see if this will at least get you going.
> > >
> > > BTW, Its much easier to address someone by a name not "stock
> market".
> > >
> > > The formula you are seeking requires a bit of manipulation and
> use
> > > of "if" variables which are tricky but can be done. I've coded
> the
> > > first part but the moving averages you requested in 4,5,and 6
are
> > > not standard metastock indicators so you need to decide how you
> will
> > > deal with them. You can include the formula in the indicator
> code or
> > > call a Formula variable from an external indicator formula. You
> > > should also keep in mind that you may be reaching a line
> limitation
> > > so the external FMLVAR call may save you some space.
> > >
> > > Here's part one of the formula:
> > >
> > > Sec:= Security("C:\MetaStock Data\EOD-NSE\S&P CNX Nifty",C);
> > > P1:=Input("Enter Moving Avg Period of Index",1,250,6);
> > > R1:=Input("Enter ROC Period of Index",1,250,6);
> > > MOVtypeCode1:=Input("EMA(1),TEMA(2),Vol(3),ZeroLag(4),Hull
> (5),AdapMV
> > > (6)",1,6,1);
> > >
> > > {place all input variables above this line}
> > >
> > > RA1:=ROC(SEC {close of sec},R1,%);
> > >
> > > {manipulate data above this line}
> > >
> > > MA1:=Mov(RA1,P1, E);
> > > MA2:= Tema(RA1, P1);
> > > MA3:= Mov(RA1,P1,V);
> > > MA4:= {Zero Lag here};
> > > MA5:= {Hull here};
> > > MA6:= {Adap MV here};
> > >
> > > RAMA:= If(MOVtypeCode1=1, MA1,
> > > {else}
> > > If(MOVtypeCode1=2, MA2,
> > > {else}
> > > If(MOVtypeCode1=3, MA3,
> > > {else}
> > > If(MOVtypeCode1=4, MA4,
> > > {else}
> > > If(MOVtypeCode1=5, MA5,
> > > {else}
> > > MA6)))));
> > >
> > > RAMA;{no need for this line if you do not wish to plot RAMA}
> > >
> > > hope this helps,
> > >
> > > Preston
> > >
> > >
> > > --- In equismetastock@xxxxxxxxxxxxxxx <equismetastock%
> 40yahoogroups.com>,
> > > "stock market"
> > >
> > > <stockmarket1974@> wrote:
> > > >
> > > > hi,
> > > > i am trying to build and indicator for comparing the price
> > > movement of the
> > > > security with the index. This should give the market out
> > > performers. as i am
> > > > not very good at this. Help from all the seniors in the line
> is of
> > > great
> > > > value.
> > > >
> > > > the indicator would do as under
> > > > calculate the daily ROC of index and the security
> > > > calculate the moving average of this roc(both the index and
> > > security)
> > > > the diff of the two would be the chart
> > > >
> > > > i have writen the following code but cannot understand how to
> > > > 1) use the input that selects the kind of moving avg to be
> used.
> > > (line 6)
> > > > 2) how to select the price of index that has been selected
with
> > > the variable
> > > > sec(line5)
> > > >
> > > > please also check the rest of the code and suggest
improvements
> > > >
> > > >
> > >
> ====================================================================
> > > > Sec:= Security("C:\MetaStock Data\EOD-NSE\S&P CNX Nifty",C);
> > > > P1:=Input("Enter Moving Avg Period of Index",1,250,6);
> > > > MOVtypeCode1:=Input("EMA(1),TEMA(2),Vol(3),ZeroLag(4),Hull
> > > (5),AdapMV(6)",1,5,1);
> > > > MOVtype1:=0; {this varriable is to select the moving avg type
> in
> > > formulae
> > > > language}
> > > > ROC1:=ROC(c{close of sec},1,%);
> > > > ROCma1:=Mov(ROC1,P1,e{kind of mov to be used});
> > > >
> > > > P2:=Input("Enter Moving Avg Period of security",1,250,6);
> > > > MOVtypeCode2:=Input("EMA(1),TEMA(2),Vol(3),ZeroLag(4),Hull
> > > (5),AdapMV(6)",1,5,1);
> > > > MOVtype2:=0; {this varriable is to select the moving avg type
> in
> > > formulae
> > > > language}
> > > > ROC2:=ROC(C,1,%);
> > > > ROCma2:=Mov(ROC2,P2,e{1/2/3/4/5/6});
> > > >
> > > > diff:=(ROCma1-ROCma2)/
> > > >
> > > > {Plot}
> > > > diff;
> > > >
> > >
>
=====================================================================
> > > ===
> > > >
> > >
> > >
> > >
> >
> >
> > [Non-text portions of this message have been removed]
> >
>
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