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-----Mensaje original-----
De: metastock-digest <owner-metastock-digest@xxxxxxxxxxxxxxxxxx>
Para: metastock-digest@xxxxxxxxxxxxxxxxxx
<metastock-digest@xxxxxxxxxxxxxxxxxx>
Fecha: miércoles 4 de agosto de 1999 6:29
Asunto: metastock-digest V1 #679
>
>metastock-digest Wednesday, August 4 1999 Volume 01 : Number
679
>
>
>
>
>----------------------------------------------------------------------
>
>Date: Mon, 2 Aug 1999 21:34:43 +0200
>From: "A.J. Maas" <anthmaas@xxxxxx>
>Subject: Fw: LBRChat Room Opened Up on 8/2/99
>
>FWIW
>
>Regards,
>Ton Maas
>ms-irb@xxxxxxxxxxxxx
>Dismiss the ".nospam" bit (including the dot) when replying.
>
>
>- ----- Original Message -----
>From: MRCI - swm <swm@xxxxxxxx>
>To: A Maas
>Sent: maandag 2 augustus 1999 4:36
>Subject: LBRChat Room Opened Up on 8/2/99
>
>
>>
>>
>>
>> Dear Fellow Trader:
>>
>> You are invited to join the LBRChat Room on Monday and Tuesday, and
>> participate in an educational class on SP trading, Monday after the
>> close. Our trading room is always open on the first day of the month.
>> We are extending it this month, as Mark Cook will be our office guest
>> for the week, and will also be teaching after the close. On LBRChat,
>> we post analysis, educational notes, and our own trades throughout the
>> day in addition to supplying the jokes when times get slow! If you get
>> a chance to drop in, go to the main chat site at:
>> http://www.mtrader.com/linda.htm When it asks for a password, type
>> anything. We start at 8:15, but the main commentary starts at 9:15 EST.
>>
>> We are also working with Moore Research Center, Inc. to expand our
>> website to include our daily transcripts from the chat sessions,
>> trade sheets and system entry signals, in addition to the results
>> of all our current research including system results and updated
>> statistics from the Street Smarts book. We will let you know when
>> it is completed!
>>
>> Mark Cook and I will also be jointly teaching a 3-day real time fall
>> workshop called "Trading with an Edge". It will be devoted to short
>> term trading and scalping techniques in the S&Ps and Bonds. If you
>> are interested in more details you can go to:
>> http://www.mrci.com/lbr/daytrade
>>
>> If you wish to be deleted from our guest book, please reply to this
>> email with the word "REMOVE" entered as the subject. We use your
>> e-mail registration to send out notices of new stories and postings to
>> our site. We do not sell, rent, or lend out our list in any way!
>>
>> Best Wishes and I hope to see you on-line Monday!
>>
>> Linda Raschke
>>
>>
>>
>>
>>
>
>------------------------------
>
>Date: Mon, 2 Aug 1999 23:56:57 +0200
>From: "A.J. Maas" <anthmaas@xxxxxx>
>Subject: Re: Welles Wilder's Relative Strength Index (RSI)
>
>This is a multi-part message in MIME format.
>
>- ------=_NextPart_000_0077_01BEDD42.B4537160
>Content-Type: text/plain;
> charset="iso-8859-1"
>Content-Transfer-Encoding: 7bit
>
>The formula for calculating the RSI is:
>rsi=100-(100/(1+rs))
>where:
>rs = average of x day's up closes divided by average of x day's down closes
>
>Or, as can also be read in the MS65-man (p. 488) :
>
>The RSI is a fairly simple formula, but is difficult to explain without
>pages of examples.
>The basic formula is:
>
>RSI=100-(100/(1+(U/D)))
>
>Where:
>U = An average of upward price change.
>D = An average of downward price change.
>MetaStock prompts you to enter the number of time periods in the averages.
>
>This Custom RSI-formula printed below, too can be found on Equis' Website,
>but now on page
>http://www.equis.com/customer/support/formulas/cf00075.html
>Equis' Bill Forman suggested its use, and was accompanied by a brief
>explanation, in an email
>(Dated 19981102 - Subject: RE: Relative Strength Index) and as such his
mail
>contained some
>more additional info to what is already been printed on the -below- webpage
>itself.
>
>>From eye-balling couldn't notice a difference between the on the
>"cf00075.html" page printed
>formula and the on the "cf00098.html" printed formula (as suggested by
>Nicholas), but noticed
>that the 75-version was parsed a little bit better and therefore easier to
>read (when working on
>your own version, eg to do some changes).
>Applying other indicators for underlying values, naturaly, will force you
to
>do some work especially
>to the "B:" function AND the further in "Z:" + "Y:" used underlays (eg here
>the O,H,L,C,V will have
>to be replaced by f.i. a H-L range or just another indicator type like
>MACD() or etc. ................).
>Note that the (by me added) at the end used "RSIV:" is an adjustment that
is
>only "opticaly" required
>here, for in the way that this formula source code is here written, it is
>not a straight RSI
>< but it is now written for an > "Relative Strength Volume
Index"-indicator.
>
>Regards,
>Ton Maas
>ms-irb@xxxxxxxxxxxxx
>Dismiss the ".nospam" bit (including the dot) when replying.
>
>
>===========================================
>
>Wilder uses his own form of "exponential" smoothing in his RSI. That is
>why the function "Wilders Smoothing" was added to version 6.5 of
>MetaStock for Windows 95 & NT. Basically, on day 15 and all subsequent
>days, Wilder takes the previous average up close and multiplies it by
>13, add today's up close (if any) and divides that value by 14. He does
>the same with the average Down close. You then divide the ups by the
>downs, add 1.00 to it and divide that into 100 and then subtract that
>result from 100. You have the RSI. Note how he uses a value multiplied
>by 13 and divides by 14 for a 14 time period RSI.
>
>To match this in a custom formula, you must use the "Wilders Smoothing"
>function.
>
>Here is a custom formula to use other than the close in the calculation.
>It is posted on our web page.
>
>Equis Support
>http://www.equis.com/
>http://www.equis.com/customer/support/
>Please include previous email answers and questions in your response.
>
>
>
>Custom Relative Strength Index formula (for MetaStock 6.5 only)
>
>This formula will request the price data array to use when plotting. If you
>plan to use this in an exploration
>or system test, be certain you change the default time periods and price
>data array selection to the inputs
>you wish as the exploration or system test will not prompt for the input,
it
>will use the default values.
>For more information, please review the sections in the MetaStock 6.5
manual
>on inputs and variables.
>
>Q:=Input("Time Periods",1,1000,14);
>
>B:=Input("Field: 1=Close, 2=Open, 3=High, 4=Low, 5=Volume",1,5,1);
>
>Z:=If(B=1,Wilders(If(ROC(C,1,$)>0,ROC(C,1,$),0),LastValue(Q)),
>
> If(B=2,Wilders(If(ROC(O,1,$)>0,ROC(O,1,$),0),LastValue(Q)),
>
> If(B=3,Wilders(If(ROC(H,1,$)>0,ROC(H,1,$),0),LastValue(Q)),
>
> If(B=4,Wilders(If(ROC(L,1,$)>0,ROC(L,1,$),0),LastValue(Q)),
>
> Wilders(If(ROC(V,1,$)>0,ROC(V,1,$),0),LastValue(Q))))));
>
>Y:=If(B=1,Wilders(If(ROC(C,1,$)<0,Abs(ROC(C,1,$)),0),LastValue(Q)),
>
> If(B=2,Wilders(If(ROC(O,1,$)<0,Abs(ROC(O,1,$)),0),LastValue(Q)),
>
> If(B=3,Wilders(If(ROC(H,1,$)<0,Abs(ROC(H,1,$)),0),LastValue(Q)),
>
> If(B=4,Wilders(If(ROC(L,1,$)<0,Abs(ROC(L,1,$)),0),LastValue(Q)),
>
> Wilders(If(ROC(V,1,$)<0,Abs(ROC(V,1,$)),0),LastValue(Q))))));
>
>RS:=Z/Y;
>RSIV:=100-(100/(1+RS));
>RSIV
>
>===============================================
>
>- ----- Original Message -----
>From: Nicholas Kormanik <nkormanik@xxxxxxxxxx>
>To: <metastock@xxxxxxxxxxxxx>
>Sent: zondag 1 augustus 1999 2:12
>Subject: RE: Welles Wilder's Relative Strength Index (RSI)
>
>
>> Glen,
>>
>> Perhaps you can extract it from the following formulation:
>>
>> http://www.equis.com/customer/support/formulas/cf00098.html
>>
>> Best of luck,
>> Nicholas
>>
>>
>>
>>
>
>- ------=_NextPart_000_0077_01BEDD42.B4537160
>Content-Type: text/html;
> charset="iso-8859-1"
>Content-Transfer-Encoding: quoted-printable
>
><!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
><HTML><HEAD>
><META content=3D"text/html; charset=3Diso-8859-1" =
>http-equiv=3DContent-Type>
><META content=3D"MSHTML 5.00.2614.3401" name=3DGENERATOR>
><STYLE></STYLE>
></HEAD>
><BODY bgColor=3D#ffffff>
><DIV><FONT size=3D2><FONT size=3D2>
><DIV><FONT size=3D2>The formula for calculating the RSI is:=20
><BR>rsi=3D100-(100/(1+rs))</FONT></DIV>
><DIV><FONT size=3D2>where:</DIV></FONT>
><DIV><FONT size=3D2>rs =3D average of x day’s up closes divided by =
>average of x=20
>day’s down closes</FONT></DIV>
><DIV> </DIV>
><DIV><FONT size=3D2>Or, as can also be read in the MS65-man (p. 488)=20
>:</FONT></DIV>
><DIV> </DIV>
><DIV><FONT size=3D2>The RSI is a fairly simple formula, but is difficult =
>to=20
>explain without pages of examples.</FONT> </DIV>
><DIV><FONT size=3D2>The basic formula is:</FONT></DIV>
><DIV><FONT size=3D2><BR>RSI=3D100-(100/(1+(U/D)))<BR></FONT></DIV>
><DIV><FONT size=3D2>Where:<BR>U =3D An average of upward price =
>change.=20
><BR>D =3D An average of downward price change. <BR>MetaStock =
>prompts you=20
>to enter the number of time periods in the averages.</FONT></DIV>
><DIV> </DIV>
><DIV>
><DIV><FONT size=3D2>This Custom RSI-formula printed below, too can be =
>found on=20
>Equis' Website, but now on page</FONT></DIV>
><DIV><FONT size=3D2><A=20
>href=3D"http://www.equis.com/customer/support/formulas/cf00075.html";>http=
>://www.equis.com/customer/support/formulas/cf00075.html</A> </FONT><=
>/DIV>
><DIV>Equis' Bill Forman suggested its use, and was accompanied by a =
>brief=20
>explanation, in an email</DIV>
><DIV>(Dated 19981102 - Subject: RE: Relative Strength Index) and as such =
>his=20
>mail contained some</DIV>
><DIV>more additional info to what is already been printed on the =
>- -below-=20
>webpage itself.</DIV>
><DIV> </DIV>
><DIV>From eye-balling couldn't notice a difference between the on the=20
>"cf00075.html" page printed</DIV>
><DIV>formula and the on the "cf00098.html" printed formula (as suggested =
>by=20
>Nicholas), but noticed</DIV>
><DIV>that the 75-version was parsed a little bit better and therefore =
>easier to=20
>read (when working on</DIV>
><DIV>your own version, eg to do some changes).</DIV>
><DIV>Applying other indicators for underlying values, naturaly, will =
>force you=20
>to do some work especially</DIV>
><DIV>to the "B:" function AND the further in "Z:" + "Y:" used =
>underlays (eg=20
>here the O,H,L,C,V will have</DIV>
><DIV>to be replaced by f.i. a H-L range or just another indicator type =
>like=20
>MACD() or etc. ................).</DIV>
><DIV>Note that the (by me added) at the end used "RSIV:" is an =
>adjustment that=20
>is only "opticaly" required</DIV>
><DIV>here, for in the way that this formula source code is here written, =
>it is=20
>not a straight RSI</DIV>
><DIV>< but it is now written for an > "Relative Strength =
>Volume=20
>Index"-indicator.</DIV>
><DIV> </DIV></DIV>
><DIV><FONT size=3D2>Regards,<BR>Ton Maas<BR><A=20
>href=3D"mailto:ms-irb@xxxxxxxxxxxxx";>ms-irb@xxxxxxxxxxxxx</A><BR>Dismiss =
>the=20
>".nospam" bit (including the dot) when replying.</FONT></DIV>
><DIV> </DIV>
><DIV> </DIV></FONT></FONT></DIV>
><DIV><FONT =
>size=3D2>=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D
=
>=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D</FONT></D=
>IV>
><DIV> </DIV>
><DIV><FONT size=3D2><FONT size=3D2>Wilder uses his own form of =
>"exponential"=20
>smoothing in his RSI. That is<BR>why the function "Wilders =
>Smoothing" was=20
>added to version 6.5 of<BR>MetaStock for Windows 95 & NT. =
>Basically,=20
>on day 15 and all subsequent<BR>days, Wilder takes the previous average =
>up close=20
>and multiplies it by<BR>13, add today's up close (if any) and divides =
>that value=20
>by 14. He does<BR>the same with the average Down close. You =
>then=20
>divide the ups by the<BR>downs, add 1.00 to it and divide that into 100 =
>and then=20
>subtract that<BR>result from 100. You have the RSI. Note how =
>he uses=20
>a value multiplied<BR>by 13 and divides by 14 for a 14 time period=20
>RSI.<BR><BR>To match this in a custom formula, you must use the "Wilders =
>
>Smoothing"<BR>function.<BR><BR>Here is a custom formula to use other =
>than the=20
>close in the calculation.<BR>It is posted on our web page.<BR><BR>Equis=20
>Support<BR><A =
>href=3D"http://www.equis.com/";>http://www.equis.com/</A><BR><A=20
>href=3D"http://www.equis.com/customer/support/";>http://www.equis.com/cust=
>omer/support/</A><BR>Please=20
>include previous email answers and questions in your response.=20
><BR><BR></FONT></FONT></DIV>
><DIV><FONT size=3D2><FONT face=3D"Times New Roman" =
>size=3D5></FONT></FONT> </DIV>
><DIV><FONT size=3D2><FONT face=3D"Times New Roman" size=3D5>Custom =
>Relative Strength=20
>Index formula (for MetaStock 6.5 only)</FONT> </DIV>
><P></P>
><P>This formula will request the price data array to use when plotting. =
>If you=20
>plan to use this in an exploration<BR>or system test, be certain you =
>change the=20
>default time periods and price data array selection to the inputs<BR>you =
>wish as=20
>the exploration or system test will not prompt for the input, it will =
>use the=20
>default values.<BR>For more information, please review the sections in =
>the=20
>MetaStock 6.5 manual on inputs and variables.</P>
><P>Q:=3DInput("Time Periods",1,1000,14);<BR><BR>B:=3DInput("Field: =
>1=3DClose, 2=3DOpen,=20
>3=3DHigh, 4=3DLow,=20
>5=3DVolume",1,5,1);<BR><BR>Z:=3DIf(B=3D1,Wilders(If(ROC(C,1,$)>0,ROC(C=
>,1,$),0),LastValue(Q)),</P>
><P> =20
>If(B=3D2,Wilders(If(ROC(O,1,$)>0,ROC(O,1,$),0),LastValue(Q)),</P>
><P> =20
>If(B=3D3,Wilders(If(ROC(H,1,$)>0,ROC(H,1,$),0),LastValue(Q)),</P>
><P> =20
>If(B=3D4,Wilders(If(ROC(L,1,$)>0,ROC(L,1,$),0),LastValue(Q)),</P>
><P> &nbs=
>p; Wilders(If(ROC(V,1,$)>0,ROC(V,1,$),0),LastValue(Q))))));=
><BR><BR>Y:=3DIf(B=3D1,Wilders(If(ROC(C,1,$)<0,Abs(ROC(C,1,$)),0),LastV=
>alue(Q)),</P>
><P> If(B=3D2,Wilders(If(ROC(O,1,$)<0,Abs(=
>ROC(O,1,$)),0),LastValue(Q)),</P>
><P> =20
>If(B=3D3,Wilders(If(ROC(H,1,$)<0,Abs(ROC(H,1,$)),0),LastValue(Q)),</P>=
>
><P> =20
>If(B=3D4,Wilders(If(ROC(L,1,$)<0,Abs(ROC(L,1,$)),0),LastValue(Q)),</P>=
>
><P> &nbs=
>p; =20
>Wilders(If(ROC(V,1,$)<0,Abs(ROC(V,1,$)),0),LastValue(Q))))));<BR><BR>R=
>S:=3DZ/Y;<BR>RSIV:=3D100-(100/(1+RS));<BR>RSIV</P><!---END MAIN =
>PAGE---></FONT>
><DIV><FONT =
>size=3D2>=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D
=
>=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D
=
></FONT></DIV>
><DIV><FONT size=3D2></FONT> </DIV>
><DIV><FONT size=3D2>----- Original Message ----- </FONT></DIV>
><DIV><FONT size=3D2>From: Nicholas Kormanik <<A=20
>href=3D"mailto:nkormanik@xxxxxxxxxx";>nkormanik@xxxxxxxxxx</A>></FONT><=
>/DIV>
><DIV><FONT size=3D2>To: <<A=20
>href=3D"mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx</A>></=
>FONT></DIV>
><DIV><FONT size=3D2>Sent: zondag 1 augustus 1999 2:12</FONT></DIV>
><DIV><FONT size=3D2>Subject: RE: Welles Wilder's Relative Strength Index =
>
>(RSI)</FONT></DIV>
><DIV><BR></DIV><FONT size=3D2>> Glen,<BR>> <BR>> Perhaps you =
>can extract=20
>it from the following formulation:<BR>> <BR>> <A=20
>href=3D"http://www.equis.com/customer/support/formulas/cf00098.html";>http=
>://www.equis.com/customer/support/formulas/cf00098.html</A><BR>>=20
><BR>> Best of luck,<BR>> Nicholas<BR>> <BR>> <BR>> =
><BR>>=20
></FONT></BODY></HTML>
>
>- ------=_NextPart_000_0077_01BEDD42.B4537160--
>
>------------------------------
>
>Date: Mon, 2 Aug 1999 16:21:22 -0600
>From: "Nicholas Kormanik" <nkormanik@xxxxxxxxxx>
>Subject: RE: Can I keep my 'ems'??
>
>Ton Maas,
>
>"One can tell that your Config.sys line originates from a program (source)
>other than that of your OS, eg Windows 98...."
>
>Don't you just hate when they do that!!! Nasty little critters adding
lines
>and not telling me about it! I had no idea I could just go ahead and
delete
>those lines (keeping a backup, of course) in Win 98. Do you think that
>having these lines in there all this time has been in any way degrading
>system performance? (Though I'll probably be able to see for myself once
>they are out.)
>
>Thanks again for your help, and sorry to have been so off-topic.
>
>Nicholas
>
>------------------------------
>
>Date: Mon, 2 Aug 1999 20:13:25 -0500
>From: "Von Hef" <VonHef@xxxxxxxxxxxxx>
>Subject: Re: XL_ Excel Trading System Articles
>
>Walter,
> Thanks for the files! I opened the "Copy Of Ensemble.bas" with
>word97, but what kind of a file is a ".bas"?
>It has been real busy (I need to slow down), but I have been trying to code
>something called "Symmetrics" into MetaStock. I'm not sure it can be done
>so I may try it in Excel some time in the future.
> Later,
> Adam
>
>
>- ----- Original Message -----
>From: Walter Lake <wlake@xxxxxxxxx>
>To: Metastock bulletin board <metastock@xxxxxxxxxxxxx>
>Sent: Saturday, July 31, 1999 3:07 PM
>Subject: Fw: XL_ Excel Trading System Articles
>
>
>> Hi Adam
>>
>> Attached is about 15+ pages of sophisticated VBA code for a fully
>> functioning trading system. Lots of programming ideas you can use with
>your
>> Metastock programming. The spread sheet examples, which include the VBA
>code
>> and will display macro warnings when you open the XL file, are also
>included
>> at the download site. Ruggiero's articles in the magazine are not easy
but
>> are worth the effort.
>>
>> Best regards
>>
>> Walter
>>
>> ----- Original Message -----
>> From: Marlowe Cassetti <marlowec@xxxxxxx>
>> To: <xltraders@xxxxxxxxxxxxxx>
>> Sent: Friday, July 30, 1999 11:05 PM
>> Subject: XL_ Excel Trading System Articles
>>
>>
>> > I commend a series of articles (three or four) by Murray Ruggiero in
>> Futures
>> > Magazine. In the latest issue (August 99) he includes an example Excel
>> > trading system. The example can be downloaded from
>> > http://www.futuresmag.com/industry/downloads/downloads.html I just
>> > downloaded it and I'm anxious to give it a shot.
>> >
>> > Marlowe
>> >
>> >
>>
>
>------------------------------
>
>Date: Mon, 2 Aug 1999 20:46:39 -0500
>From: "Von Hef" <VonHef@xxxxxxxxxxxxx>
>Subject: Sorry.....
>
>Previous mail was meant to be private.
>
>------------------------------
>
>Date: Mon, 2 Aug 1999 21:09:05 -0500
>From: "Von Hef" <VonHef@xxxxxxxxxxxxx>
>Subject: Wheat........
>
> Look at wheat go!
>
>
>
>
>
|