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To whom it may concern,
Please note that Dave Thomas has gone out of the country for the next 2
years on business and will no longer be using this email address.
Please would you no longer send to this address.
Thanking You
----- Original Message -----
From: "metastock-digest" <owner-metastock-digest@xxxxxxxxxxxxxxxxxx>
To: <metastock-digest@xxxxxxxxxxxxxxxxxx>
Sent: 07 February 2001 15:16
Subject: metastock-digest V1 #1264
>
> metastock-digest Wednesday, February 7 2001 Volume 01 : Number
1264
>
>
>
>
> ----------------------------------------------------------------------
>
> Date: Tue, 06 Feb 2001 22:26:54 -0000
> From: "john graham duff" <duffy2365@xxxxxxxxxxx>
> Subject: formula question
>
> hi
> could you please inform me how to write the formula
> for the STOCHASTICS (12,3,3) line to have crossed at the close today but
had
> not crossed at the close yesterday for rising and falling lines
>
> cheers, jd
> _________________________________________________________________________
> Get Your Private, Free E-mail from MSN Hotmail at http://www.hotmail.com.
>
> ------------------------------
>
> Date: Tue, 6 Feb 2001 22:51:35 -0000
> From: "David Jennings" <davidjennings@xxxxxxxxxxxxx>
> Subject: Re: Artificial Intelligence, expert and neural
>
> There are quite a few instances of success trading with either GAs or NNs.
I
> must confess, I found The Predictors a bit populist. I'd hoped to get some
> insighst into model structure. Quite a number of the banks put up big
money
> for research into fuzzy networks, GARCH and ARCH. $5M p.a. was a typical
> research budget.
>
> The ultimate Trading Guide is worth a read on how good GAs and NNs are. I
> must admit I'm a great fan of GAs for seeking optimal parameters for an
> indicator over a portfolio. Model structure is very important for trading
a
> market - whatever chaos theory tells us, and thus one can end up with an
> overly complex model which misses the point.
>
> My experience of NNs is that one has to be quite specific about one's
target
> e.g. predicting turning points etc.and then use them in combination. I'm
> convinced that a guy with sound experience in say Fib could do as good a
job
> as any NN. however, Lionel makes a strong point though, the beauty of AI
in
> general is that it can play multiple markets in multiple time frames
> simultaneously - and hence generate super normal gains or losses. There
was
> a group of guys from Rice university (whose names I've forgotten) who
> launched Frontier specialising in pattern recognition. They built trading
> systems and played the markets. The very absence of research papers from
> them suggests that they were successful!
>
> DJ
> - ----- Original Message -----
> From: "Lionel Issen" <lissen@xxxxxxxxx>
> To: <metastock@xxxxxxxxxxxxx>
> Sent: Tuesday, February 06, 2001 8:03 PM
> Subject: Re: Artificial Intelligence, expert and neural
>
>
> > Jeff:
> > A few years ago I read that the Bankers Trust of NY was spending a mint
> on
> > such things like neural nets, artificial intelligence and chaos systems.
> > Last year the Deusche Bank bought them out and like many foreign
companies
> > they are very secretive, and wont give an outsider the time of day. So
> there
> > is no way of finding out how successful these methods are.While current
> > daily prices are available on the net, charts are not.
> >
> > There was a recent book "The Predictors" about a group in the southwest
> (New
> > Mexico?) who were/are successful at this trading in esoteric
instruments.
> My
> > feeling is that if they were very successful, they'd make someone like
> > Buffett look like a penny ante player.
> > Lionel Issen
> > lissen@xxxxxxxxxxxxxx
> > ----- Original Message -----
> > From: "Jeff Haferman" <haferman@xxxxxxxxxxxxxxxxxxxxxxx>
> > To: <metastock@xxxxxxxxxxxxx>
> > Sent: Tuesday, February 06, 2001 11:51 AM
> > Subject: Re: Artificial Intelligence, expert and neural
> >
> >
> > >
> > > http://www.emsl.pnl.gov:2080/proj/neuron/neural/systems/shareware.html
> > >
> > > has quite a selection. Neuroforecaster/GA is geared specifically
> > > toward financial applications, and you can download a limited
> > > version. The shareware neural net package SNNS probably has the
> > > best reputation.
> > >
> > > But you're going to spend a lot of time training and tuning any
> > > expert system or neural net. The results I've seen indicate that
> > > neural nets are great at learning about past market activity,
> > > but I haven't seen any convincing results that show that
> > > they do better than random at predicting future activity.
> > >
> > > Jos Carlos Duarte Areia wrote:
> > > >I'm looking for this subject, anyone knows the best sites and
> softwares
> > (I
> > > >found any at TASC 2000 page 19, bonus issue)to look for ?
> > > >Thanks JCarlos
> > >
> >_________________________________________________________________________
> > > >Get Your Private, Free E-mail from MSN Hotmail at
> http://www.hotmail.com.
> > > >
> >
> >
>
> ------------------------------
>
> Date: Tue, 6 Feb 2001 17:53:39 -0500 (EST)
> From: Jeff Haferman <haferman@xxxxxxxxxxxxxxxxxxxxxxx>
> Subject: Re: Artificial Intelligence, expert and neural
>
> Lionel Issen wrote:
> >Jeff:
> >A few years ago I read that the Bankers Trust of NY was spending a mint
on
> >such things like neural nets, artificial intelligence and chaos systems.
> >Last year the Deusche Bank bought them out and like many foreign
companies
> >they are very secretive, and wont give an outsider the time of day. So
there
> >is no way of finding out how successful these methods are.While current
> >daily prices are available on the net, charts are not.
> >
> >There was a recent book "The Predictors" about a group in the southwest
(New
> >Mexico?) who were/are successful at this trading in esoteric instruments.
My
> >feeling is that if they were very successful, they'd make someone like
> >Buffett look like a penny ante player.
>
> Lionel,
> "The Predictors" is a book about "The Prediction Company".
> They have a website at http://www.predict.com/ but you won't
> find much there (yes, these companies are of course very
> secretive because they don't want to lose any edge).
> They are in Sante Fe, NM.
> Jeff
>
> ------------------------------
>
> Date: Tue, 6 Feb 2001 22:54:21 -0000
> From: "John R" <jrdrp@xxxxxxxxxxxxxxxx>
> Subject: Re: MS DOES under report volume by 100
>
> Neo,
>
> Not sure if I am missing your point but I have used data feed which
supplies
> volume in units and these unit volumes seem to show correctly in
Downloader
> Data Edit Window and also on Charts when cursor hovers over volume bar.
>
> What I have noticed, and logged some time ago with Equis support, is that
on
> large volumes, indeed for any plotted indicator with large value (> 99
> million on my system), the Data Window Panel will truncate high order
digits
> when it displays the value and gives no indication that it has done so.
> Equis reckon this may be related to fonts but I have not heard any further
> info. I am using V7.03 but I think previous versions were same.
>
> John
>
> - ----- Original Message -----
> From: neo <neo1@xxxxxxxxx>
> To: <metastock@xxxxxxxxxxxxx>
> Sent: Tuesday, February 06, 2001 6:57 PM
> Subject: MS DOES under report volume by 100
>
>
> > I raised this issue with technical support and MS does under report
volume
> > by 100. This is true in the charts and explorations. This is the email I
> > received from MS:
> >
> > It is, in fact, working as designed. That is the way we get the data
> > from the data vendors. Most of your data vendors will factorize their
> > data to avoid using unnecessary bandwidth to transmit a bunch of zeros.
> >
> > I suggest everyone email MS and request that the MS software correct
this
> > problem so that we see real volume on the charts and can use real volume
> #'s
> > in Explorations. This is their email address for suggestions:
> >
> > suggestions@xxxxxxxxx
> >
> > neo
> >
>
> ------------------------------
>
> Date: Tue, 6 Feb 2001 18:08:16 -0500
> From: "Michael Arnoldi" <arnoldi@xxxxxxxxxxxxx>
> Subject: exploration formula question
>
> if i have a password protected formula that requests a period to be
entered
> eg. 20
> it draws the chart real well.
>
> now i would like to write an exploration that will allow me to scan for
the
> indicator at a certain level. for example:
>
> the WB "cycles" requests a period: i enter 20.
>
> to scan for all charts where WB "cycles" with a 20 value is below 10.
> how do i write this:
>
>
> Fml("cycles")<10; period Fml("cycles")=20;
>
>
> any ideas ?
>
>
> mike arnoldi
>
> ------------------------------
>
> Date: Tue, 6 Feb 2001 17:09:02 -0600
> From: "jhmtn" <jhmtn@xxxxxxxxxxxxxxx>
> Subject: Double Stochastic
>
> This is a multi-part message in MIME format.
>
> - ------=_NextPart_000_0027_01C0905F.80D35400
> Content-Type: text/plain;
> charset="iso-8859-1"
> Content-Transfer-Encoding: quoted-printable
>
> I've run across references recently to an indicator called a "Double =
> Stochastic" indicator. It does not seem to be just another version of a =
> fast or slow stochastic and seems to bear some resemblence (but not =
> exactly) to the indicators known as the Stochastic RSI. The 'Double =
> Stochastic' supposedly picks swing highs and lows well.
>
> Does anyone know what the calculating formula for the 'Double =
> Stochastic' is? I'm not necessary looking for the Metastock code, but =
> if you have it that would be nice also.
>
> Thanks, .............. John
>
> - ------=_NextPart_000_0027_01C0905F.80D35400
> 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 http-equiv=3DContent-Type content=3D"text/html; =
> charset=3Diso-8859-1">
> <META content=3D"MSHTML 5.50.4611.1300" name=3DGENERATOR>
> <STYLE></STYLE>
> </HEAD>
> <BODY bgColor=3D#d9ffff>
> <DIV><FONT face=3DArial size=3D2>I've run across references recently to =
> an indicator=20
> called a "Double Stochastic" indicator. It does not seem to be =
> just=20
> another version of a fast or slow stochastic and seems to bear some =
> resemblence=20
> (but not exactly) to the indicators known as the Stochastic =
> RSI. The=20
> 'Double Stochastic' supposedly picks swing highs and lows=20
> well.</FONT></DIV>
> <DIV><FONT face=3DArial size=3D2></FONT> </DIV>
> <DIV><FONT face=3DArial size=3D2>Does anyone know what the calculating =
> formula for=20
> the 'Double Stochastic' is? I'm not necessary looking for the =
> Metastock=20
> code, but if you have it that would be nice also.</FONT></DIV>
> <DIV><FONT face=3DArial size=3D2></FONT> </DIV>
> <DIV><FONT face=3DArial size=3D2>Thanks, ..............=20
> John</FONT></DIV></BODY></HTML>
>
> - ------=_NextPart_000_0027_01C0905F.80D35400--
>
> ------------------------------
>
> Date: Tue, 6 Feb 2001 18:28:16 -0500
> From: "W Lake" <wlake@xxxxxxxxx>
> Subject: margin calculator
>
> Thanks for your emails
>
> You're probably looking for something like Margin Account Calculator for
XL.
> It has been greatly improved in the 2000 version. You won't bother to
> develop your own after you've seen it.
>
> It improved (bloated) from 404 KB to 1,179KB. Looking at all the sheets
and
> graphs it's hard to imagine that you would need any other functionality.
> Both for system testing and for trade testing.
>
> Most interesting for me is the futures data download from 4 major free
sites
> plus live data capability. Combined with other XL programs it's a major
> piece in Metastock-Excel integrated package. It has a nice user interface
> for setting up your contracts downloads etc. and works easily with
futures,
> options or both.
>
> Tailoring looks easy to accomplish. It could be adapted in several
different
> directions. The developer will apparently help you with modifications that
> you might like.
>
> Best regards
>
> Walter
>
> ------------------------------
>
> Date: Tue, 6 Feb 2001 16:13:57 -0700
> From: "Dave Nadeau" <dave_nadeau@xxxxxxxxx>
> Subject: RE: Trendiness or Congestion measurement - r-squared
+Linearregression Slope
>
> Al,
>
> I am another following your posts with much interest. I believe that
there
> are many on this list that are very interested, but I do understand about
> all the complaining. Unfortunately, I feel that we are missing some great
> facets of information exchange. You're like a teacher without a
> blackboard....
>
> I would enjoy seeing this as a private mailing if you prefer.
>
> Dave Nadeau
> Fort Collins, CO
>
> - -----Original Message-----
> From: owner-metastock@xxxxxxxxxxxxx
> [mailto:owner-metastock@xxxxxxxxxxxxx]On Behalf Of Al Taglavore
> Sent: Tuesday, February 06, 2001 9:22 AM
> To: metastock@xxxxxxxxxxxxx
> Subject: Re: Trendiness or Congestion measurement - r-squared
> +Linearregression Slope
>
>
> Bob>Could you post a picture of a chart
> (say of AMD) showing how you have set up the indicators?
>
> Would be glad to post except for two reasons:
> 1) Not so sure I know how to send a chart via e-mail. I Can try
HyperSnap.
> 2) There has been so very much discussion and complaints about sending
> charts as attachments that I prefer not to inflame this List. (I went
> through
> that period when this List was afire with flames, and caused many of us to
> refrain from any information sharing.) If you would send your e-mail
> address
> I will attempt to use HyperSnap and send a chart directly to you.
>
> You may also want to begin observations of WMT and IGT (NYSE) and watch
> the indicators we have been discussing. IGT is making new highs with a
> rising
> Slope line and a very low r-square factor. Insider action or exhaustion
> move?
>
> Al Taglavore
>
> - ----------
> > From: Bob Webb <Webb.Bob@xxxxxxxx>
> > To: metastock@xxxxxxxxxxxxx
> > Subject: Re: Trendiness or Congestion measurement - r-squared
> +Linearregression Slope
> > Date: Tuesday, February 06, 2001 8:05 AM
> >
> > Al,
> >
> > Thanks very much for your explanation. Could you post a picture of a
> chart
> > (say of AMD) showing how you have set up the indicators? (These are
brand
>
> > new ones to me).
> >
> > Thanks.
> >
> > Bob.
> >
> >
> > At 02:48 PM 05/02/01 -0600, you wrote:
> >
> > >B>(1) What do you mean by a "13 period slope"? A moving average? Or
> > >something
> > > > else
> > >
> > >13 Period Linear Regression Slope (listed in MS indicator list)
> > >
> > >B> (2) I trade primarily Cdn stocks. What exchange is DD? I'd like to
> > >download
> > > > it and see what you're talking about.
> > >
> > >NYSE. DD is the symbol for Dupont Corp.
> > >
> > >B> (3) Could you give an example of this trading technique with going
> long?
> > >
> > >See AMD (NYSE) with the slope rising 1-2, and the first close above the
> > >high of 1-4 occuring on 1-11 (my entry was on the close). My exit was
> 2-1
> > >when the new high was made and the stock traded below the high of the
> > >previous period.
> > >
> > >I am looking for a re-entry on this stock if the high of 1-18 (22.68)
is
> > >tested but not violated AND slope begins to rise from this level.
> (Touched
> > >22.96 at 13:45 EST and has risen to 24.02 today, but I was not at my
> > >screen. Perhaps EOD chart will give a signal within the next day or
> two.
> > >Perhaps not).
> > >
> > >Al Taglavore
> > >
> > >----------
> > > > From: Bob Webb <Webb.Bob@xxxxxxxx>
> > > > To: metastock@xxxxxxxxxxxxx
> > > > Subject: Re: Trendiness or Congestion measurement - r-squared +
> > >Linearregression Slope
> > > > Date: Monday, February 05, 2001 12:49 PM
> > > >
> > > > Al,
> > > > (1) What do you mean by a "13 period slope"? A moving average? Or
> > >something
> > > > else?
> > > >
> > > > (2) I trade primarily Cdn stocks. What exchange is DD? I'd like to
> > >download
> > > > it and see what you're talking about.
> > > >
> > > > (3) Could you give an example of this trading technique with going
> long?
> > > >
> > > > Thanks.
> > > >
> > > > Bob.
> > > >
> > > >
> > > > At 09:56 AM 05/02/01 -0600, you wrote:
> > > > >Yes, I think of Slope as the direction. The value indicates the
> degree
> > >of
> > > > >advance/decline. R-squared is a measurement or "presence of
trend",
> as
> > >I
> > > > >use it. I just completed a trade on DD that could paint a picture
> to
> > >aid
> > > > >in interpretation. If you will pull up the chart DD, open a 23
> period
> > > > >r-squared indicator
> > > > >(I use the oscillator style of display), then overlay a 13 period
> slope
> > > > >(line display), observe the period around 12/29. You will see how
> the
> > > > >slope began the decline while "r" was still at a high value. When
> "r"
> > > > >began to weaken, with Slope still in a downward movement, the first
> > >close
> > > > >below the lowest low of that period (1-3) made a low risk entry for
> a
> > >short
> > > > >sale. When Slope turned up for two consecutive days (1-24) and "r"
> was
> > > > >above 80, this was, for me, time to cover the short.
> > > > >
> > > > >I am also using a 23 period slope to observe the 13/23 crossing,
but
> I
> > >have
> > > > >not seen any significant benefit. Actually, I think this confuses
> the
> > > > >picture.
> > > > >
> > > > >As to your comment that Slope moves all over the place, that would
> > >suggest
> > > > >to me that there is very high volatility in that stock,or a
> tradable
> > >trend
> > > > >is not in place. Please send me a stock symbol so that I may plot
> what
> > >you
> > > > >are seeing. I am watching TXN, but the Slope signals have been
> late.
> > >But
> > > > >here again, there is no trend, as I see it. Rather, it is in a
> trading
> > > > >range. Again, this is simply way that I use the two indicators.
> > > > >
> > > > >Al Taglavore
> > > > >
> > > > >----------
> > > > > > From: Sean Taylor <sean.taylor@xxxxxxxx>
> > > > > > To: metastock@xxxxxxxxxxxxx
> > > > > > Subject: Re: Trendiness or Congestion measurement - r-squared +
> > >Linear
> > > > >regression Slope
> > > > > > Date: Sunday, February 04, 2001 11:24 PM
> > > > > >
> > > > > > Al,
> > > > > > I've been trying to combine r-squared with Linear Regression
> Slope.
> > >Not
> > > > > > always easy determining how to interpret them.
> > > > > > I know r-squared values below a certain amount mean there is no
> > > > >statistical
> > > > > > significance. But with larger numbers, the Slope value can still
> move
> > >all
> > > > > > over the place. Is it more the direction of the slope rather
> than
> > >the
> > > > >value
> > > > > > itself?
> > > > > > It's probably just trial and error.
> > > > > > Thanks,
> > > > > > Sean
> > > > > >
> > > > > > ----- Original Message -----
> > > > > > From: "Al Taglavore" <altag@xxxxxxxxxx>
> > > > > > To: <metastock@xxxxxxxxxxxxx>
> > > > > > Sent: Friday, February 02, 2001 11:02 AM
> > > > > > Subject: Re: Trendiness or Congestion measurement
> > > > > >
> > > > > >
> > > > > > > Consider using 'r-squared' with regression slope; "r"
> indicating
> > >the
> > > > > > > strength of the trend, sans noise, and the slope to indicate
> the
> > > > >direction
> > > > > > > of the trend.
> > > > > > >
> > > > > > > Al Taglavore
> > > > > > >
> > > > > > > ----------
> > > > > > > > From: Sean Taylor <sean.taylor@xxxxxxxx>
> > > > > > > > To: Metastock List <metastock@xxxxxxxxxxxxx>
> > > > > > > > Subject: Trendiness or Congestion measurement
> > > > > > > > Date: Friday, February 02, 2001 9:09 AM
> > > > > > > >
> > > > > > > > I've recently re-discovered the quality of the User manual.
> The
> > > > > > > > interpretations of various indicators offer useful advise.
> > > > > > > > Take the Stochastic. I'm looking to use Overbought/Oversold
> > > > >indicators.
> > > > > > > > The manual recommends that these work best in non-trending
> > >markets
> > > > >and
> > > > > > > that
> > > > > > > > 'r-squared', CMO and VHF might be used to determine this.
> > > > > > > > I tried r-squared (RSquared(C, 14) <0.27) which improved
the
> > >system
> > > > > > > results
> > > > > > > > significantly. But it does seem to traverse extremes very
> > >readily
> > > > >and
> > > > > > > give
> > > > > > > > false signals.
> > > > > > > >
> > > > > > > > Are there some favorites out there for indicating congestion
> or
> > > > > > > trendiness
> > > > > > > > and their strength ?
> > > > > > > >
> > > > > > > > Thanks,
> > > > > > > > Sean
> > > > > > >
> > > >
> > > >
> > > > ==============+==============
> > > > Robert L. Webb
> > > > Webb.Bob@xxxxxxxx
> > > > ===============+=============
> >
> >
> > ==============+==============
> > Robert L. Webb
> > Webb.Bob@xxxxxxxx
> > ===============+=============
>
>
> _________________________________________________________
> Do You Yahoo!?
> Get your free @yahoo.com address at http://mail.yahoo.com
>
> ------------------------------
>
> Date: Tue, 6 Feb 2001 17:36:12 -0600
> From: "BL" <blee7@xxxxxxxxxxxxxx>
> Subject: Re: Artificial Intelligence, expert and neural
>
> I've been using NNs about 2-1/2 years and have personally found them to be
> best at developing non-linear technical indicators although I have had
> success with the more traditional "trading" NN's.
>
> HiTech Analytics, LLC
> Brian K. Lee
> www.hitech-analytics.com
>
> The results I've seen indicate that neural nets are great at learning
about
> past market activity, but I haven't seen any convincing results that show
> that they do better than random at predicting future activity.
>
> ------------------------------
>
> Date: Tue, 6 Feb 2001 17:24:38 -0700
> From: "Dave Nadeau" <dave_nadeau@xxxxxxxxx>
> Subject: RE: formula question
>
> John,
>
> I'm not sure if you are asking for the stochastics formula itself or the
> implementation using MetaStock's built in formula. I'll assume the
latter..
>
> {Fast Stochastic, with variables 12,3}
> FAST:=Stoch(12,3);
> {This is the "fast" line with smoothing of 3 periods}
> SLOW:=Mov(FAST,3,S);
> {The "slow" stochastic is just a simple moving average of the fast}
>
> {For the FAST crossing up through the SLOW}
> UP:=Cross(FAST,SLOW);
> {Likewise for the crossing down through the SLOW}
> DWN:=Cross(SLOW,FAST);
>
> If you would rather trigger off of the threshold lines, such as 70 or 30,
> just substitute those values for FAST or SLOW above.
>
> Since the built in formula for stochastics is built off of the closing
> price, this should give you the signals that you are looking for having
> crossed today. If you want to add the additional test of not having
crossed
> yesterday use the formula
>
> Ref(UP,-1)<>1; {This tests that the UP signal wasn't generated yesterday}
>
> You can do the same for the down signal, and combine these as you like.
>
> Dave Nadeau
> Fort Collins, CO
>
> - -----Original Message-----
> From: owner-metastock@xxxxxxxxxxxxx
> [mailto:owner-metastock@xxxxxxxxxxxxx]On Behalf Of john graham duff
> Sent: Tuesday, February 06, 2001 3:27 PM
> To: metastock@xxxxxxxxxxxxx
> Subject: formula question
>
>
> hi
> could you please inform me how to write the formula
> for the STOCHASTICS (12,3,3) line to have crossed at the close today but
had
> not crossed at the close yesterday for rising and falling lines
>
> cheers, jd
> _________________________________________________________________________
> Get Your Private, Free E-mail from MSN Hotmail at http://www.hotmail.com.
>
>
> _________________________________________________________
> Do You Yahoo!?
> Get your free @yahoo.com address at http://mail.yahoo.com
>
> ------------------------------
>
> Date: Tue, 6 Feb 2001 18:47:20 -0600
> From: "jhmtn" <jhmtn@xxxxxxxxxxxxxxx>
> Subject: Double Stochastic Indicator
>
> This is a multi-part message in MIME format.
>
> - ------=_NextPart_000_00F3_01C0906D.3C935F20
> Content-Type: text/plain;
> charset="iso-8859-1"
> Content-Transfer-Encoding: quoted-printable
>
> I've run across references recently to an indicator called a "Double =
> Stochastic" indicator. It does not seem to be just another version of a =
> fast or slow stochastic and seems to bear some resemblence (but not =
> exactly) to the indicators known as the Stochastic RSI. The 'Double =
> Stochastic' supposedly picks swing highs and lows well.
>
> Does anyone know what the calculating formula for the 'Double =
> Stochastic' is? I'm not necessary looking for the Metastock code, but =
> if you have it that would be nice also.=20
>
> Thanks, .............. John
>
> - ------=_NextPart_000_00F3_01C0906D.3C935F20
> 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 http-equiv=3DContent-Type content=3D"text/html; =
> charset=3Diso-8859-1">
> <META content=3D"MSHTML 5.50.4611.1300" name=3DGENERATOR>
> <STYLE></STYLE>
> </HEAD>
> <BODY bgColor=3D#d9ffff>
> <DIV><FONT face=3DArial size=3D2>
> <DIV><FONT face=3DArial size=3D2>I've run across references recently to =
> an indicator=20
> called a "Double Stochastic" indicator. It does not seem to be =
> just=20
> another version of a fast or slow stochastic and seems to bear some =
> resemblence=20
> (but not exactly) to the indicators known as the Stochastic =
> RSI. The=20
> 'Double Stochastic' supposedly picks swing highs and lows=20
> well.</FONT></DIV>
> <DIV><FONT face=3DArial size=3D2></FONT> </DIV>
> <DIV><FONT face=3DArial size=3D2>Does anyone know what the calculating =
> formula for=20
> the 'Double Stochastic' is? I'm not necessary looking for the =
> Metastock=20
> code, but if you have it that would be nice also. </FONT></DIV>
> <DIV><FONT face=3DArial size=3D2></FONT> </DIV>
> <DIV><FONT face=3DArial size=3D2>Thanks, ..............=20
> John</FONT></DIV></FONT></DIV></BODY></HTML>
>
> - ------=_NextPart_000_00F3_01C0906D.3C935F20--
>
> ------------------------------
>
> Date: Tue, 6 Feb 2001 21:02:54 -0500
> From: "Joe Duffy" <joeduffy@xxxxxxxxxxxxxxxxxxxx>
> Subject: Re: Double Stochastic
>
> This is a multi-part message in MIME format.
>
> - ------=_NextPart_000_010A_01C09080.2CE34780
> Content-Type: text/plain;
> charset="iso-8859-1"
> Content-Transfer-Encoding: quoted-printable
>
> Here is a 10 period Double Stochastic
>
>
> P1:=3DMov(((C-LLV(L,10))/(HHV(H,10)-LLV(L,10)))*100,3,E);
> Mov(((P1-LLV(P1,10))/(HHV(P1,10)-LLV(P1,10)))*100,3,E)
>
> ----- Original Message -----=20
> From: jhmtn=20
> To: ! jhmtn=20
> Sent: Tuesday, February 06, 2001 6:09 PM
> Subject: Double Stochastic
>
>
> I've run across references recently to an indicator called a "Double =
> Stochastic" indicator. It does not seem to be just another version of a =
> fast or slow stochastic and seems to bear some resemblence (but not =
> exactly) to the indicators known as the Stochastic RSI. The 'Double =
> Stochastic' supposedly picks swing highs and lows well.
> =20
> Does anyone know what the calculating formula for the 'Double =
> Stochastic' is? I'm not necessary looking for the Metastock code, but =
> if you have it that would be nice also.
> =20
> Thanks, .............. John
>
> - ------=_NextPart_000_010A_01C09080.2CE34780
> 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 5.00.2314.1000" name=3DGENERATOR>
> <STYLE></STYLE>
> </HEAD>
> <BODY bgColor=3D#d9ffff>
> <DIV><FONT face=3DArial>Here is a 10 period Double =
> Stochastic</FONT></DIV>
> <DIV><FONT face=3DArial></FONT> </DIV>
> <DIV><FONT=20
> face=3DArial><BR>P1:=3DMov(((C-LLV(L,10))/(HHV(H,10)-LLV(L,10)))*100,3,E)=
> ;<BR>Mov(((P1-LLV(P1,10))/(HHV(P1,10)-LLV(P1,10)))*100,3,E)<BR></DIV></FO=
> NT>
> <BLOCKQUOTE=20
> style=3D"BORDER-LEFT: #000000 2px solid; MARGIN-LEFT: 5px; MARGIN-RIGHT: =
> 0px; PADDING-LEFT: 5px; PADDING-RIGHT: 0px">
> <DIV style=3D"FONT: 10pt arial">----- Original Message ----- </DIV>
> <DIV=20
> style=3D"BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: =
> black"><B>From:</B>=20
> <A href=3D"mailto:jhmtn@xxxxxxxxxxxxxxx"; =
> title=3Djhmtn@xxxxxxxxxxxxxxx>jhmtn</A>=20
> </DIV>
> <DIV style=3D"FONT: 10pt arial"><B>To:</B> <A=20
> href=3D"mailto:jhmtn@xxxxxxxxxxxxxxx"; title=3Djhmtn@xxxxxxxxxxxxxxx>! =
> jhmtn</A>=20
> </DIV>
> <DIV style=3D"FONT: 10pt arial"><B>Sent:</B> Tuesday, February 06, =
> 2001 6:09=20
> PM</DIV>
> <DIV style=3D"FONT: 10pt arial"><B>Subject:</B> Double =
> Stochastic</DIV>
> <DIV><BR></DIV>
> <DIV><FONT face=3DArial size=3D2>I've run across references recently =
> to an=20
> indicator called a "Double Stochastic" indicator. It does not =
> seem to be=20
> just another version of a fast or slow stochastic and seems to bear =
> some=20
> resemblence (but not exactly) to the indicators known as the =
> Stochastic=20
> RSI. The 'Double Stochastic' supposedly picks swing =
> highs and=20
> lows well.</FONT></DIV>
> <DIV><FONT face=3DArial size=3D2></FONT> </DIV>
> <DIV><FONT face=3DArial size=3D2>Does anyone know what the calculating =
> formula for=20
> the 'Double Stochastic' is? I'm not necessary looking for the =
> Metastock=20
> code, but if you have it that would be nice also.</FONT></DIV>
> <DIV><FONT face=3DArial size=3D2></FONT> </DIV>
> <DIV><FONT face=3DArial size=3D2>Thanks, ..............=20
> John</FONT></DIV></BLOCKQUOTE></BODY></HTML>
>
> - ------=_NextPart_000_010A_01C09080.2CE34780--
>
> ------------------------------
>
> Date: Tue, 6 Feb 2001 19:11:39 -0700
> From: "Dave Nadeau" <dave_nadeau@xxxxxxxxx>
> Subject: RE: exploration formula question
>
> Mike,
>
> I will be interested to see if anyone has any ideas on this.
>
> Using the Input() function requires a min, a max, and a default value.
When
> the Custom Indicator is used in a formula, only the default value will be
> used in the calculation. The way around this is to code in the variable,
in
> this case, =20. Unfortunately, this is a password protected formula. So,
> unless you can get the password and alter the Input() statement, I believe
> you cannot set the period to anything other than the default value that
> comes already programmed.
>
> Dave Nadeau
> Fort Collins, CO
>
> - -----Original Message-----
> From: owner-metastock@xxxxxxxxxxxxx
> [mailto:owner-metastock@xxxxxxxxxxxxx]On Behalf Of Michael Arnoldi
> Sent: Tuesday, February 06, 2001 4:08 PM
> To: aMETASTOCK
> Subject: exploration formula question
>
>
> if i have a password protected formula that requests a period to be
entered
> eg. 20
> it draws the chart real well.
>
> now i would like to write an exploration that will allow me to scan for
the
> indicator at a certain level. for example:
>
> the WB "cycles" requests a period: i enter 20.
>
> to scan for all charts where WB "cycles" with a 20 value is below 10.
> how do i write this:
>
>
> Fml("cycles")<10; period Fml("cycles")=20;
>
>
> any ideas ?
>
>
> mike arnoldi
>
>
> _________________________________________________________
> Do You Yahoo!?
> Get your free @yahoo.com address at http://mail.yahoo.com
>
> ------------------------------
>
> Date: Tue, 6 Feb 2001 19:32:30 -0700
> From: "Dave Nadeau" <dave_nadeau@xxxxxxxxx>
> Subject: RE: MS DOES under report volume by 100
>
> My current data provider, Quote.com, reports volume in whole numbers, not
> factorized. Previously, when using Reuters DataLink, I received volume
> factored by 100. I realized the difference when I appended my Quote.com
> data to my Reuters data and saw the big jumps.
>
> I don't believe that this is a MetaStock problem. This is just a
difference
> among data providers.
>
> I suppose that MetaStock would likely preference the Reuters data form and
> put in the X100 when displaying volume in charts, but that could
potentially
> create problems if someone switched to a different data provider. Or, if
you
> get futures data from a separate source.
>
> In the meantime, a quick fix is to use V*100 in any explorations or
formulas
> in place of just VOLUME. For charts, a new default template with a custom
> indicator (V*100) could be plotted with a histogram to look just like the
> current volume in charts.
>
> Dave Nadeau
> Fort Collins, CO
>
> - ----- Original Message -----
> From: neo <neo1@xxxxxxxxx>
> To: <metastock@xxxxxxxxxxxxx>
> Sent: Tuesday, February 06, 2001 6:57 PM
> Subject: MS DOES under report volume by 100
>
>
> > I raised this issue with technical support and MS does under report
volume
> > by 100. This is true in the charts and explorations. This is the email I
> > received from MS:
> >
> > It is, in fact, working as designed. That is the way we get the data
> > from the data vendors. Most of your data vendors will factorize their
> > data to avoid using unnecessary bandwidth to transmit a bunch of zeros.
> >
> > I suggest everyone email MS and request that the MS software correct
this
> > problem so that we see real volume on the charts and can use real volume
> #'s
> > in Explorations. This is their email address for suggestions:
> >
> > suggestions@xxxxxxxxx
> >
> > neo
> >
>
>
> _________________________________________________________
> Do You Yahoo!?
> Get your free @yahoo.com address at http://mail.yahoo.com
>
> ------------------------------
>
> Date: Tue, 06 Feb 2001 20:23:10 -0800
> From: Gene Ricci <genr@xxxxxxxxxx>
> Subject: Re: Double Stochastic Indicator
>
> This is a multi-part message in MIME format.
>
> - ------=_NextPart_000_012F_01C0907A.9F89EC40
> Content-Type: text/plain;
> charset="iso-8859-1"
> Content-Transfer-Encoding: quoted-printable
>
> John, try google.com
>
> - ----- Original Message -----=20
> From: jhmtn=20
> To: _Metastock List Server=20
> Sent: Tuesday, February 06, 2001 4:47 PM
> Subject: Double Stochastic Indicator
>
>
> I've run across references recently to an indicator called a "Double =
> Stochastic" indicator. It does not seem to be just another version of a =
> fast or slow stochastic and seems to bear some resemblence (but not =
> exactly) to the indicators known as the Stochastic RSI. The 'Double =
> Stochastic' supposedly picks swing highs and lows well.
> =20
> Does anyone know what the calculating formula for the 'Double =
> Stochastic' is? I'm not necessary looking for the Metastock code, but =
> if you have it that would be nice also.=20
> =20
> Thanks, .............. John
>
> - ------=_NextPart_000_012F_01C0907A.9F89EC40
> 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 5.00.3019.2500" name=3DGENERATOR>
> <STYLE></STYLE>
> </HEAD>
> <BODY bgColor=3D#d9ffff>
> <DIV><FONT face=3D"Comic Sans MS">John, try google.com</FONT></DIV>
> <DIV> </DIV>
> <DIV style=3D"FONT: 10pt arial">----- Original Message -----=20
> <DIV style=3D"BACKGROUND: #e4e4e4; font-color: black"><B>From:</B> <A=20
> href=3D"mailto:jhmtn@xxxxxxxxxxxxxxx"; =
> title=3Djhmtn@xxxxxxxxxxxxxxx>jhmtn</A> </DIV>
> <DIV><B>To:</B> <A href=3D"mailto:metastock@xxxxxxxxxxxxxxxxxx"=20
> title=3Dmetastock@xxxxxxxxxxxxxxxxxx>_Metastock List Server</A> </DIV>
> <DIV><B>Sent:</B> Tuesday, February 06, 2001 4:47 PM</DIV>
> <DIV><B>Subject:</B> Double Stochastic Indicator</DIV></DIV>
> <DIV><BR></DIV>
> <DIV><FONT face=3DArial size=3D2>
> <DIV><FONT face=3DArial size=3D2>I've run across references recently to =
> an indicator=20
> called a "Double Stochastic" indicator. It does not seem to be =
> just=20
> another version of a fast or slow stochastic and seems to bear some =
> resemblence=20
> (but not exactly) to the indicators known as the Stochastic =
> RSI. The=20
> 'Double Stochastic' supposedly picks swing highs and lows=20
> well.</FONT></DIV>
> <DIV><FONT face=3DArial size=3D2></FONT> </DIV>
> <DIV><FONT face=3DArial size=3D2>Does anyone know what the calculating =
> formula for=20
> the 'Double Stochastic' is? I'm not necessary looking for the =
> Metastock=20
> code, but if you have it that would be nice also. </FONT></DIV>
> <DIV><FONT face=3DArial size=3D2></FONT> </DIV>
> <DIV><FONT face=3DArial size=3D2>Thanks, ..............=20
> John</FONT></DIV></FONT></DIV></BODY></HTML>
>
> - ------=_NextPart_000_012F_01C0907A.9F89EC40--
>
> ------------------------------
>
> Date: Tue, 6 Feb 2001 22:16:05 -0500
> From: "W Lake" <wlake@xxxxxxxxx>
> Subject: stuff
>
> Hi
>
> In the workbook you might want to look for hidden sheets and hidden
columns.
> In this case there are many hidden columns filled with in-cell code and
> named ranges. One sheet has over 100 hidden columns. Watch out for text
that
> is the same colour as the background. Use the map that you mentioned to
> find and change the colour of the fonts.
>
> The VBA code makes regular references to the named ranges in the hidden
> columns. So if you want to modify the code you will need to see the
in-cell
> code and named ranges that you are referring to.
>
> Delete the surface "junk" boxes and record or write your own code for the
> subs/macros that are insufficient.
>
> The modules are isolated so debugging is very easy if you comment your
> changes and make notes in text boxes on each sheet that you change. You'll
> learn a lot from the workbook.
>
> An xll is different from a dll so it may not be visible in the same way.
Let
> me know if you have any luck.
>
> Best regards
>
> Walter
>
> ------------------------------
>
> Date: Tue, 6 Feb 2001 21:52:20 -0600
> From: "Lionel Issen" <lissen@xxxxxxxxx>
> Subject: Re: MS DOES under report volume by 100
>
> Can you clarify this a bit. Are you saying that the Downloader will
truncate
> large volume numbers regardless of where they come from? I use Quotes Plus
> and the program has an option of choosing true volume numbers or dividing
> the volume number by 100.
> Lionel Issen
> lissen@xxxxxxxxxxxxxx
> - ----- Original Message -----
> From: "John R" <jrdrp@xxxxxxxxxxxxxxxx>
> To: <metastock@xxxxxxxxxxxxx>
> Sent: Tuesday, February 06, 2001 4:54 PM
> Subject: Re: MS DOES under report volume by 100
>
>
> > Neo,
> >
> > Not sure if I am missing your point but I have used data feed which
> supplies
> > volume in units and these unit volumes seem to show correctly in
> Downloader
> > Data Edit Window and also on Charts when cursor hovers over volume bar.
> >
> > What I have noticed, and logged some time ago with Equis support, is
that
> on
> > large volumes, indeed for any plotted indicator with large value (> 99
> > million on my system), the Data Window Panel will truncate high order
> digits
> > when it displays the value and gives no indication that it has done so.
> > Equis reckon this may be related to fonts but I have not heard any
further
> > info. I am using V7.03 but I think previous versions were same.
> >
> > John
> >
> > ----- Original Message -----
> > From: neo <neo1@xxxxxxxxx>
> > To: <metastock@xxxxxxxxxxxxx>
> > Sent: Tuesday, February 06, 2001 6:57 PM
> > Subject: MS DOES under report volume by 100
> >
> >
> > > I raised this issue with technical support and MS does under report
> volume
> > > by 100. This is true in the charts and explorations. This is the email
I
> > > received from MS:
> > >
> > > It is, in fact, working as designed. That is the way we get the data
> > > from the data vendors. Most of your data vendors will factorize their
> > > data to avoid using unnecessary bandwidth to transmit a bunch of
zeros.
> > >
> > > I suggest everyone email MS and request that the MS software correct
> this
> > > problem so that we see real volume on the charts and can use real
volume
> > #'s
> > > in Explorations. This is their email address for suggestions:
> > >
> > > suggestions@xxxxxxxxx
> > >
> > > neo
> > >
> >
>
> ------------------------------
>
> Date: Tue, 6 Feb 2001 22:01:36 -0600
> From: "Lionel Issen" <lissen@xxxxxxxxx>
> Subject: Re: Artificial Intelligence, expert and neural
>
> David:
> Please clarify the Terminology for me: GARCH, ARCH, GA, NN
>
> If the team from Rice U were successful, they should be reticent. Since
they
> aren't selling software, books or courses, I suspect that they are
> successful.
>
> The book "The Predictors", was too boastful for my tastes.
>
> Thanks for your input.
> Lionel Issen
>
> - ----- Original Message -----
> From: "David Jennings" <davidjennings@xxxxxxxxxxxxx>
> To: <metastock@xxxxxxxxxxxxx>
> Sent: Tuesday, February 06, 2001 4:51 PM
> Subject: Re: Artificial Intelligence, expert and neural
>
>
> > There are quite a few instances of success trading with either GAs or
NNs.
> I
> > must confess, I found The Predictors a bit populist. I'd hoped to get
some
> > insighst into model structure. Quite a number of the banks put up big
> money
> > for research into fuzzy networks, GARCH and ARCH. $5M p.a. was a typical
> > research budget.
> >
> > The ultimate Trading Guide is worth a read on how good GAs and NNs are.
I
> > must admit I'm a great fan of GAs for seeking optimal parameters for an
> > indicator over a portfolio. Model structure is very important for
trading
> a
> > market - whatever chaos theory tells us, and thus one can end up with an
> > overly complex model which misses the point.
> >
> > My experience of NNs is that one has to be quite specific about one's
> target
> > e.g. predicting turning points etc.and then use them in combination.
I'm
> > convinced that a guy with sound experience in say Fib could do as good a
> job
> > as any NN. however, Lionel makes a strong point though, the beauty of AI
> in
> > general is that it can play multiple markets in multiple time frames
> > simultaneously - and hence generate super normal gains or losses. There
> was
> > a group of guys from Rice university (whose names I've forgotten) who
> > launched Frontier specialising in pattern recognition. They built
trading
> > systems and played the markets. The very absence of research papers from
> > them suggests that they were successful!
> >
> > DJ
> > ----- Original Message -----
> > From: "Lionel Issen" <lissen@xxxxxxxxx>
> > To: <metastock@xxxxxxxxxxxxx>
> > Sent: Tuesday, February 06, 2001 8:03 PM
> > Subject: Re: Artificial Intelligence, expert and neural
> >
> >
> > > Jeff:
> > > A few years ago I read that the Bankers Trust of NY was spending a
mint
> > on
> > > such things like neural nets, artificial intelligence and chaos
systems.
> > > Last year the Deusche Bank bought them out and like many foreign
> companies
> > > they are very secretive, and wont give an outsider the time of day. So
> > there
> > > is no way of finding out how successful these methods are.While
current
> > > daily prices are available on the net, charts are not.
> > >
> > > There was a recent book "The Predictors" about a group in the
southwest
> > (New
> > > Mexico?) who were/are successful at this trading in esoteric
> instruments.
> > My
> > > feeling is that if they were very successful, they'd make someone like
> > > Buffett look like a penny ante player.
> > > Lionel Issen
> > > lissen@xxxxxxxxxxxxxx
> > > ----- Original Message -----
> > > From: "Jeff Haferman" <haferman@xxxxxxxxxxxxxxxxxxxxxxx>
> > > To: <metastock@xxxxxxxxxxxxx>
> > > Sent: Tuesday, February 06, 2001 11:51 AM
> > > Subject: Re: Artificial Intelligence, expert and neural
> > >
> > >
> > > >
> > > >
http://www.emsl.pnl.gov:2080/proj/neuron/neural/systems/shareware.html
> > > >
> > > > has quite a selection. Neuroforecaster/GA is geared specifically
> > > > toward financial applications, and you can download a limited
> > > > version. The shareware neural net package SNNS probably has the
> > > > best reputation.
> > > >
> > > > But you're going to spend a lot of time training and tuning any
> > > > expert system or neural net. The results I've seen indicate that
> > > > neural nets are great at learning about past market activity,
> > > > but I haven't seen any convincing results that show that
> > > > they do better than random at predicting future activity.
> > > >
> > > > Jos Carlos Duarte Areia wrote:
> > > > >I'm looking for this subject, anyone knows the best sites and
> > softwares
> > > (I
> > > > >found any at TASC 2000 page 19, bonus issue)to look for ?
> > > > >Thanks JCarlos
> > > >
> >
>_________________________________________________________________________
> > > > >Get Your Private, Free E-mail from MSN Hotmail at
> > http://www.hotmail.com.
> > > > >
> > >
> > >
> >
>
> ------------------------------
>
> Date: Tue, 6 Feb 2001 22:34:22 -0600
> From: "jhmtn" <jhmtn@xxxxxxxxxxxxxxx>
> Subject: Re: exploration formula question
>
> This is a multi-part message in MIME format.
>
> - ------=_NextPart_000_0022_01C0908C.F3C3F1E0
> Content-Type: text/plain;
> charset="iso-8859-1"
> Content-Transfer-Encoding: quoted-printable
>
> Michael (and Joe),
>
> I think that you and I were working on a similar problem from=20
> 2 different approaches. The WB "Cycles" Indicator plots=20
> exactly like the response I got from Joe Duffy concerning the=20
> Double Stochastic Indicator.
>
> Thank You Joe !!!!!!! That is exactly what I=20
> was looking for! (I had the MA and Stoch reversed!)
>
> So all you have to do is write your own indicator using the=20
> formula that follows. (If your testing does not show the=20
> Double Stochastic provided so graciously by Joe to be the=20
> same as the WB Cycles indicator, please let me know.)
>
> Hope this helps. .......... John
>
> - ----- Original Message -----=20
> From: Joe Duffy=20
> To: metastock@xxxxxxxxxxxxx=20
> Sent: Tuesday, February 06, 2001 8:02 PM
> Subject: Re: Double Stochastic
>
>
> Here is a 10 period Double Stochastic
>
>
> P1:=3DMov(((C-LLV(L,10))/(HHV(H,10)-LLV(L,10)))*100,3,E);
> Mov(((P1-LLV(P1,10))/(HHV(P1,10)-LLV(P1,10)))*100,3,E)
>
> - ----- Original Message -----=20
> From: jhmtn=20
> Sent: Tuesday, February 06, 2001 6:09 PM
> Subject: Double Stochastic
>
>
> I've run across references recently to an indicator called a "Double =
> Stochastic" indicator. It does not seem to be just another version of a =
> fast or slow stochastic and seems to bear some resemblence (but not =
> exactly) to the indicators known as the Stochastic RSI. The 'Double =
> Stochastic' supposedly picks swing highs and lows well.
>
> Does anyone know what the calculating formula for the 'Double =
> Stochastic' is? I'm not necessary looking for the Metastock code, but =
> if you have it that would be nice also.
>
> Thanks, .............. John
> - ----- Original Message -----=20
> From: "Michael Arnoldi" <arnoldi@xxxxxxxxxxxxx>
> To: "aMETASTOCK" <metastock@xxxxxxxxxxxxx>
> Sent: Tuesday, February 06, 2001 5:08 PM
> Subject: exploration formula question
>
>
> > if i have a password protected formula that requests a period to be =
> entered
> > eg. 20
> > it draws the chart real well.
> >=20
> > now i would like to write an exploration that will allow me to scan =
> for the
> > indicator at a certain level. for example:
> >=20
> > the WB "cycles" requests a period: i enter 20.
> >=20
> > to scan for all charts where WB "cycles" with a 20 value is below 10.
> > how do i write this:
> >=20
> >=20
> > Fml("cycles")<10; period Fml("cycles")=3D20;
> >=20
> >=20
> > any ideas ?
> >=20
> >=20
> > mike arnoldi
> >=20
> >=20
>
> - ------=_NextPart_000_0022_01C0908C.F3C3F1E0
> 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 http-equiv=3DContent-Type content=3D"text/html; =
> charset=3Diso-8859-1">
> <META content=3D"MSHTML 5.50.4611.1300" name=3DGENERATOR>
> <STYLE></STYLE>
> </HEAD>
> <BODY>
> <DIV><FONT face=3DArial size=3D2>Michael (and Joe),</FONT></DIV>
> <DIV><FONT face=3DArial size=3D2></FONT> </DIV>
> <DIV><FONT face=3DArial size=3D2>I think that you and I were working on =
> a similar=20
> problem from </FONT></DIV>
> <DIV><FONT face=3DArial size=3D2>2 different approaches. The WB =
> "Cycles"=20
> Indicator plots </FONT></DIV>
> <DIV><FONT face=3DArial size=3D2>exactly like the response I got from =
> Joe Duffy=20
> concerning the </FONT></DIV>
> <DIV><FONT face=3DArial size=3D2>Double Stochastic =
> Indicator.</FONT></DIV>
> <DIV><FONT face=3DArial size=3D2></FONT> </DIV>
> <DIV><FONT face=3DTahoma color=3D#800000><STRONG>Thank You Joe !!!!!!! =
> That is=20
> exactly what I </STRONG></FONT></DIV>
> <DIV><FONT face=3DTahoma color=3D#800000><STRONG>was looking for! =20
> </STRONG></FONT><FONT face=3DArial size=3D2>(I had the MA and Stoch=20
> reversed!)</FONT></DIV>
> <DIV><FONT face=3DArial size=3D2></FONT> </DIV>
> <DIV><FONT face=3DArial size=3D2>So all you have to do is write your own =
> indicator=20
> using the </FONT></DIV>
> <DIV><FONT face=3DArial size=3D2>formula that follows. (If your =
> testing does=20
> not show the </FONT></DIV>
> <DIV><FONT face=3DArial size=3D2>Double Stochastic provided so =
> graciously by Joe to=20
> be the </FONT></DIV>
> <DIV><FONT face=3DArial size=3D2>same as the WB Cycles indicator, please =
> let me=20
> know.)</FONT></DIV>
> <DIV><FONT face=3DArial size=3D2></FONT> </DIV>
> <DIV><FONT face=3DArial size=3D2>Hope this helps. .......... =
>
> John</FONT></DIV>
> <DIV><FONT face=3DArial size=3D2></FONT><FONT face=3DArial =
> size=3D2></FONT> </DIV>
> <DIV><FONT face=3DArial size=3D2>----- Original Message ----- <BR>From: =
> Joe Duffy=20
> <BR>To: </FONT><A href=3D"mailto:metastock@xxxxxxxxxxxxx";><FONT =
> face=3DArial=20
> size=3D2>metastock@xxxxxxxxxxxxx</FONT></A><FONT face=3DArial size=3D2> =
> <BR>Sent:=20
> Tuesday, February 06, 2001 8:02 PM<BR>Subject: Re: Double=20
> Stochastic</FONT></DIV>
> <DIV><FONT face=3DArial size=3D2></FONT> </DIV>
> <DIV><FONT face=3DArial size=3D2></FONT><BR><FONT face=3DArial =
> size=3D2>Here is a 10=20
> period Double Stochastic</FONT></DIV>
> <DIV><FONT face=3DArial size=3D2></FONT> </DIV>
> <DIV><BR><FONT face=3DArial=20
> size=3D2><STRONG>P1:=3DMov(((C-LLV(L,10))/(HHV(H,10)-LLV(L,10)))*100,3,E)=
> ;<BR>Mov(((P1-LLV(P1,10))/(HHV(P1,10)-LLV(P1,10)))*100,3,E)</STRONG></FON=
> T></DIV>
> <DIV><FONT face=3DArial></FONT> </DIV>
> <DIV><FONT face=3DArial size=3D2>----- Original Message ----- <BR>From: =
> jhmtn=20
> <BR>Sent: Tuesday, February 06, 2001 6:09 PM<BR>Subject: Double=20
> Stochastic</FONT></DIV>
> <DIV><FONT face=3DArial size=3D2></FONT> </DIV>
> <DIV><BR><FONT face=3DArial size=3D2>I've run across references recently =
> to an=20
> indicator called a "Double Stochastic" indicator. It does not seem =
> to be=20
> just another version of a fast or slow stochastic and seems to bear some =
>
> resemblence (but not exactly) to the indicators known as the Stochastic=20
> RSI. The 'Double Stochastic' supposedly picks swing highs and lows =
>
> well.</FONT></DIV>
> <DIV><FONT face=3DArial size=3D2></FONT> </DIV>
> <DIV><FONT face=3DArial size=3D2>Does anyone know what the calculating =
> formula for=20
> the 'Double Stochastic' is? I'm not necessary looking for the =
> Metastock=20
> code, but if you have it that would be nice also.</FONT></DIV>
> <DIV><FONT face=3DArial size=3D2></FONT> </DIV>
> <DIV><FONT face=3DArial size=3D2>Thanks, .............. =
> John</FONT></DIV>
> <DIV><FONT face=3DArial size=3D2>----- Original Message ----- </FONT>
> <DIV><FONT face=3DArial size=3D2>From: "Michael Arnoldi" <</FONT><A=20
> href=3D"mailto:arnoldi@xxxxxxxxxxxxx";><FONT face=3DArial=20
> size=3D2>arnoldi@xxxxxxxxxxxxx</FONT></A><FONT face=3DArial =
> size=3D2>></FONT></DIV>
> <DIV><FONT face=3DArial size=3D2>To: "aMETASTOCK" <</FONT><A=20
> href=3D"mailto:metastock@xxxxxxxxxxxxx";><FONT face=3DArial=20
> size=3D2>metastock@xxxxxxxxxxxxx</FONT></A><FONT face=3DArial=20
> size=3D2>></FONT></DIV>
> <DIV><FONT face=3DArial size=3D2>Sent: Tuesday, February 06, 2001 5:08=20
> PM</FONT></DIV>
> <DIV><FONT face=3DArial size=3D2>Subject: exploration formula=20
> question</FONT></DIV></DIV>
> <DIV><FONT face=3DArial><BR><FONT size=3D2></FONT></FONT></DIV><FONT =
> face=3DArial=20
> size=3D2>> if i have a password protected formula that requests a =
> period to be=20
> entered<BR>> eg. 20<BR>> it draws the chart real well.<BR>> =
> <BR>>=20
> now i would like to write an exploration that will allow me to scan for=20
> the<BR>> indicator at a certain level. for example:<BR>> =
> <BR>>=20
> the WB "cycles" requests a period: i enter 20.<BR>> <BR>> to scan =
> for all=20
> charts where WB "cycles" with a 20 value is below 10.<BR>> how do i =
> write=20
> this:<BR>> <BR>> <BR>> Fml("cycles")<10; period=20
> Fml("cycles")=3D20;<BR>> <BR>> <BR>> any ideas ?<BR>> =
> <BR>>=20
> <BR>> mike arnoldi<BR>> <BR>> </FONT></BODY></HTML>
>
> - ------=_NextPart_000_0022_01C0908C.F3C3F1E0--
>
> ------------------------------
>
> Date: Tue, 06 Feb 2001 20:57:50 -0800
> From: Dan <dcash@xxxxxxxxxxxx>
> Subject: Re: stuff
>
> Walter,
>
> Your posts are always chucked full of great information and I only wish I
knew
> what the other side of this conversation, as an example, stated. You are
> obviously answering someone specific on the list but since you usually do
not
> include the original, I am usually at a loss and miss out on another
nugget of
> your wisdom once again!
>
> I really do wish, fervently (hyperbole), that you would, as a matter of
course,
> hit the reply button, so I, we, would be able to benefit from both sides
of the
> exchange.
>
> Respectfully (really),
>
> Dan (part of the ten percent that is always the last to hear)
>
>
>
> W Lake wrote:
>
> > Hi
> >
> > In the workbook you might want to look for hidden sheets and hidden
columns.
> > In this case there are many hidden columns filled with in-cell code and
> > named ranges. One sheet has over 100 hidden columns. Watch out for text
that
> > is the same colour as the background. Use the map that you mentioned to
> > find and change the colour of the fonts.
> >
> > The VBA code makes regular references to the named ranges in the hidden
> > columns. So if you want to modify the code you will need to see the
in-cell
> > code and named ranges that you are referring to.
> >
> > Delete the surface "junk" boxes and record or write your own code for
the
> > subs/macros that are insufficient.
> >
> > The modules are isolated so debugging is very easy if you comment your
> > changes and make notes in text boxes on each sheet that you change.
You'll
> > learn a lot from the workbook.
> >
> > An xll is different from a dll so it may not be visible in the same way.
Let
> > me know if you have any luck.
> >
> > Best regards
> >
> > Walter
>
> ------------------------------
>
> Date: Wed, 7 Feb 2001 07:40:45 -0000
> From: "David Jennings" <davidjennings@xxxxxxxxxxxxx>
> Subject: Re: Artificial Intelligence, expert and neural
>
> (Generalised) Autoregressive Conditional Heterskedasticity - these are
> basically non linear fat tailed stochastic processes with a high peaked
> frequency distribution. Most market have statistically significant ARCH.
>
> GA - genetic algorithm NN neural network.
>
> DJ
> - ----- Original Message -----
> From: "Lionel Issen" <lissen@xxxxxxxxx>
> To: <metastock@xxxxxxxxxxxxx>
> Sent: Wednesday, February 07, 2001 4:01 AM
> Subject: Re: Artificial Intelligence, expert and neural
>
>
> > David:
> > Please clarify the Terminology for me: GARCH, ARCH, GA, NN
> >
> > If the team from Rice U were successful, they should be reticent. Since
> they
> > aren't selling software, books or courses, I suspect that they are
> > successful.
> >
> > The book "The Predictors", was too boastful for my tastes.
> >
> > Thanks for your input.
> > Lionel Issen
> >
> > ----- Original Message -----
> > From: "David Jennings" <davidjennings@xxxxxxxxxxxxx>
> > To: <metastock@xxxxxxxxxxxxx>
> > Sent: Tuesday, February 06, 2001 4:51 PM
> > Subject: Re: Artificial Intelligence, expert and neural
> >
> >
> > > There are quite a few instances of success trading with either GAs or
> NNs.
> > I
> > > must confess, I found The Predictors a bit populist. I'd hoped to get
> some
> > > insighst into model structure. Quite a number of the banks put up big
> > money
> > > for research into fuzzy networks, GARCH and ARCH. $5M p.a. was a
typical
> > > research budget.
> > >
> > > The ultimate Trading Guide is worth a read on how good GAs and NNs
are.
> I
> > > must admit I'm a great fan of GAs for seeking optimal parameters for
an
> > > indicator over a portfolio. Model structure is very important for
> trading
> > a
> > > market - whatever chaos theory tells us, and thus one can end up with
an
> > > overly complex model which misses the point.
> > >
> > > My experience of NNs is that one has to be quite specific about one's
> > target
> > > e.g. predicting turning points etc.and then use them in combination.
> I'm
> > > convinced that a guy with sound experience in say Fib could do as good
a
> > job
> > > as any NN. however, Lionel makes a strong point though, the beauty of
AI
> > in
> > > general is that it can play multiple markets in multiple time frames
> > > simultaneously - and hence generate super normal gains or losses.
There
> > was
> > > a group of guys from Rice university (whose names I've forgotten) who
> > > launched Frontier specialising in pattern recognition. They built
> trading
> > > systems and played the markets. The very absence of research papers
from
> > > them suggests that they were successful!
> > >
> > > DJ
> > > ----- Original Message -----
> > > From: "Lionel Issen" <lissen@xxxxxxxxx>
> > > To: <metastock@xxxxxxxxxxxxx>
> > > Sent: Tuesday, February 06, 2001 8:03 PM
> > > Subject: Re: Artificial Intelligence, expert and neural
> > >
> > >
> > > > Jeff:
> > > > A few years ago I read that the Bankers Trust of NY was spending a
> mint
> > > on
> > > > such things like neural nets, artificial intelligence and chaos
> systems.
> > > > Last year the Deusche Bank bought them out and like many foreign
> > companies
> > > > they are very secretive, and wont give an outsider the time of day.
So
> > > there
> > > > is no way of finding out how successful these methods are.While
> current
> > > > daily prices are available on the net, charts are not.
> > > >
> > > > There was a recent book "The Predictors" about a group in the
> southwest
> > > (New
> > > > Mexico?) who were/are successful at this trading in esoteric
> > instruments.
> > > My
> > > > feeling is that if they were very successful, they'd make someone
like
> > > > Buffett look like a penny ante player.
> > > > Lionel Issen
> > > > lissen@xxxxxxxxxxxxxx
> > > > ----- Original Message -----
> > > > From: "Jeff Haferman" <haferman@xxxxxxxxxxxxxxxxxxxxxxx>
> > > > To: <metastock@xxxxxxxxxxxxx>
> > > > Sent: Tuesday, February 06, 2001 11:51 AM
> > > > Subject: Re: Artificial Intelligence, expert and neural
> > > >
> > > >
> > > > >
> > > > >
> http://www.emsl.pnl.gov:2080/proj/neuron/neural/systems/shareware.html
> > > > >
> > > > > has quite a selection. Neuroforecaster/GA is geared
specifically
> > > > > toward financial applications, and you can download a limited
> > > > > version. The shareware neural net package SNNS probably has the
> > > > > best reputation.
> > > > >
> > > > > But you're going to spend a lot of time training and tuning any
> > > > > expert system or neural net. The results I've seen indicate that
> > > > > neural nets are great at learning about past market activity,
> > > > > but I haven't seen any convincing results that show that
> > > > > they do better than random at predicting future activity.
> > > > >
> > > > > Jos Carlos Duarte Areia wrote:
> > > > > >I'm looking for this subject, anyone knows the best sites and
> > > softwares
> > > > (I
> > > > > >found any at TASC 2000 page 19, bonus issue)to look for ?
> > > > > >Thanks JCarlos
> > > > >
> > >
> >_________________________________________________________________________
> > > > > >Get Your Private, Free E-mail from MSN Hotmail at
> > > http://www.hotmail.com.
> > > > > >
> > > >
> > > >
> > >
> >
> >
>
> ------------------------------
>
> Date: Wed, 7 Feb 2001 09:23:43 -0000
> From: "Steve Brann" <steveb@xxxxxxxxxxx>
> Subject: Stochastic RSI Osc.
>
> Hi
>
> Having just read Chande's "The New Technical Trader", I was surprised to
see
> him detail the Stochastic RSI. This is a study I have been using for over
> 14 years. The authors talk about it being a new indicator!
>
> Therefore, let me share another one that I used as long. I called it the
> Modified Stochastic although a better name is there somewhere. Calculate
5
> day moving averages of the high, low and close and plug those values into
> the stochastic equation. Nice and simple - probably been done before.
>
> Regards
>
> Steve
>
> ------------------------------
>
> Date: Wed, 07 Feb 2001 02:01:35 -0800
> From: Larry <amernick@xxxxxxxx>
> Subject: Re: Stochastic RSI Osc.
>
> Could you post the exact formula for that?
>
> Steve Brann wrote:
>
> > Hi
> >
> > Having just read Chande's "The New Technical Trader", I was surprised to
see
> > him detail the Stochastic RSI. This is a study I have been using for
over
> > 14 years. The authors talk about it being a new indicator!
> >
> > Therefore, let me share another one that I used as long. I called it
the
> > Modified Stochastic although a better name is there somewhere.
Calculate 5
> > day moving averages of the high, low and close and plug those values
into
> > the stochastic equation. Nice and simple - probably been done before.
> >
> > Regards
> >
> > Steve
>
> ------------------------------
>
> Date: Wed, 7 Feb 2001 04:19:19 -0600
> From: "jhmtn" <jhmtn@xxxxxxxxxxxxxxx>
> Subject: Re: Artificial Intelligence, expert and neural
>
> David,
>
> My word! Its been many (too many) years since I heard the term
> 'heteroskedasticity' ---- buried back there somewhere in that lesson
> I must have slept through in my college statistics class!
>
> It has to do with measuring autocorrelation in a data time series doesn't
> it?
>
> Curious? ........ John
>
> - ----- Original Message -----
> From: "David Jennings" <davidjennings@xxxxxxxxxxxxx>
> To: <metastock@xxxxxxxxxxxxx>
> Sent: Wednesday, February 07, 2001 1:40 AM
> Subject: Re: Artificial Intelligence, expert and neural
>
>
> > (Generalised) Autoregressive Conditional Heterskedasticity - these are
> > basically non linear fat tailed stochastic processes with a high peaked
> > frequency distribution. Most market have statistically significant ARCH.
> >
> > GA - genetic algorithm NN neural network.
> >
> > DJ
> > ----- Original Message -----
> > From: "Lionel Issen" <lissen@xxxxxxxxx>
> > To: <metastock@xxxxxxxxxxxxx>
> > Sent: Wednesday, February 07, 2001 4:01 AM
> > Subject: Re: Artificial Intelligence, expert and neural
> >
> >
> > > David:
> > > Please clarify the Terminology for me: GARCH, ARCH, GA, NN
> > >
> > > If the team from Rice U were successful, they should be reticent.
Since
> > they
> > > aren't selling software, books or courses, I suspect that they are
> > > successful.
> > >
> > > The book "The Predictors", was too boastful for my tastes.
> > >
> > > Thanks for your input.
> > > Lionel Issen
> > >
> > > ----- Original Message -----
> > > From: "David Jennings" <davidjennings@xxxxxxxxxxxxx>
> > > To: <metastock@xxxxxxxxxxxxx>
> > > Sent: Tuesday, February 06, 2001 4:51 PM
> > > Subject: Re: Artificial Intelligence, expert and neural
> > >
> > >
> > > > There are quite a few instances of success trading with either GAs
or
> > NNs.
> > > I
> > > > must confess, I found The Predictors a bit populist. I'd hoped to
get
> > some
> > > > insighst into model structure. Quite a number of the banks put up
big
> > > money
> > > > for research into fuzzy networks, GARCH and ARCH. $5M p.a. was a
> typical
> > > > research budget.
> > > >
> > > > The ultimate Trading Guide is worth a read on how good GAs and NNs
> are.
> > I
> > > > must admit I'm a great fan of GAs for seeking optimal parameters for
> an
> > > > indicator over a portfolio. Model structure is very important for
> > trading
> > > a
> > > > market - whatever chaos theory tells us, and thus one can end up
with
> an
> > > > overly complex model which misses the point.
> > > >
> > > > My experience of NNs is that one has to be quite specific about
one's
> > > target
> > > > e.g. predicting turning points etc.and then use them in combination.
> > I'm
> > > > convinced that a guy with sound experience in say Fib could do as
good
> a
> > > job
> > > > as any NN. however, Lionel makes a strong point though, the beauty
of
> AI
> > > in
> > > > general is that it can play multiple markets in multiple time frames
> > > > simultaneously - and hence generate super normal gains or losses.
> There
> > > was
> > > > a group of guys from Rice university (whose names I've forgotten)
who
> > > > launched Frontier specialising in pattern recognition. They built
> > trading
> > > > systems and played the markets. The very absence of research papers
> from
> > > > them suggests that they were successful!
> > > >
> > > > DJ
> > > > ----- Original Message -----
> > > > From: "Lionel Issen" <lissen@xxxxxxxxx>
> > > > To: <metastock@xxxxxxxxxxxxx>
> > > > Sent: Tuesday, February 06, 2001 8:03 PM
> > > > Subject: Re: Artificial Intelligence, expert and neural
> > > >
> > > >
> > > > > Jeff:
> > > > > A few years ago I read that the Bankers Trust of NY was spending
a
> > mint
> > > > on
> > > > > such things like neural nets, artificial intelligence and chaos
> > systems.
> > > > > Last year the Deusche Bank bought them out and like many foreign
> > > companies
> > > > > they are very secretive, and wont give an outsider the time of
day.
> So
> > > > there
> > > > > is no way of finding out how successful these methods are.While
> > current
> > > > > daily prices are available on the net, charts are not.
> > > > >
> > > > > There was a recent book "The Predictors" about a group in the
> > southwest
> > > > (New
> > > > > Mexico?) who were/are successful at this trading in esoteric
> > > instruments.
> > > > My
> > > > > feeling is that if they were very successful, they'd make someone
> like
> > > > > Buffett look like a penny ante player.
> > > > > Lionel Issen
> > > > > lissen@xxxxxxxxxxxxxx
> > > > > ----- Original Message -----
> > > > > From: "Jeff Haferman" <haferman@xxxxxxxxxxxxxxxxxxxxxxx>
> > > > > To: <metastock@xxxxxxxxxxxxx>
> > > > > Sent: Tuesday, February 06, 2001 11:51 AM
> > > > > Subject: Re: Artificial Intelligence, expert and neural
> > > > >
> > > > >
> > > > > >
> > > > > >
> > http://www.emsl.pnl.gov:2080/proj/neuron/neural/systems/shareware.html
> > > > > >
> > > > > > has quite a selection. Neuroforecaster/GA is geared
> specifically
> > > > > > toward financial applications, and you can download a limited
> > > > > > version. The shareware neural net package SNNS probably has the
> > > > > > best reputation.
> > > > > >
> > > > > > But you're going to spend a lot of time training and tuning any
> > > > > > expert system or neural net. The results I've seen indicate
that
> > > > > > neural nets are great at learning about past market activity,
> > > > > > but I haven't seen any convincing results that show that
> > > > > > they do better than random at predicting future activity.
> > > > > >
> > > > > > Jos Carlos Duarte Areia wrote:
> > > > > > >I'm looking for this subject, anyone knows the best sites and
> > > > softwares
> > > > > (I
> > > > > > >found any at TASC 2000 page 19, bonus issue)to look for ?
> > > > > > >Thanks JCarlos
> > > > > >
> > > >
> >
>_________________________________________________________________________
> > > > > > >Get Your Private, Free E-mail from MSN Hotmail at
> > > > http://www.hotmail.com.
> > > > > > >
> > > > >
> > > > >
> > > >
> > >
> > >
> >
>
> ------------------------------
>
> Date: Wed, 7 Feb 2001 10:32:25 -0000
> From: "John R" <jrdrp@xxxxxxxxxxxxxxxx>
> Subject: Re: MS DOES under report volume by 100
>
> Lionel,
>
> I think you misunderstood my posting. Downloader does not do any
truncating.
> The volume figure will put it into the MS file exactly as it is received
> from Data Feed input i.e no high order digit truncation and no dividing by
> factor of 100 ..1000.. etc. You obviously need to be aware of exactly how
> each Data Vendor sends volume particlularly if you use multiple Data
Vendors
> to update the same MS files. Some Data Vendors have the facility for the
> client to specify how volume is to be sent e.g. units, 100's 1000s.
>
> The truncation I referred to was a problem I noticed in MS charts. To see
> this problem open a chart (MS default layout will do fine) of stock which
> has very high volume. Check option to have Data Window on display. Hover
the
> cursor over a very large volume bar - volume value displayed in hover info
> window should be correct - you can cross check figure with Downloader Data
> Edit window. Now look at value displayed for Volume field in Data Window -
> on my system any value over 99,999,999 gets the high order digits
truncated.
> This will not happen on every system - Equis think it is related to fonts
> but cannot find anyting wrong with my settings (I use small Arial font on
19
> inch monitor). The same high order truncation problem applies to any
> indicator in the Data Window which exceeds the 99m limit.
>
> Hope this clarifies.
>
> John
>
> - ----- Original Message -----
> From: Lionel Issen <lissen@xxxxxxxxx>
> To: <metastock@xxxxxxxxxxxxx>
> Sent: Wednesday, February 07, 2001 3:52 AM
> Subject: Re: MS DOES under report volume by 100
>
>
> > Can you clarify this a bit. Are you saying that the Downloader will
> truncate
> > large volume numbers regardless of where they come from? I use Quotes
Plus
> > and the program has an option of choosing true volume numbers or
dividing
> > the volume number by 100.
> > Lionel Issen
> > lissen@xxxxxxxxxxxxxx
> > ----- Original Message -----
> > From: "John R" <jrdrp@xxxxxxxxxxxxxxxx>
> > To: <metastock@xxxxxxxxxxxxx>
> > Sent: Tuesday, February 06, 2001 4:54 PM
> > Subject: Re: MS DOES under report volume by 100
> >
> >
> > > Neo,
> > >
> > > Not sure if I am missing your point but I have used data feed which
> > supplies
> > > volume in units and these unit volumes seem to show correctly in
> > Downloader
> > > Data Edit Window and also on Charts when cursor hovers over volume
bar.
> > >
> > > What I have noticed, and logged some time ago with Equis support, is
> that
> > on
> > > large volumes, indeed for any plotted indicator with large value (> 99
> > > million on my system), the Data Window Panel will truncate high order
> > digits
> > > when it displays the value and gives no indication that it has done
so.
> > > Equis reckon this may be related to fonts but I have not heard any
> further
> > > info. I am using V7.03 but I think previous versions were same.
> > >
> > > John
> > >
> > > ----- Original Message -----
> > > From: neo <neo1@xxxxxxxxx>
> > > To: <metastock@xxxxxxxxxxxxx>
> > > Sent: Tuesday, February 06, 2001 6:57 PM
> > > Subject: MS DOES under report volume by 100
> > >
> > >
> > > > I raised this issue with technical support and MS does under report
> > volume
> > > > by 100. This is true in the charts and explorations. This is the
email
> I
> > > > received from MS:
> > > >
> > > > It is, in fact, working as designed. That is the way we get the
data
> > > > from the data vendors. Most of your data vendors will factorize
their
> > > > data to avoid using unnecessary bandwidth to transmit a bunch of
> zeros.
> > > >
> > > > I suggest everyone email MS and request that the MS software correct
> > this
> > > > problem so that we see real volume on the charts and can use real
> volume
> > > #'s
> > > > in Explorations. This is their email address for suggestions:
> > > >
> > > > suggestions@xxxxxxxxx
> > > >
> > > > neo
> > > >
> > >
> >
>
> ------------------------------
>
> Date: Wed, 07 Feb 2001 12:44:31 +0100
> From: Giancarlo Gaydou <giancarlogaydou@xxxxxxxxxxxx>
> Subject: Re: stuff
>
> - --=====================_10286232==_.ALT
> Content-Type: text/plain; charset="us-ascii"; format=flowed
>
> Hi,
>
> at this link (http://www.geocities.com/WallStreet/9245/) you'll find some
> free interesting works in Excel,
> stats & financial, and links to VBA code
(http://www.vb-bookmark.com/vba.html).
>
> Good trading
> gg
>
> At 10:16 PM 06/02/2001 -0500, you wrote:
> >Hi
> >
> >In the workbook you might want to look for hidden sheets and hidden
columns.
> >In this case there are many hidden columns filled with in-cell code and
> >named ranges. One sheet has over 100 hidden columns. Watch out for text
that
> >is the same colour as the background. Use the map that you mentioned to
> >find and change the colour of the fonts.
> >
> >The VBA code makes regular references to the named ranges in the hidden
> >columns. So if you want to modify the code you will need to see the
in-cell
> >code and named ranges that you are referring to.
> >
> >Delete the surface "junk" boxes and record or write your own code for the
> >subs/macros that are insufficient.
> >
> >The modules are isolated so debugging is very easy if you comment your
> >changes and make notes in text boxes on each sheet that you change.
You'll
> >learn a lot from the workbook.
> >
> >An xll is different from a dll so it may not be visible in the same way.
Let
> >me know if you have any luck.
> >
> >Best regards
> >
> >Walter
> >
>
> - --=====================_10286232==_.ALT
> Content-Type: text/html; charset="us-ascii"
>
> <html>
> Hi,<br>
> <br>
> at this link
> (<a href="http://www.geocities.com/WallStreet/9245/";
eudora="autourl">http://www.geocities.com/WallStreet/9245/</a>)
> you'll find some <u>free</u> interesting works in Excel,<br>
> stats & financial, and links to VBA code
> (<a href="http://www.vb-bookmark.com/vba.html";
eudora="autourl">http://www.vb-bookmark.com/vba.html</a>).<br>
> <br>
> Good trading<br>
> gg<br>
> <br>
> At 10:16 PM 06/02/2001 -0500, you wrote:<br>
> <blockquote type=cite cite>Hi<br>
> <br>
> In the workbook you might want to look for hidden sheets and hidden
> columns.<br>
> In this case there are many hidden columns filled with in-cell code
> and<br>
> named ranges. One sheet has over 100 hidden columns. Watch out for text
> that<br>
> is the same colour as the background. Use the map that you
> mentioned to<br>
> find and change the colour of the fonts.<br>
> <br>
> The VBA code makes regular references to the named ranges in the
> hidden<br>
> columns. So if you want to modify the code you will need to see the
> in-cell<br>
> code and named ranges that you are referring to.<br>
> <br>
> Delete the surface "junk" boxes and record or write your own
> code for the<br>
> subs/macros that are insufficient.<br>
> <br>
> The modules are isolated so debugging is very easy if you comment
> your<br>
> changes and make notes in text boxes on each sheet that you change.
> You'll<br>
> learn a lot from the workbook.<br>
> <br>
> An xll is different from a dll so it may not be visible in the same way.
> Let<br>
> me know if you have any luck.<br>
> <br>
> Best regards<br>
> <br>
> Walter<br>
> <br>
> </blockquote></html>
>
> - --=====================_10286232==_.ALT--
>
> ------------------------------
>
> Date: Wed, 7 Feb 2001 11:59:43 -0000
> From: "Steve Brann" <steveb@xxxxxxxxxxx>
> Subject: RE: Stochastic RSI Osc. the formula
>
> Here is the formula Larry.
>
> I normally plot a 3 period exponential moving average against it. Try
> replacing cm5 with the actual closing price, in which case I look for
short
> term reversals when above 1 and below zero. I also note that divergences
> are more apparent when this is the case. I am thinking or renaming it the
> "Brann Stochastic" which, hopefully, will be abbreviated to "BS"... :-)
>
> hm5:=HHV(Mov(H,5,E),5);
> lm5:=LLV(Mov(L,5,E),5);
> cm5:=Mov(C,5,E);
>
> (cm5-lm5)/(hm5-lm5)
>
> Regards
>
> Steve
>
> > -----Original Message-----
> > From: owner-metastock@xxxxxxxxxxxxx
> > [mailto:owner-metastock@xxxxxxxxxxxxx]On Behalf Of Larry
> > Sent: 07 February 2001 10:02
> > To: metastock@xxxxxxxxxxxxx
> > Subject: Re: Stochastic RSI Osc.
> >
> >
> > Could you post the exact formula for that?
> >
> > Steve Brann wrote:
> >
> > > Hi
> > >
> > > Having just read Chande's "The New Technical Trader", I was
> > surprised to see
> > > him detail the Stochastic RSI. This is a study I have been
> > using for over
> > > 14 years. The authors talk about it being a new indicator!
> > >
> > > Therefore, let me share another one that I used as long. I
> > called it the
> > > Modified Stochastic although a better name is there
> > somewhere. Calculate 5
> > > day moving averages of the high, low and close and plug
> > those values into
> > > the stochastic equation. Nice and simple - probably been
> > done before.
> > >
> > > Regards
> > >
> > > Steve
> >
> >
>
> ------------------------------
>
> Date: Wed, 7 Feb 2001 07:10:12 -0500
> From: "W Lake" <wlake@xxxxxxxxx>
> Subject: Re: stuff
>
> Hi Dan
>
> It's a complicated issue.
>
> 1. Some of the people who write are posters or ex-posters who are in to
> off-topic areas and don't want to be "disloyal" to a Metastock only
> configuration.
>
> 2. Some of the writers are non-posters i.e., lurkers who don't want to be
> known.
>
> 3. Others practice in what is considered "gray" areas in the computer
> industry and don't want to irritate the ethics of others, e.g., using a
> password generator to open locked programs. Or, changing the skin of a
> copywrited user application.
>
> 4. etc.
>
> Needless to say it's easier to just not include the original
correspondence.
>
> ========================
>
> To others who wrote
>
> The "test" xll that you sent is only 683 KB. It contains 3 files. A dialog
> file with an "Excel Test Dialog" box to test free stack space.
>
> The second file is hex code. The third file is a version file.
>
> Sorry ... nothing here, but at least it opens easily like a dll. It can be
> edited to whatever you want, once you decide what you want to call. <G>
>
> The xla that you sent keeps all of the formulas on the work sheet of the
> xla rather than in the VBA code modules. Change the "IsAdd-In" to false to
> see the sheet and the formulas. Change it back to true to close the xla.
>
> I know that Hidden Markov's are a hot topic now and that lots of work is
> being done in that area, but I'm low man on the totem pole for this one.
> Sorry.
>
> Best regards
>
> Walter
>
> - ----- Original Message -----
> From: Dan <dcash@xxxxxxxxxxxx>
> To: <metastock@xxxxxxxxxxxxx>
> Sent: Tuesday, February 06, 2001 11:57 PM
> Subject: Re: stuff
>
>
> > Walter,
> >
> > Your posts are always chucked full of great information and I only wish
I
> knew
> > what the other side of this conversation, as an example, stated. You
are
> > obviously answering someone specific on the list but since you usually
do
> not
> > include the original, I am usually at a loss and miss out on another
> nugget of
> > your wisdom once again!
> >
> > I really do wish, fervently (hyperbole), that you would, as a matter of
> course,
> > hit the reply button, so I, we, would be able to benefit from both sides
> of the
> > exchange.
> >
> > Respectfully (really),
> >
> > Dan (part of the ten percent that is always the last to hear)
> >
> >
> >
> > W Lake wrote:
> >
> > > Hi
> > >
> > > In the workbook you might want to look for hidden sheets and hidden
> columns.
> > > In this case there are many hidden columns filled with in-cell code
and
> > > named ranges. One sheet has over 100 hidden columns. Watch out for
text
> that
> > > is the same colour as the background. Use the map that you mentioned
to
> > > find and change the colour of the fonts.
> > >
> > > The VBA code makes regular references to the named ranges in the
hidden
> > > columns. So if you want to modify the code you will need to see the
> in-cell
> > > code and named ranges that you are referring to.
> > >
> > > Delete the surface "junk" boxes and record or write your own code for
> the
> > > subs/macros that are insufficient.
> > >
> > > The modules are isolated so debugging is very easy if you comment your
> > > changes and make notes in text boxes on each sheet that you change.
> You'll
> > > learn a lot from the workbook.
> > >
> > > An xll is different from a dll so it may not be visible in the same
way.
> Let
> > > me know if you have any luck.
> > >
> > > Best regards
> > >
> > > Walter
> >
> >
> >
> >
> >
>
> ------------------------------
>
> Date: Wed, 7 Feb 2001 07:30:56 -0500
> From: "John Manasco" <john@xxxxxxxxxxx>
> Subject: Re: Stochastic RSI Osc.
>
> Has anybody tried to make the StochRSI adaptive to volatility with any
luck?
> Or base it on a cycle length?
>
> John Manasco
>
> - ----- Original Message -----
> From: "Steve Brann" <steveb@xxxxxxxxxxx>
> To: <metastock@xxxxxxxxxxxxx>
> Sent: Wednesday, February 07, 2001 4:23 AM
> Subject: Stochastic RSI Osc.
>
>
> > Hi
> >
> > Having just read Chande's "The New Technical Trader", I was surprised to
> see
> > him detail the Stochastic RSI. This is a study I have been using for
over
> > 14 years. The authors talk about it being a new indicator!
> >
> > Therefore, let me share another one that I used as long. I called it
the
> > Modified Stochastic although a better name is there somewhere.
Calculate
> 5
> > day moving averages of the high, low and close and plug those values
into
> > the stochastic equation. Nice and simple - probably been done before.
> >
> > Regards
> >
> > Steve
> >
> >
>
> ------------------------------
>
> Date: Wed, 7 Feb 2001 08:15:11 -0500
> From: "neo" <neo1@xxxxxxxxx>
> Subject: RE: MS DOES under report volume by 100
>
> Actually, with Reuter's all volume is reduced by 100 even if you place the
> pointer over the price or volume bar.
>
> It seems that the downloader should adjust the volume according to the
data
> vendor. In the meantime I have created the function VR [volume real] =
> V*100.
>
> neo
>
>
> - -----Original Message-----
> From: owner-metastock@xxxxxxxxxxxxx
> [mailto:owner-metastock@xxxxxxxxxxxxx]On Behalf Of John R
> Sent: Wednesday, February 07, 2001 5:32 AM
> To: metastock@xxxxxxxxxxxxx
> Subject: Re: MS DOES under report volume by 100
>
>
> Lionel,
>
> I think you misunderstood my posting. Downloader does not do any
truncating.
> The volume figure will put it into the MS file exactly as it is received
> from Data Feed input i.e no high order digit truncation and no dividing by
> factor of 100 ..1000.. etc. You obviously need to be aware of exactly how
> each Data Vendor sends volume particlularly if you use multiple Data
Vendors
> to update the same MS files. Some Data Vendors have the facility for the
> client to specify how volume is to be sent e.g. units, 100's 1000s.
>
> The truncation I referred to was a problem I noticed in MS charts. To see
> this problem open a chart (MS default layout will do fine) of stock which
> has very high volume. Check option to have Data Window on display. Hover
the
> cursor over a very large volume bar - volume value displayed in hover info
> window should be correct - you can cross check figure with Downloader Data
> Edit window. Now look at value displayed for Volume field in Data Window -
> on my system any value over 99,999,999 gets the high order digits
truncated.
> This will not happen on every system - Equis think it is related to fonts
> but cannot find anyting wrong with my settings (I use small Arial font on
19
> inch monitor). The same high order truncation problem applies to any
> indicator in the Data Window which exceeds the 99m limit.
>
> Hope this clarifies.
>
> John
>
> - ----- Original Message -----
> From: Lionel Issen <lissen@xxxxxxxxx>
> To: <metastock@xxxxxxxxxxxxx>
> Sent: Wednesday, February 07, 2001 3:52 AM
> Subject: Re: MS DOES under report volume by 100
>
>
> > Can you clarify this a bit. Are you saying that the Downloader will
> truncate
> > large volume numbers regardless of where they come from? I use Quotes
Plus
> > and the program has an option of choosing true volume numbers or
dividing
> > the volume number by 100.
> > Lionel Issen
> > lissen@xxxxxxxxxxxxxx
> > ----- Original Message -----
> > From: "John R" <jrdrp@xxxxxxxxxxxxxxxx>
> > To: <metastock@xxxxxxxxxxxxx>
> > Sent: Tuesday, February 06, 2001 4:54 PM
> > Subject: Re: MS DOES under report volume by 100
> >
> >
> > > Neo,
> > >
> > > Not sure if I am missing your point but I have used data feed which
> > supplies
> > > volume in units and these unit volumes seem to show correctly in
> > Downloader
> > > Data Edit Window and also on Charts when cursor hovers over volume
bar.
> > >
> > > What I have noticed, and logged some time ago with Equis support, is
> that
> > on
> > > large volumes, indeed for any plotted indicator with large value (> 99
> > > million on my system), the Data Window Panel will truncate high order
> > digits
> > > when it displays the value and gives no indication that it has done
so.
> > > Equis reckon this may be related to fonts but I have not heard any
> further
> > > info. I am using V7.03 but I think previous versions were same.
> > >
> > > John
> > >
> > > ----- Original Message -----
> > > From: neo <neo1@xxxxxxxxx>
> > > To: <metastock@xxxxxxxxxxxxx>
> > > Sent: Tuesday, February 06, 2001 6:57 PM
> > > Subject: MS DOES under report volume by 100
> > >
> > >
> > > > I raised this issue with technical support and MS does under report
> > volume
> > > > by 100. This is true in the charts and explorations. This is the
email
> I
> > > > received from MS:
> > > >
> > > > It is, in fact, working as designed. That is the way we get the
data
> > > > from the data vendors. Most of your data vendors will factorize
their
> > > > data to avoid using unnecessary bandwidth to transmit a bunch of
> zeros.
> > > >
> > > > I suggest everyone email MS and request that the MS software correct
> > this
> > > > problem so that we see real volume on the charts and can use real
> volume
> > > #'s
> > > > in Explorations. This is their email address for suggestions:
> > > >
> > > > suggestions@xxxxxxxxx
> > > >
> > > > neo
> > > >
> > >
> >
>
> ------------------------------
>
> End of metastock-digest V1 #1264
> ********************************
>
|