[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: Volatility bands on Osc's



PureBytes Links

Trading Reference Links

<x-html><!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
<HTML><HEAD><TITLE></TITLE>
<META content="text/html; charset=iso-8859-1" http-equiv=Content-Type>
<META content="MSHTML 5.00.2014.210" name=GENERATOR></HEAD>
<BODY>
<DIV><FONT color=#000080 face=Arial>Walter,</FONT></DIV>
<DIV><FONT color=#000080 face=Arial>&nbsp;My Kaufman shows</FONT></DIV>
<DIV><FONT color=#000080 face=Arial>&nbsp;2) H today&nbsp; - C yesterday&nbsp; 
<FONT color=#ff0000>not</FONT></FONT></DIV>
<DIV><FONT color=#ff0000 face=Arial>&nbsp;2) H today - L yesterday 
<BR></FONT></DIV>
<DIV><FONT color=#000080 face=Arial>With that change, all three of those defs 
are identical, leaving OT alone in left field.</FONT></DIV>
<DIV><FONT color=#000080 face=Arial></FONT>&nbsp;</DIV>
<DIV><FONT color=#000080 face=Arial>Bob<BR><BR></FONT><FONT 
face=Arial><BR><BR></DIV></FONT>
<P><FONT size=2><FONT face=Arial size=3>bjagow@xxxxxxx &lt;<A 
href="mailto:bjagow@xxxxxxx"; 
target=_blank>mailto:bjagow@xxxxxxx</A>&gt;<BR><BR><BR>-----Original 
Message-----<BR>From: owner-metastock@xxxxxxxxxxxxx<BR>[<A 
href="mailto:owner-metastock@xxxxxxxxxxxxx"; 
target=_blank>mailto:owner-metastock@xxxxxxxxxxxxx</A>]On Behalf Of Walter 
Lake<BR>Sent: Tuesday, June 15, 1999 11:54 AM<BR>To: 
metastock@xxxxxxxxxxxxx<BR>Subject: Re: Volatility bands on Osc's<BR><BR><BR>Hi 
Bob<BR><BR>Yep ... Page 82 of the OT systems book. This was part of the system 
that OT<BR>sold as an insert into MetaStock.<BR><BR>Anyway ... here are three 
more definitions of True Range<BR><BR>Kaufman refers to Wilder's DM or 
Directional Movement as True Range, i.e.<BR>the larger of<BR>1) H today - L 
today<BR>2) H today - L yesterday <BR>3) C yesterday - L 
today<BR><BR><BR>&gt;From the Metastock Custom formula collection: The 
Volatility Index (VI) is<BR>described by Wilder as:<BR>VI Today = (13 * VI Prev 
+ TR1) / 14 *where TR1 is today's true range.<BR>He defines the true range as 
the greatest of the following:<BR>The distance from today's high to today's 
low<BR>The distance from yesterday's close to today's high, or<BR>The distance 
from yesterday's close to today's low.<BR><BR><BR>Schwager's True Range = True 
High less True Low<BR>True High = max of H today and the previous days C 
(whichever is greater)<BR>True Low = min of L today and previous days 
C<BR>(whichever is less)<BR><BR>Best regards<BR><BR>Walter<BR><BR>-</FONT>---- 
Original Message -----<BR>From: Bob Jagow &lt;bjagow@xxxxxxx&gt;<BR>To: 
&lt;metastock@xxxxxxxxxxxxx&gt;<BR>Sent: Tuesday, June 15, 1999 12:03 
PM<BR>Subject: RE: Volatility bands on Osc's<BR><BR><BR>&gt; TR isn't based on 
the open, Walter.<BR>&gt;&nbsp;&nbsp; Did OT publish that? No wonder it makes 
such amazing calls :o)<BR>&gt;<BR>&gt; bjagow@xxxxxxx &lt;<A 
href="mailto:bjagow@xxxxxxx"; 
target=_blank>mailto:bjagow@xxxxxxx</A>&gt;<BR>&gt;<BR>&gt;<BR>&gt; 
-----Original Message-----<BR>&gt; From: owner-metastock@xxxxxxxxxxxxx<BR>&gt; 
[<A href="mailto:owner-metastock@xxxxxxxxxxxxx"; 
target=_blank>mailto:owner-metastock@xxxxxxxxxxxxx</A>]On Behalf Of Walter 
Lake<BR>&gt; Sent: Tuesday, June 15, 1999 7:33 AM<BR>&gt; To: 
metastock@xxxxxxxxxxxxx<BR>&gt; Subject: Re: Volatility bands on 
Osc's<BR>&gt;<BR>&gt;<BR>&gt; Adam, Lenny, Laurent, et all<BR>&gt;<BR>&gt; 
Here's the code for the Omni Trader Volatility Breakout System. It 
has<BR>True<BR>&gt; Range separated from the Average.<BR>&gt;<BR>&gt; "... the 
following calculations are made to arrive at the 
Volatility<BR>Bands:<BR>&gt;<BR>&gt; If<BR>&gt; P = Periods used<BR>&gt; Range = 
Breakout Percentage (that is, 150 = 150%)<BR>&gt; Then<BR>&gt; R1 = ABS(O today 
-C today)<BR>&gt; R2 = ABS(O today - C yesterday)<BR>&gt; TR = Greater of R1, R2 
{True Range calculation)<BR>&gt; AVGTR = Average of TR of P 
periods<BR>&gt;<BR><BR></FONT></P></BODY></HTML></x-html>From ???@??? Tue Jun 15 13:56:49 1999
Received: from listserv.equis.com (204.246.137.2)
	by mail02.rapidsite.net (RS ver 1.0.4) with SMTP id 02811;
	Tue, 15 Jun 1999 16:53:45 -0400 (EDT)
Received: (from majordom@xxxxxxxxx)
	by listserv.equis.com (8.8.7/8.8.7) id OAA00169
	for metastock-outgoing; Tue, 15 Jun 1999 14:18:48 -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 OAA00166
	for <metastock@xxxxxxxxxxxxxxxxxx>; Tue, 15 Jun 1999 14:18:45 -0600
Received: from proserver.QUOTES2 ([38.158.74.2])
	by freeze.metastock.com (8.8.5/8.8.5) with ESMTP id OAA03350
	for <metastock@xxxxxxxxxxxxx>; Tue, 15 Jun 1999 14:32:12 -0600 (MDT)
Received: by PROSERVER with Internet Mail Service (5.0.1457.3)
	id <LFPZ6NMD>; Tue, 15 Jun 1999 16:29:25 -0400
Message-ID: <40D998F0F082D2118BBE0040F634330B050282@xxxxxxxxx>
From: Gary <Gary@xxxxxxxxxxxxxxx>
To: "'metastock@xxxxxxxxxxxxx'" <metastock@xxxxxxxxxxxxx>
Subject: RE: Faster MS Win 6.5 Explorations Using Cache???
Date: Tue, 15 Jun 1999 16:29:16 -0400
X-Priority: 3
MIME-Version: 1.0
X-Mailer: Internet Mail Service (5.0.1457.3)
Content-Type: text/plain
Sender: owner-metastock@xxxxxxxxxxxxx
Precedence: bulk
Reply-To: metastock@xxxxxxxxxxxxx
X-Loop-Detect: 1
X-UIDL: 3b700f549641638ba3d45319052c8a7c.02


Try this program. It only changes the settings in your ini files, it is
not resident when your system is running. It can help optimize your
cache settings.

 Download Cacheman 3.60 from this link and install it. It will monitor
your free memory and swapping, and not consume any memory or system
resources since it's not a driver. It only runs on Windows 95 or 98.

http://members.xoom.com/ultimatum/

	Win 98 appears to have a worse cache algorithm than Win 98. It
runs a lot slower here than 95 does.

Gary

*
**         Quotes Plus(r)
***        http://www.qp2.com
****       1 800 627-9637
***
**     End of day Quotes and charts for NYSE
*              Amex and NASDAQ stocks


-----Original Message-----
From: Nicholas Kormanik [mailto:nkormanik@xxxxxxxxxx]
Sent: Tuesday, June 15, 1999 3:10 PM
To: metastock@xxxxxxxxxxxxx
Subject: Faster MS Win 6.5 Explorations Using Cache???


I, too, regularly rue the extreme bottleneck in disk activity when doing
explorations, feeling that with optimal cache the time taken should be
one-tenth, or less.

But, alas, I know of no way to tell Windows 98 to increase cache size.
I so
miss the old days of Norton disk cache.

Is there a way??  Is there a third-party cache program that we can
completely trust?

My system has 128 megs of RAM, and generally most of it sits idly, while
my
hard disk grinds away.

Thanks,
Nicholas