|
PureBytes Links
Trading Reference Links
|
<x-html><!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
<HTML><HEAD>
<META content="text/html; charset=iso-8859-1" http-equiv=Content-Type>
<META content="MSHTML 5.00.2614.3401" name=GENERATOR>
<STYLE></STYLE>
</HEAD>
<BODY>
<DIV><FONT size=2>
<DIV><FONT size=2>The EPMA(14)-indicator you have mentioned is the same as the
Linnear Regresion Trendline(14)-indicator</FONT></DIV>
<DIV><FONT size=2>build-in MetaStock. </FONT><FONT size=2>But it is not the same
as the </FONT><FONT size=2>TSF(14)-indicator or the TSF(14)-function.
</FONT></FONT><FONT size=2>Adam is also</FONT></DIV>
<DIV><FONT size=2>right about the TSF-function's existance in MetaStock, as well
as that there is also a </FONT><FONT size=2>TSF-indicator
build-in.</FONT></DIV></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2>The Custom-2 indicator printed below </FONT><FONT size=2>will
give you </FONT><FONT size=2>the underlying calculation method for both
the</FONT></DIV>
<DIV><FONT size=2>TSF-indicator and the TSF-function, </FONT><FONT size=2>eg
the Time Series Forecast-indicator as well as that it is the
same</FONT></DIV>
<DIV><FONT size=2>calculation underlay </FONT><FONT
size=2>for </FONT><FONT size=2>the Time Series Forecast-function,
eg you can also use this (Custom-2) formula for</FONT></DIV>
<DIV><FONT size=2>creating any other </FONT><FONT size=2>formulas.</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2>Since you are keen to include the TRIX, have printed
RIGHT AT THE BOTTOM of this mail, a few previous</FONT></DIV>
<DIV><FONT size=2>TRIX-mails on this S&C-article. </FONT><FONT size=2>From
the in their mail used Filter, I have created an indicator for
MetaStock</FONT></DIV>
<DIV><FONT size=2>v6.5, eg the "</FONT><FONT size=2><FONT size=2>TIMESERIES TRIX
- Joe Luisi", </FONT>which is also printed </FONT><FONT size=2>(now right)
below.</FONT></DIV>
<DIV><FONT size=2>Both the 2-mails(right at the bottom) </FONT><FONT size=2>on
the Joe Luisi's S&C's article and </FONT><FONT size=2>the indicator(right
below) stemming</FONT></DIV>
<DIV><FONT size=2>from these mails, requires </FONT><FONT size=2>you to use
</FONT><FONT size=2>weekly data to get the best (Trend) results (see GIF in
mail-part2).</FONT></DIV>
<DIV><FONT size=2>Tho, find the daily version quit usable as well.</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2>I hope someday someone can explain to me the "</FONT><FONT
size=2>forecasting" value of the TSF (highly presented in
MetaStock),</FONT></DIV>
<DIV><FONT size=2>eg as in how I should use it in a parculiar way so as to
finaly get some forcasting results, as for up till now, this</FONT></DIV>
<DIV><FONT size=2>all still </FONT><FONT size=2>remains a big mistery
to me.</FONT></DIV>
<DIV><FONT size=2>I find Joe's and my own Trend-detection indicator (TM-Rally
Meter Osc)</FONT><FONT size=2> giving the right (very reliable)
information</FONT></DIV>
<DIV><FONT size=2>in Forecasting(see GIF in mail-part2). </FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>Regards,<BR>Ton Maas<BR><A
href="mailto:ms-irb@xxxxxxxxxxxxx";>ms-irb@xxxxxxxxxxxxx</A><BR>Dismiss the
".nospam" bit (including the dot) when replying.</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>=======================================</FONT></DIV>
<DIV><FONT size=2>TIMESERIES TRIX - Joe Luisi</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>{published in S&C - TASC article "Playing<BR>Trix" by Joe
Luisi (June 1997) and to be used on weekly
data}<BR>CLA:=TRIX(3);<BR>CLB:=Ref(TRIX(3),-1);<BR>CLC:=Mov(TRIX(3),8,TIMESERIES);<BR>CLD:=Ref(Mov(TRIX(3),8,TIMESERIES),-1);<BR>SHORT:=When(CLA,>,CLC)
AND When(CLB,<,CLD) AND<BR> When(CLA,<,0)AND
When(CLA,>,-2);<BR>LONG:=When(CLA,<,CLC) AND When(CLB,>,CLD)
AND<BR> When(CLA,>,0)AND
When(CLA,<,+2);<BR>If(LONG>0,+1,<BR>If(SHORT>0,-1,PREVIOUS))</FONT></DIV>
<DIV><FONT size=2><FONT size=2></FONT></FONT> </DIV>
<DIV><FONT size=2><FONT
size=2>=======================================</FONT></FONT></DIV>
<DIV><STRONG>Time Series Forecast</STRONG></DIV>
<DIV> </DIV>
<DIV><FONT size=2>
<DIV><FONT size=2><STRONG>Description</STRONG></FONT></DIV>
<DIV><FONT size=2>The Time Series Forecast indicator is based on the trend of a
security's price over a specified time period.</FONT></DIV>
<DIV><FONT size=2>The trend is determined by calculating a linear regression
trendline using the "least squares fit" method.</FONT></DIV>
<DIV><FONT size=2>The least squares fit technique fits a trendline to the data
in the chart by minimizing the distance between</FONT></DIV>
<DIV><FONT size=2>the data points and the linear regression trendline. Any
point along the Time Series Forecast is equal to</FONT></DIV>
<DIV><FONT size=2>the ending value of a Linear Regression trendline plus its
slope.</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2><FONT size=2><STRONG>Calculation</STRONG></FONT></FONT></DIV>
<DIV><FONT size=2>For example, the ending value of a Linear Regression trendline
(plus its slope) that covers 10 days will</FONT></DIV>
<DIV><FONT size=2>have the same value as a 10-day Time Series Forecast.
This differs slightly from the Linear Regression</FONT></DIV>
<DIV><FONT size=2>indicator (see Linear Regression Indicator) in that the Linear
Regression indicator does not add the slope</FONT></DIV>
<DIV><FONT size=2>to the ending value of the regression line. This makes
the TSF a bit more responsive to short term price</FONT></DIV>
<DIV><FONT size=2>changes. If you plot the TSF and the Linear Regression
indicator side-by-side, you’ll notice that the TSF</FONT></DIV>
<DIV><FONT size=2>hugs the prices more closely than the Linear Regression
indicator.</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>Rather than plotting a straight Linear Regression trendline,
the Time Series Forecast indicator plots the</FONT></DIV>
<DIV><FONT size=2>ending values of multiple Linear Regression trendlines.
The resulting Time Series Forecast indicator is</FONT></DIV>
<DIV><FONT size=2>sometimes referred to as a "moving linear regression" study or
a "regression oscillator".</FONT></DIV>
<DIV><FONT size=2><BR></FONT></FONT><FONT size=2><FONT size=2><FONT size=2><FONT
size=2><STRONG>Interpretation</STRONG></FONT></FONT></DIV></DIV>
<DIV><FONT size=2>The interpretation of a Time Series Forecast is similar to a
moving average. However, the</FONT></DIV>
<DIV><FONT size=2>Time Series Forecast-indicator has two advantages over moving
averages.</FONT></DIV>
<BLOCKQUOTE style="MARGIN-RIGHT: 0px">
<DIV>
<DIV style="MARGIN-RIGHT: 0px"><FONT size=2>1. Unlike a moving average, a Time
Series Forecast does not exhibit as much "delay".</FONT></DIV></DIV>
<DIV style="MARGIN-RIGHT: 0px"> <FONT size=2>Since the
indicator is "fitting" a line to the data points rather than averaging
them,</FONT></DIV>
<DIV style="MARGIN-RIGHT: 0px"> <FONT size=2>the Time
Series line is more responsive to price changes.<BR>2. As the name suggests,
the indicator can be used to forecast the next period's price.</FONT></DIV>
<DIV style="MARGIN-RIGHT: 0px"> <FONT size=2>This
estimate is based on the trend of the security's prices over the period
specified</FONT></DIV>
<DIV style="MARGIN-RIGHT: 0px"> <FONT size=2>(e.g., 20
periods). If the trend continues, the last point of the trendline (the
value of the</FONT></DIV>
<DIV style="MARGIN-RIGHT: 0px"> <FONT size=2>Time
Series Forecast) is forecasting the next period's
price.</FONT></FONT></FONT></DIV></BLOCKQUOTE>
<DIV><FONT size=2><STRONG>Parameters</STRONG></FONT></DIV>
<DIV><FONT size=2>The parameters for the Time Series Forecast are shown
below. These parameters are specified at the</FONT></DIV>
<DIV><FONT size=2>time the indicator is plotted. You can edit the parameters of
an existing plot by right-clicking on the</FONT></DIV>
<DIV><FONT size=2>indicator and choosing Properties from the shortcut
menu.<BR></FONT></DIV>
<DIV><FONT size=2>-Time Periods. Enter the number of time periods to use
when calculating the Time Series Forecast.</FONT></DIV>
<DIV><FONT
size=2>
The term "time periods" refers to days if the chart contains daily data,
weeks for</FONT></DIV>
<DIV><FONT
size=2>
weekly data, etc.<BR>-Price Field. Choose
the price field (i.e., open, high, low, or close) to use when
calculating</FONT></DIV>
<DIV><FONT
size=2>
the Time Series Forecast.</FONT></DIV>
<DIV><FONT size=2><STRONG>Custom-1</STRONG></FONT></DIV>
<DIV><FONT size=2>SYNTAX tsf( DATA ARRAY, PERIODS
)<BR>FUNCTION Calculates the predefined PERIODS Time Series Forecast
indicator of DATA ARRAY. <BR>EXAMPLE The formula "tsf( CLOSE, 10 )"
returns a 10-period Time Series Forecast of the closing prices.<BR>
<DIV><FONT size=2><STRONG></STRONG></FONT> </DIV>
<DIV><FONT size=2><STRONG>Custom-2</STRONG></FONT></DIV></FONT></DIV>
<DIV><FONT size=2>SYNTAX
LinearReg(WC(),14)+LinRegSlope(WC(),14)</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2>SEE ALSO Linear Regression Indicator and Forecast
Oscillator.</FONT></DIV>
<DIV><FONT
size=2>---------------------------------------------------------------------------------</FONT></DIV>
<DIV><STRONG>Linear Regression Indicator</STRONG></DIV>
<DIV> </DIV>
<DIV><FONT size=2>The Linear Regression indicator is based on the trend of a
security's price over a specified time period.</FONT></DIV>
<DIV><FONT size=2>The trend is determined by calculating a linear regression
trendline using the "least squares fit" method.</FONT></DIV>
<DIV><FONT size=2>The least squares fit technique fits a trendline to the data
in the chart by minimizing the distance</FONT></DIV>
<DIV><FONT size=2>between the data points and the linear regression
trendline. Any point along the Linear Regression</FONT></DIV>
<DIV><FONT size=2>indicator is equal to the ending value of a Linear Regression
trendline.</FONT></DIV>
<DIV><FONT size=2>For example, the ending value of a Linear Regression trendline
that covers 10 days will have the same</FONT></DIV>
<DIV><FONT size=2>value as a 10-day Linear Regression indicator. This
differs slightly from the Time Series Forecast indicator</FONT></DIV>
<DIV><FONT size=2>(see Time Series Forecast) in that the TSF adds the slope to
the ending value of the regression line.</FONT></DIV>
<DIV><FONT size=2>This makes the TSF a bit more responsive to short term price
changes.</FONT></DIV>
<DIV><FONT size=2>If you plot the TSF and the Linear Regression indicator
side-by-side, you’ll notice that the TSF hugs</FONT></DIV>
<DIV><FONT size=2>the prices more closely than the Linear Regression
indicator.</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>Rather than plotting a straight Linear Regression trendline,
the Linear Regression indicator plots the</FONT></DIV>
<DIV><FONT size=2>ending values of multiple Linear Regression
trendlines.</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>Interpretation</FONT></DIV>
<DIV><FONT size=2>The interpretation of a Linear Regression indicator is similar
to a moving average. However,</FONT></DIV>
<DIV><FONT size=2>the Linear Regression indicator has two advantages over moving
averages.<BR>Unlike a moving average, a Linear Regression indicator does not
exhibit as much "delay".</FONT></DIV>
<DIV><FONT size=2>Since the indicator is "fitting" a line to the data points
rather than averaging them,</FONT></DIV>
<DIV><FONT size=2>the Linear Regression line is more responsive to price
changes.<BR>The indicator is actually a forecast of the next periods
(tomorrow’s) price plotted today.</FONT></DIV>
<DIV><FONT size=2>The Forecast Oscillator plots the percentage difference
between the forecast price and the actual price.</FONT></DIV>
<DIV><FONT size=2>Tushar Chande suggests that when prices are persistently above
or below the forecast price, prices</FONT><FONT size=2> can</FONT></DIV>
<DIV><FONT size=2>be expected to snap back to more realistic levels. In
other words the Linear Regression indicator shows</FONT></DIV>
<DIV><FONT size=2>where prices should be trading on a statistical
basis.</FONT></DIV>
<DIV><FONT size=2>Any excessive deviation from the regression line should be
short-lived.</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>See also <FONT size=2>Linear Regression Trendline, <FONT
size=2>Linear Regression </FONT>Slope and </FONT>Time Series Forecast.
</FONT></DIV>
<DIV><FONT size=2><FONT
size=2>---------------------------------------------------------------------------------</FONT></FONT></DIV>
<DIV><STRONG>Linear Regression Trendline</STRONG></DIV>
<DIV> </DIV>
<DIV><FONT size=2>Linear regression is a statistical tool used to predict future
values from past values.</FONT></DIV>
<DIV><FONT size=2>In the case of security prices, it is commonly used as a
quantitative way to determine the underlying</FONT></DIV>
<DIV><FONT size=2>trend and when prices are overextended.<BR>A Linear Regression
trendline uses the least squares method to plot a straight line through
prices</FONT></DIV>
<DIV><FONT size=2>so as to minimize the distances between the prices and the
resulting trendline.<BR></FONT></DIV>
<DIV><FONT size=2>See Linear Regression Trendline and Raff Regression Channels
for more information on</FONT></DIV>
<DIV><FONT size=2> the Linear Regression
parameters.</FONT></DIV>
<DIV><FONT size=2><FONT size=2><FONT
size=2>---------------------------------------------------------------------------------</FONT></FONT></FONT></DIV>
<DIV><STRONG>Linear Regression Slope</STRONG></DIV>
<DIV> </DIV>
<DIV><FONT size=2>The Linear Regression method provides several useful outputs
for technical analysts, including the Slope.</FONT></DIV>
<DIV><FONT size=2>The Slope shows how much prices are expected to change per
unit of time. Some may remember this</FONT></DIV>
<DIV><FONT size=2>as “rise over run”.</FONT></DIV>
<DIV><FONT size=2><BR>Interpretation</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>It is helpful to consider Slope in relation to r-squared (see
r-squared). While Slope gives you the general</FONT></DIV>
<DIV><FONT size=2>direction of the trend (positive or negative), r-squared gives
you the strength of the trend.</FONT></DIV>
<DIV><FONT size=2>A high r-squared value can be associated with a high positive
or negative Slope. <BR>When the Slope of the trend first becomes significantly
positive, you could open a long position.</FONT></DIV>
<DIV><FONT size=2>You could sell, or open a short position when the Slope first
becomes significantly negative.</FONT></DIV>
<DIV><FONT size=2>You should refer to the table below to determine when a trend
is deemed “significant”.</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2>For example, if the 14-period Slope has recently turned from
negative to positive (i.e., crossed above zero),</FONT></DIV>
<DIV><FONT size=2>you may consider buying when r-squared crosses above the 0.27
level.</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>To determine if the trend is statistically significant for a
given x-period linear regression line, plot the</FONT></DIV>
<DIV><FONT size=2>r-squared indicator and refer to the following table.
This table shows the values of r-squared required</FONT></DIV>
<DIV><FONT size=2>for 95% confidence level at various time periods. If the
value is less than the critical values shown,</FONT></DIV>
<DIV><FONT size=2>you should assume that prices show no statistically
significant trend.</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>Numberof Periods r-squaredCritical Value(95%
confidence)<BR>5 0.77<BR>10 0.40<BR>14 0.27<BR>20 0.20<BR>25 0.16<BR>30 0.13<BR>50 0.08<BR>60 0.06<BR>120 0.03<BR>You
may even consider opening a short-term position opposite the prevailing trend
when you observe</FONT></DIV>
<DIV><FONT size=2>the Slope rounding off at extreme levels. For example,
if the Slope is at a relatively high level and begins</FONT></DIV>
<DIV><FONT size=2>to turn down, you may consider selling or opening a short
position.</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>There are numerous ways to use the linear regression outputs
of Slope and r-squared in trading systems.</FONT></DIV>
<DIV><FONT size=2>For more detailed coverage, refer to the book The New
Technical Trader by Tushar Chande and Stanley Kroll.</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>See also R-squared.</FONT></DIV>
<DIV><FONT size=2><FONT
size=2>---------------------------------------------------------------------------------</FONT></FONT></DIV>
<DIV><STRONG>Forecast Oscillator</STRONG></DIV>
<DIV> </DIV>
<DIV><FONT size=2>The Forecast Oscillator is an extension of the linear
regression based indicators made popular</FONT></DIV>
<DIV><FONT size=2>by Tushar Chande. The Forecast Oscillator plots the
percentage difference between the forecast price</FONT></DIV>
<DIV><FONT size=2>(generated by an x-period linear regression line) and the
actual price.</FONT></DIV>
<DIV><FONT size=2>The oscillator is above zero when the forecast price is
greater than the actual price.</FONT></DIV>
<DIV><FONT size=2>Conversely, it's less than zero if its below.</FONT></DIV>
<DIV><FONT size=2>In the rare case when the forecast price and the actual price
are the same, the oscillator would plot zero.</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>For more on linear regression analysis</FONT></DIV>
<DIV><FONT size=2>See Linear Regression Trendline, Linear Regression
Indicator, and Time Series Forecast.</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>===============================================</FONT></DIV>
<DIV> </DIV><FONT size=2>
<DIV>----- Original Message -----
<DIV>From: VonHef <<A
href="mailto:VonHef@xxxxxxxxxxxxx";>VonHef@xxxxxxxxxxxxx</A>></DIV>
<DIV>To: <<A
href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx</A>></DIV>
<DIV>Sent: dinsdag 11 mei 1999 23:30</DIV>
<DIV>Subject: Re: Time Series Forecast Formula</DIV></DIV>
<DIV><BR></DIV>
<DIV>> Hi Robert,<BR>> What version of MetaStock are you using? The
reason I ask<BR>> is that 6.5 has the TSF built-in. Here is the format to use
it:<BR>>
tsf( DATA ARRAY, PERIODS )<BR>> Would this work for you?<BR>> <BR>>
Best wishes,<BR>> Adam Hefner.<BR>>
VonHef@xxxxxxxxxxxxx<BR>> <BR>>
---------------------------------------<BR>> ----- Original Message
-----<BR>> From: Robert Lambert <<A
href="mailto:lambertb1@xxxxxxxxx";>lambertb1@xxxxxxxxx</A>><BR>> To: <<A
href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx</A>><BR>>
Sent: Tuesday, May 11, 1999 9:07 AM<BR>> Subject: Time Series Forecast
Formula<BR>> <BR>> <BR>> > All:<BR>> ><BR>> > I would
like to know if the following formula (taken from Equis<BR>> > website) is
actually the formula for the Time Series Forecast, or a<BR>> > modified
formula which is simply using the Time Series Forecast as part<BR>> > of
it's computation.<BR>> ><BR>> > I'm asking because I'd like to setup
a Time Series Forecast of an<BR>> > indicator as a crossover trigger,
rather than use a moving average. So,<BR>> > if I plug an indicator into
the below referenced formula( in place of<BR>> > the close value), will
this particular formula actually give me the<BR>> > Time Series Forecast
of the indicator, or will it give me something<BR>> > modified?<BR>>
><BR>> > Thanks in advance for feedback.<BR>> ><BR>>
><BR>> ><BR>> > The End Point Moving Average was introduced in
the October 95 issue of<BR>> > Technical Analysis of Stocks &
Commodities in the article "The End<BR>> > Point Moving Average", by
Patrick E. Lafferty.<BR>> > The exact formula for the End Point Moving
average is as follows:<BR>> ><BR>> > ( 14 * Sum( Cum( 1 ) * C,14 ) -
Sum( Cum( 1 ),14) * Sum( C,14) ) / (14<BR>> > * Sum( Pwr( Cum( 1 ),2),14 )
- Pwr( Sum( Cum( 1 ),14 ),2 ) ) * Cum( 1 )<BR>> > + (Mov(C,14,S) - Mov(
Cum( 1 ),14,S) * (14 * Sum( Cum( 1 ) * C,14) -<BR>> > Sum( Cum( 1 ),14 ) *
Sum( C,14) ) / (14 * Sum( Pwr( Cum( 1 ),2 ),14) -<BR>> > Pwr( Sum( Cum( 1
),14 ),2 ) ) )<BR>> ><BR>> > The above formula plots the last value
of a linear regression line of<BR>> > the previous 14 periods. The Time
Series Forecast takes this value and<BR>> > the slope of the regression
line to forecast the next day and then<BR>> > plots this forecasted price
as today's value.<BR>> ><BR>> ><BR>> ><BR>> >
_________________________________________________________<BR>> > Do You
Yahoo!?<BR>> > Free instant messaging and more at <A
href="http://messenger.yahoo.com";>http://messenger.yahoo.com</A><BR>>
<BR>> <BR>> <BR>></DIV>
<DIV>=====================================================</DIV>
<DIV>Long time in coming but here it is, sorry I am not in a cut and
past<BR>environ so it took me some time to type it up: After an uptrend, when
the<BR>mov crosses thru the trix expect a consolidation or emerging
downtrend.<BR><BR><BR>PERIODS: WEEKLY<BR><BR>COLA: TRIX(3)<BR>COLB:
REF(TRIX(3),-1)<BR>COLC: MOV(TRIX(3),8,TIMESERIES)<BR>COLD:
REF(MOV(TRIX(3),8,TIMESERIES),-1)<BR>COLE: C<BR><BR>Filter
enabled:yes<BR><BR>when(cola,>,colc)and when(colb,<,cold)and
when(cola,<,0)and<BR>when(cola,>,-2)<BR><BR>On Mon, 19 Jan 1998 18:40:31
-0500 Mike writes:<BR>><BR>>i tried it & i don't get the same
reults.<BR>>please copy & paste the formula & i'll give it another
shot.<BR>>thanks for sharing.<BR>><BR>>Mike</DIV>
<DIV>----------------------------------------------------------------------------</DIV>
<DIV>
<DIV>----- Original Message -----
<DIV>From: jeff </DIV>
<DIV>To: <<A
href="mailto:metastock-list@xxxxxxxxxxxxx";>metastock-list@xxxxxxxxxxxxx</A>></DIV>
<DIV>Sent: maandag 19 januari 1998 8:25</DIV>
<DIV>Subject: DJIA & TRIX</DIV></DIV>
<DIV><BR></DIV>> After reading an article on "playing trix" by Joe Luisi in
S&C June 97' I<BR>> used his 3 time period MOV of Trix to look for
advance signals. I have<BR>> set up a template and an exploration in
MS. All in all I am still<BR>> playing with it but found that a 3 week
trix seems to be predicting moves<BR>> in the DOW by at least a week in
advance. I load 25 weeks of data,<BR>> create the trix indicator with a
3 "time series" MOV on it. As the MOV<BR>> crosses the trix indicator
it gives signals, these were the most recent:<BR>> 10/5/97 - sell<BR>>
11/7/97 - buy<BR>> 12/12/97 - sell<BR>> 1/9/98 -
buy</FONT></DIV></BODY></HTML>
</x-html>From ???@??? Sat May 15 19:57:28 1999
Received: from listserv.equis.com (204.246.137.2)
by mail05.rapidsite.net (RS ver 1.0.2) with SMTP id 6453;
Sat, 15 May 1999 19:53:10 -0400 (EDT)
Received: (from majordom@xxxxxxxxx)
by listserv.equis.com (8.8.7/8.8.7) id RAA32130
for metastock-outgoing; Sat, 15 May 1999 17:31:22 -0600
X-Authentication-Warning: listserv.equis.com: majordom set sender to owner-metastock@xxxxxxxxxxxxx using -f
Received: from freeze.metastock.com (freeze.metastock.com [204.246.137.5])
by listserv.equis.com (8.8.7/8.8.7) with ESMTP id RAA32127
for <metastock@xxxxxxxxxxxxxxxxxx>; Sat, 15 May 1999 17:31:19 -0600
Received: from smtp02.wxs.nl (smtp02.wxs.nl [195.121.6.60])
by freeze.metastock.com (8.8.5/8.8.5) with ESMTP id RAA11874
for <metastock@xxxxxxxxxxxxx>; Sat, 15 May 1999 17:41:52 -0600 (MDT)
Received: from escom ([195.121.181.56]) by smtp02.wxs.nl
(Netscape Messaging Server 3.61) with SMTP id AAB2E7F;
Sun, 16 May 1999 01:29:11 +0200
Message-ID: <00ca01be9f2a$44cd4a60$LocalHost@xxxxx>
From: "A.J. Maas" <anthmaas@xxxxxx>
To: "Metastock-List" <metastock@xxxxxxxxxxxxx>
Subject: Re: Time Series Forecast Formula (part2)
Date: Sun, 16 May 1999 00:46:30 +0200
Organization: Ms-IRB
MIME-Version: 1.0
Content-Type: multipart/mixed;
boundary="----=_NextPart_000_005A_01BE9F35.89830220"
X-Priority: 3
X-MSMail-Priority: Normal
X-Mailer: Microsoft Outlook Express 5.00.2014.211
X-MimeOLE: Produced By Microsoft MimeOLE V5.00.2014.211
Sender: owner-metastock@xxxxxxxxxxxxx
Precedence: bulk
Reply-To: metastock@xxxxxxxxxxxxx
X-Loop-Detect: 1
X-UIDL: 93d16fb254dea043b5e4d88bf81b1e32.46
The TSF.gif (see explanation in mail-part1)
Regards,
Ton Maas
ms-irb@xxxxxxxxxxxxx
Dismiss the ".nospam" bit (including the dot) when replying.
Attachment Converted: "c:\eudora\attach\TSF.gif"
|