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<DIV><FONT face=Arial size=2>Dave:</FONT></DIV>
<DIV> </DIV>
<DIV><FONT face=Arial size=2>A couple comments. You can get around the
problem with variables in the HHV and LLV functions by using LastValue(currlen)
rather than just currlen. Also, the smoothing in the definition of stochma
will give you a simple moving average instead of exponential. Instead, try
stochma:= Mov(stoch, 3, Exponential);</FONT></DIV>
<DIV> </DIV>
<DIV><FONT face=Arial size=2>You also need a different variable name for stoch,
since this is also a function name.</FONT></DIV>
<DIV> </DIV>
<DIV><FONT face=Arial size=2>Regards.</FONT></DIV>
<DIV> </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>
<A href="mailto:dave.nadeau@xxxxxxxx"; title=dave.nadeau@xxxxxxxx>Dave
Nadeau</A> </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> Thursday, June 29, 2000 12:40
PM</DIV>
<DIV style="FONT: 10pt arial"><B>Subject:</B> Re: adaptive stochastic
oscillator</DIV>
<DIV><BR></DIV>Here's what I come up with. It doesn't work, and I've run
into this issue when trying to solve some other problems.
<P>Does anyone have any ideas for circumventing the problem of putting a
variable into the "periods" part of the HHV or LLV functions?
<P>This gives an error when you try to put the code below into Metastock <FONT
color=#3333ff>(in blue)</FONT>:
<BR>--------------------------------------------------------------------------------------------------
<BR>{-- © 2K Tushar Chande; Adaptive Stochastic Oscillator --}
<BR> vars: v1(0), v2(0), v3(0),
v4(0) ; <BR> vars: lenmax(28),
lenmin(7), currlen(0) ; <BR> vars:
hh(0), ll(0), stoch(0), stochma(0) ;
<P><FONT color=#3333ff>lenmax:= 28;</FONT> <BR><FONT color=#3333ff>lenmin:=
7;</FONT> <BR><FONT color=#3333ff>currlen:= 0;</FONT>
<P>{-- Calculate 20-day std. Dev. And its 20-day range --}
<BR> v1 = stddev(c,20) ;
<BR> v2 = highest(v1, 20) ;
<BR> v3 = lowest(v1, 20) ;
<P><FONT color=#3333ff>v1:= Stdev(Close, 20);</FONT> <BR><FONT
color=#3333ff>v2:= HHV(v1,20);</FONT> <BR><FONT color=#3333ff>v3:=
LLV(v1,20);</FONT> <BR> <BR>{-- Create v4: stochastic oscillator for
20-day std. dev. --} <BR>{-- if v1=v2 (highest level) => v4 = 1; if v1=v3
(lowest level) => v4=0 --}
<P> if (v2-v3) > 0 then v4 = ((v1
- v3)/(v2-v3)) Else v4 = 0 ;
<P><FONT color=#3333ff>v4:=If((v2-v3)>0,((v1 - v3)/(v2-v3)),0);</FONT>
<P>{-- Calculate current effective length; if v4 = 1, then length = mininum
--} <BR> <BR> currlen =
IntPortion(lenmin + (lenmax-lenmin)*(1-v4)) ;
<P><FONT color=#3333ff>currlen:= If(v4=1,lenmin,(Int(lenmin +
(lenmax-lenmin)*(1-v4))));</FONT>
<P>{-- Calculate stochastic oscillator and its 3-day exponential average --}
<P> hh = highest(h, currlen) ;
<BR> ll = lowest(l, currlen) ;
<BR> if (hh-ll) > 0 then stoch =
((close - ll)/(hh - ll)) * 100 ;
<BR> if currentbar = 1 then stochma
= 0 else
<BR>
stochma = 0.5*stoch + 0.5*stochma[1] ;<FONT color=#3333ff></FONT>
<P><FONT color=#3333ff>hh:= HHV(High, currlen);</FONT> <BR><FONT
color=#3333ff>ll:= LLV(Low, currlen);</FONT> <BR><FONT
color=#3333ff>stoch:=If(((hh-ll)>0,((close - ll)/(hh - ll)) * 100,50)
</FONT><FONT color=#ff0000>{I set the error condition to a stochastic
midpoint...I'm open to any other ideas???}</FONT> <BR><FONT
color=#3333ff>stochma:= (.5*stoch)+(.5*Ref(stoch,-1))</FONT> <BR>
<BR>{-- Plot data --}
<P> plot1(stoch, "adapt_stoch") ;
<BR> plot2(stochma, "stochma") ;
<BR> plot3(80, "hi_ref") ;
<BR> plot4(20, "lo_ref") ;
<P><FONT color=#3333ff>stoch; stochma; 80; 20;</FONT>
<P>{ -- End of code --} <BR>----------------------------------
<P>Dave Nadeau</P></BLOCKQUOTE></BODY></HTML>
</x-html>From ???@??? Fri Jun 30 15:55:54 2000
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Date: Fri, 30 Jun 2000 15:57:25 -0400
From: iamken <iamken@xxxxxxxxxxxxxxx>
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Status:
iamken wrote:
> Re: Chande's Adaptive Stochastic Oscillator on page 10 of the S&C July
> issue.
>
> >...I'm open to any other ideas???
>
> Ok, then here's my interpertation,
WRONG WRONG WRONG! :-)
Lastvalue is NOT the solution, since it changes all prior Stochastic values
to the current one. Don't use the code I sent, because
it's....uh.....wrong.
Ken
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