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Re: [Fwd: 21 day exponential bands]



PureBytes Links

Trading Reference Links

Below are the formula's. Have not been able to test them myselve.
The SEB are Metastock 6.x build-in(see manuals) and
John Anderson is Equis Intl. employee.
TASC have their own website(includes the older publications):
http://www.tasc.com/

When you do have used them, inform us through the List of
your outcomes, i.e. do send along any "accompaning" charts.
Others too then, can find out what intrest you or Jerry Favor or
John Anderson have and mean to find.
This way too we can ALL benifit from Metastocks' seamingsly
endless line of Tricks AND Treasures.
These are enlightning questions, and very much in the intrest of all
other Listers too.
So "speak" up with the CHARTS as your examples.

Do not take any notice of people telling what is or what is not
appropiate for a List to function, as especialy for this List,  Equis
already has set and completely explained its rules and conditions
on subscribtion, i.e.:
"The List provides for a free discusioning of Metastock and other
software related to its programs, as long as this is being met there
are no restrictions etc."

ANYTHING within/considering the above rule is thus ALWAYS acceptable,
And naturaly, when dealing with computers' digits, ANY of the mails' sizes
therefore CANNOT be restricted, unless they disturb Lists' maintaining
and functioning.

Some suggestions for those who are having problems:
1. One can always DELETE.
2. One can always FILTER
3. One can always ZIPCOMPRESS
4. One can always ZIPDISC
5. One can always UPDATE
6. One can always UPGRADE
6. One can always EXPAND
7. One can always SOURCECHANGE
8. One can always UNSUBSCRIBE, although not ever recommended.

Like to hear/see from you,
Regards,
Ton Maas
Ms-IRB@xxxxxxxxx


-----Oorspronkelijk bericht-----
Van: Thom Schrader <thomschrader@xxxxxxxxxxxxx>
Aan: metastock@xxxxxxxxxxxxxxxxxxxx <metastock@xxxxxxxxxxxxxxxxxxxx>
Datum: zondag 31 mei 1998 21:45
Onderwerp: [Fwd: 21 day exponential bands]


>Does any one have code for this indicator (similar to Bollinger bans)?
>Saw Jerry Favor (a very sharp analyst) discussing it on CNBC and it
>looks pretty interesting.  Reply privately if not appropriate for a
>posting to the list(s).
>
>Thanks.
>
>Tom Schrader

Standard Error Bands for MetaStock™ for Windows

rev. 01/06/97

For interpretation refer to the article "Standard Error Bands", in the
September 96 issue of TASC, written by Jon Anderson.

21 period Upper Band (smoothed):

Mov((21 * Sum(Cum(1) * C,21) - Sum(Cum(1),21) * Sum(C,21)) / (21 *
Sum(Pwr(Cum(1),2),21) - Pwr(Sum(Cum(1),21),2)) * Cum(1) + (Mov(C,21,S) -
Mov(Cum(1),21,S) * (21 * Sum(Cum(1) * C,21) - Sum(Cum(1),21) * Sum(C,21))/
(21 * Sum(Pwr(Cum(1),2),21) - Pwr(Sum(Cum(1),21),2)))
+2*(Sqrt(((Sum(Power(C,2),21)-(Power(Sum(C,21),2)/21))
-((Sum(Cum(1)*C,21))-((Sum(Cum(1),21)*Sum(C,21)/21)))/
((Sum(Power(Cum(1),2),21))-(Power(Sum(Cum(1),21),2)/21))
*((Sum(Cum(1)*C,21))-((Sum(Cum(1),21)*Sum(C,21)/21)))) /19)),3,S)

21 period Lower Band (smoothed):

Mov((21 * Sum(Cum(1) * C,21) - Sum(Cum(1),21) * Sum(C,21)) / (21 *
Sum(Pwr(Cum(1),2),21) - Pwr(Sum(Cum(1),21),2)) * Cum(1) +(Mov(C,21,S) -
Mov(Cum(1),21,S) * (21 * Sum(Cum(1) * C,21) - Sum(Cum(1),21) * Sum(C,21))/
(21 * Sum(Pwr(Cum(1),2),21) - Pwr(Sum(Cum(1),21),2))) -
2*(Sqrt(((Sum(Power(C,2),21)-(Power(Sum(C,21),2)/21)) -((Sum(Cum(1)*C,21))-
((Sum(Cum(1),21) * Sum(C,21)/21))) / ((Sum(Power(Cum
(1),2),21))-(Power(Sum(Cum(1),21),2)/21))*((Sum(Cum(1)*C,21))-
((Sum(Cum(1),21)*Sum(C,21)/21)))) /19)),3,S)

21 period R2 (smoothed):

Mov((Pwr(Corr(Cum(1),C,21,0),2)),3,S)

21 period Regression Slope:

(((Sum(Cum(1)*C,21))-(Sum(Cum(1),21)*Sum(C,21)/21)) /
((Sum(Power(Cum(1),2),21))-(Power(Sum(Cum(1),21),2)/21)))

21 period %A:

((C-Fml("21 period lower band (smoothed)")) / (Fml("21 period upper
band(smoothed)") -Fml("21 period lower band (smoothed)")))

21 period Regression (smoothed):

Mov((21*Sum(Cum(1)*C,21)-Sum(Cum(1),21)*Sum(C,21))/
(21*Sum(Pwr(Cum(1),2),21)-Pwr(Sum(Cum(1),21),2))*Cum(1) +(Mov(C,21,S) -
Mov(Cum(1),21,S) * (21*Sum(Cum(1) * C,21) -
Sum(Cum(1),21)*Sum(C,21))/(21*Sum(Pwr(Cum(1),2),21)
-Pwr(Sum(Cum(1),21),2))),3,S)