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BBKatta,
I did not convert the Reuters data of which I actually have much more than 6
years. It seems that the QP2 data is pretty clean and accurate for my needs
so I use only the older MS format data for back testing and use the Virtual
QP2 data for scanning, stock selection and timing. I hope this helps.
As far as Canadian data, I know that Reuters Trend Datalink has all the data
that you require but it is about $35 US for all Cdn stock and Indices (this
also includes all US stocks and indices). QP2 is by far one of the fastest
downloading and database updating.
Ed
-----Original Message-----
From: Dr. Katta <katta@xxxxxxx>
To: metastock@xxxxxxxxxxxxx <metastock@xxxxxxxxxxxxx>
Date: November 29, 1998 3:37 PM
Subject: Re: MACD periods, QP scans
>Dear Ed Middleton
>I am in a similar position of having a 6year Reuters metastock data.I would
>like to change over to QP2 like many of you guys. How did you manage
>changeover especialy of symbol convertion. Anyone has ideas regarding
>canadian stocks eg data vendors. Any suggestions will be appreciated
>BBKatta
>
>----------
>> From: Ed Middleton <jgelfand@xxxxxxx>
>> To: metastock@xxxxxxxxxxxxx
>> Subject: Re: MACD periods, QP scans
>> Date: Wednesday, November 25, 1998 7:50 PM
>>
>> Brooke,
>>
>> Your completely right. The canned formulation is different that QP2 and
>the
>> equation below. Let me get this straight. The canned MACD is MS is
>> actually the true MACD equation but most people use the version of the
>> equation below (i.e. the QP2 version)?
>>
>> I assume that most people use the equation below because it probably is
>much
>> simpler to use and program.
>>
>> thanks again,
>>
>> Ed
>>
>> -----Original Message-----
>> From: Brookemail@xxxxxxx <Brookemail@xxxxxxx>
>> To: metastock@xxxxxxxxxxxxx <metastock@xxxxxxxxxxxxx>
>> Date: November 25, 1998 2:12 PM
>> Subject: MACD periods, QP scans
>>
>>
>> >Ed: Try this formula for MACD, so you can use periods other than the 12,
>26
>> >and 9 in Metastock's canned formula:
>> >
>> >period1:=13;
>> >period2:=34;
>> >period3:=89;
>> >Mov(C,period1,E) - Mov(C,period2,E);
>> >Mov((Mov(C,period1,E) - Mov(C,period2,E)),period3,E)
>> >
>> >The first one is the MACD:
>> >
>> >Mov(C,period1,E) - Mov(C,period2,E);
>> >
>> >The second one is the signal line:
>> >
>> >Mov((Mov(C,period1,E) - Mov(C,period2,E)),period3,E)
>> >
>> >You can get the values for QP's MACD histogram in this Metastock
>formula:
>> >
>> >period1:=13;
>> >period2:=34;
>> >period3:=89;
>> >(Mov(C,period1,E) - Mov(C,period2,E))-(Mov((Mov(C,period1,E) -
>> >Mov(C,period2,E)),period3,E))
>> >
>> >The MACD histogram is just MACD minus the signal line. It's an
>oscillator
>> that
>> >shows when MACD crosses the signal line. The crossing point is zero.
>> >
>> >Try these periods for MACD:
>> >
>> >13, 34, 89
>> >
>> >5,35,4
>> >
>> >8, 17,9
>> >
>> >The first one (13,34,89) is a good longer-term MACD. The second (5,35,4)
>is
>> a
>> >good shorter-term one.
>> >
>> >Here's a QP scan that gives MACD values (for variable periods). Put in
>the
>> >periods you want:
>> >
>> >a:=8;
>> >b:=17;
>> >c:=9;
>> >
>> >Here's the scan:
>> >
>> >//MACD (Variable): Get values for MACD(0);
>> >//MACDSignal(0); Histogram; and Histogram Percent +/-
>> >//by Brooke
>> >
>> >output="macd.lst";
>> >//input="portfoli.lst";
>> >issuetype=common;
>> >exchange nyse,nasdaq,amex;
>> >DaysToLoad=500;
>> >
>> >integer a, b, c;
>> >float histogram, histogramprev, percentchange;
>> >
>> >a:=8;
>> >b:=17;
>> >c:=9;
>> >
>> >Set MACD = a,b,c;
>> >
>> >histogram:=MACD(0)-MACDSignal(0); //this creates oscillator to look
>> >//for macd crossing its signal line; 0 represents crossing point
>> >histogramprev:=MACD(-1)-MACDSignal(-1); //yesterday's value
>> >
>>
>>percentchange:=((histogram-histogramprev)/abs(histogramprev+.0000001))*100
;
>
>> >
>> >
>> >println Symbol:-3, ",", "Close: ":-3,Close(0):7:3,"," ,
>> > " MACD ", ",", MACD(0):7:4,"," , " MACDSignal ", ",",
>> > MACDSignal(0):7:4,"," , " Histogram ", ",", histogram:7:4,
>> >" Histogramprev ", ",", histogramprev:7:4,
>> >" Histogram percent +/- ", ",", percentchange:7:4;
>> >
>> >***********************
>> >
>> >Here's a scan that looks for MACD crossing the signal line:
>> >
>> >//MACD Crossing Signal Line (variable)
>> >//crossing signal line (variable), by Brooke
>> >
>> >output="macdcross.lst";
>> >//input="portfoli.lst";
>> >issuetype=common;
>> >exchange nyse,nasdaq,amex;
>> >DaysToLoad=500;
>> >
>> >integer a, b, c;
>> >float histogram, histogramprev, percentchange;
>> >
>> >a:=5;
>> >b:=35;
>> >c:=4;
>> >
>> >Set MACD = a,b,c;
>> >
>> >histogram:=MACD(0)-MACDSignal(0); //this creates oscillator to look
>> >//for macd crossing its signal line; 0 represents crossing point
>> >histogramprev:=MACD(-1)-MACDSignal(-1); //yesterday's value
>> >
>>
>>percentchange:=((histogram-histogramprev)/abs(histogramprev+.0000001))*100
;
>
>> >
>> >if histogram > 0 and
>> >histogramprev < 0 then
>> >println Symbol:-3, ",", "BUY , Close: ":-3,Close(0):7:3,"," ,
>> > " MACD ", ",", MACD(0):7:4,"," , " MACDSignal ", ",",
>> > MACDSignal(0):7:4,"," , " Histogram ", ",", histogram:7:4,
>> > " Histogram percent +/- ", ",", percentchange:7:4;
>> >endif;
>> >
>> >
>
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