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James,
There's no such animal as a 1.5SMA for -opt1. You'll need to "bound"
both opt1 and opt2 test values to only positive integers in this formula
construction. The "-opt*" will create an effective negative lookback.
A Ref(*,+n) is how they play the game at your corner palm reading
establishment. <G>
Craig
James Wolf wrote:
>
> Hello all.
> I too am playing with the following formulas posted here lately.
> The optimized values I have come up with so far are 1.5 for Opt1 and -8 for
> Opt2.
> Running this on the S&P500 I noticed that it should have given a 'GO-Short'
> signal well before the recent decline. Somewhere around Aug 20th I would
> think.
> Looking at the formulas, the -8 for -Opt2 cancels out and turns into just 8.
> Now given that, will there be an 8 day lag in the indicator?
> Am I missing something obvious? Why the lack of a Short signal before the
> decline?
>
> Enter Long:
> (Mov(C,Opt1,S)-Ref(Mov(C,Opt1,S),-Opt2))>
> Ref(Mov(C,Opt1,S)-Ref(Mov(C,Opt1,S),-Opt2),-1) AND
> (Mov(C,Opt1,S)-Ref(Mov(C,Opt1,S),-Opt2))<0
>
> Enter Short:
> (Mov(C,Opt1,S)-Ref(Mov(C,Opt1,S),-Opt2))<
> Ref(Mov(C,Opt1,S)-Ref(Mov(C,Opt1,S),-Opt2),-1) AND
> (Mov(C,Opt1,S)-Ref(Mov(C,Opt1,S),-Opt2))>0
>
> __________________________
> James Wolf, KR9U
> jbwolf@xxxxxxxx (hm)
> jbwolf@xxxxxxxxxxxxxxx (wk)
> Fax: 219-637-7074
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