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<DIV><FONT color=#000080 face=Arial><SPAN
class=250160302-16061999>Walter,</SPAN></FONT></DIV>
<DIV><FONT color=#000080 face=Arial><SPAN class=250160302-16061999> The
only thing I'd <SPAN class=78011917-16061999>question</SPAN> is which ATR
type and period <SPAN class=78011917-16061999>to</SPAN>
use.</SPAN></FONT></DIV>
<DIV><SPAN class=250160302-16061999></SPAN><FONT color=#000080
face=Arial> </FONT></DIV>
<DIV><FONT color=#000080 face=Arial><SPAN class=250160302-16061999>The built in
Wilder ATR uses 'his EMA', so the period is long [ 14 gives a true EMA of
27].</SPAN></FONT></DIV>
<DIV><SPAN class=250160302-16061999></SPAN><FONT color=#000080
face=Arial> </FONT></DIV>
<DIV><FONT color=#000080 face=Arial><SPAN class=250160302-16061999>Chandre used
a SMA of the TR for volatility-based stops, and I'd bet that is what
Brown uses.</SPAN></FONT></DIV>
<DIV><SPAN class=250160302-16061999></SPAN><FONT color=#000080
face=Arial> </FONT></DIV>
<DIV><FONT color=#000080 face=Arial><SPAN class=250160302-16061999>A custom
formula for the ATR (SMA or EMA) is</SPAN></FONT></DIV>
<DIV><SPAN class=250160302-16061999><FONT color=#000080
face=Arial>Len:=Input("Periods",1,400,89);<BR>(Mov((H - L + Abs(H -
Ref(C,-1)) + Abs(L - Ref(C,-1)) ),len,E))/2 <BR></FONT></DIV></SPAN>
<DIV><SPAN class=250160302-16061999></SPAN><FONT color=#000080
face=Arial> </FONT></DIV>
<DIV><FONT color=#000080 face=Arial><SPAN
class=250160302-16061999>Bob</SPAN></FONT></DIV></DIV>
<DIV> </DIV>
<DIV><FONT color=#000000 face=Arial size=2><A
href="mailto:bjagow@xxxxxxx";>bjagow@xxxxxxx</A></FONT></DIV>
<DIV> </DIV>
<BLOCKQUOTE style="MARGIN-RIGHT: 0px">
<DIV class=OutlookMessageHeader><FONT face="Times New Roman"
size=2>-----Original Message-----<BR><B>From:</B>
owner-metastock@xxxxxxxxxxxxx [mailto:owner-metastock@xxxxxxxxxxxxx]<B>On
Behalf Of</B> Walter Lake<BR><B>Sent:</B> Tuesday, June 15, 1999 6:34
PM<BR><B>To:</B> metastock@xxxxxxxxxxxxx<BR><B>Subject:</B> Re: Volatility
bands on Osc's<BR><BR></DIV></FONT>
<DIV><FONT size=2>Hi Bob</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>You're absolutely right.</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>Any suggestions on programming Brown's volatility bands into
either Excel or Metastock?</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>==============</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>{Is there a range of coefficients given in her book?
The<BR>CoefficientDown(2.1) and CoefficientUp(2.3) get inserted into the
formulas<BR>below, just like in
Metastock.}<BR><BR>Plot1[[Average[[RSI[Close,14]],6]]+[Coefup*[Average[TrueRangeCustom[[RSI[Clo<BR>se<BR>,14]],[RSI[Close,14]],[RSI[Close14]]],15]]],"Plot1"];<BR><BR>{The
code separates True Range into 2 parts: first the True Range then
the<BR>Average. Whereas in Metastock you only use ATR. What is the input for
the<BR>average and the ATR? 6 and
15?}<BR><BR>Plot2[[Average[[RSI[Close,14]],6]]-[Coefdwn*[Average[TrueRangeCustom[[RSI[Cl<BR>os<BR>e,14]],[RSI[Close,14]],[RSI[Close,14]]],15]]],"Plot2"];<BR><BR>{As
Adam suggested, the ATR will probably be calculated on the price and<BR>then
applied to the RSI
indicator}<BR><BR>Plot3[[RSI[Close,14]],"Plot3"];<BR><BR>=======</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>Best regards</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>Walter</FONT></DIV>
<BLOCKQUOTE
style="BORDER-LEFT: #000000 2px solid; MARGIN-LEFT: 5px; MARGIN-RIGHT: 0px; PADDING-LEFT: 5px; PADDING-RIGHT: 0px">
<DIV style="FONT: 10pt arial">----- Original Message ----- </DIV>
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><B>From:</B>
Bob Jagow </DIV>
<DIV style="FONT: 10pt arial"><B>To:</B> <A
href="mailto:metastock@xxxxxxxxxxxxx";
title=metastock@xxxxxxxxxxxxx>metastock@xxxxxxxxxxxxx</A> </DIV>
<DIV style="FONT: 10pt arial"><B>Sent:</B> Tuesday, June 15, 1999 3:45
PM</DIV>
<DIV style="FONT: 10pt arial"><B>Subject:</B> RE: Volatility bands on
Osc's</DIV>
<DIV><BR></DIV>
<DIV><FONT color=#000080 face=Arial>Walter,</FONT></DIV>
<DIV><FONT color=#000080 face=Arial> My Kaufman shows</FONT></DIV>
<DIV><FONT color=#000080 face=Arial> 2) H today - C
yesterday <FONT color=#ff0000>not</FONT></FONT></DIV>
<DIV><FONT color=#ff0000 face=Arial> 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> </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><A
href="mailto:bjagow@xxxxxxx";>bjagow@xxxxxxx</A> <<A
href="mailto:bjagow@xxxxxxx";
target=_blank>mailto:bjagow@xxxxxxx</A>><BR><BR><BR>-----Original
Message-----<BR>From: <A
href="mailto:owner-metastock@xxxxxxxxxxxxx";>owner-metastock@xxxxxxxxxxxxx</A><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>>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 <bjagow@xxxxxxx><BR>To:
<metastock@xxxxxxxxxxxxx><BR>Sent: Tuesday, June 15, 1999 12:03
PM<BR>Subject: RE: Volatility bands on Osc's<BR><BR><BR>> TR isn't based
on the open, Walter.<BR>> Did OT publish that? No wonder it
makes such amazing calls :o)<BR>><BR>> bjagow@xxxxxxx <<A
href="mailto:bjagow@xxxxxxx";
target=_blank>mailto:bjagow@xxxxxxx</A>><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 7:33 AM<BR>> To:
metastock@xxxxxxxxxxxxx<BR>> Subject: Re: Volatility bands on
Osc's<BR>><BR>><BR>> Adam, Lenny, Laurent, et all<BR>><BR>>
Here's the code for the Omni Trader Volatility Breakout System. It
has<BR>True<BR>> Range separated from the Average.<BR>><BR>> "...
the following calculations are made to arrive at the
Volatility<BR>Bands:<BR>><BR>> If<BR>> P = Periods used<BR>>
Range = Breakout Percentage (that is, 150 = 150%)<BR>> Then<BR>> R1 =
ABS(O today -C today)<BR>> R2 = ABS(O today - C yesterday)<BR>> TR =
Greater of R1, R2 {True Range calculation)<BR>> AVGTR = Average of TR of
P periods<BR>><BR><BR></FONT></P></BLOCKQUOTE></BLOCKQUOTE></BODY></HTML></x-html>From ???@??? Wed Jun 16 11:07:04 1999
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Date: Wed, 16 Jun 1999 12:47:57 -0500 (EST)
To: "'metastock@xxxxxxxxxxxxx'" <metastock@xxxxxxxxxxxxx>,
Gary <Gary@xxxxxxxxxxxxxxx>
Subject: RE: Faster MS Win 6.5 Explorations Using Cache???
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Gary writes:
> 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.
This is all well and good, but what settings do you (or anyone) use
once you install it? Monitoring the fact that I have a bottleneck
isn't doing much good; I want to *fix* it.
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