Re: Lag In Moving Avg

[Rakesh Sahgal <rsahgal@xxxxxxxx>]

Hi Rick,

The exploration I use is here to help you get going without wasting any
time in writing the exploration.

Col.
           Col. Name.              Col Field
ColA.           Close                   c
ColB            Trigger                 If(Fml( "DS_EMA_X_MP()" )=1,H+.05,
                                        If(Ref( Fml( "DS_EMA_X_MP()" ) ,-1)=1,Ref(H,-1)+.05,
                                        If(Ref( Fml( "DS_EMA_X_MP()" ) ,-2)=1,Ref(H,-2)+.05,
                                        If(Fml( "DS_EMA_X_MP()" ) =-1,L-.05,
                                        If(Ref( Fml( "DS_EMA_X_MP()" ) ,-1)=-1,Ref(L,-1)-.05,
                                        If(Ref( Fml( "DS_EMA_X_MP()" ) ,-2)=-1,Ref(L,-2)-.05,
                                        0))))))
ColC            Signal                  If( Fml( "DS_EMA_X_MP()" ) =1,1,
                                        If( Fml( "DS_EMA_X_MP()" ) =-1,-1,
                                        If(Ref( Fml( "DS_EMA_X_MP()" ) ,-1)=1,2,
                                        If(Ref( Fml( "DS_EMA_X_MP()" ) ,-1)=-1,-2,
                                        If(Ref( Fml( "DS_EMA_X_MP()" ) ,-2)=1,3,
                                        If(Ref( Fml( "DS_EMA_X_MP()" ) ,-2)=-1,-3,
                                        0))))))

Filter:
When(v,>=,500000)
AND
When( ADX(14),>,mov(adx(14),8,e))
AND
When(colC<>0)


You would do well to scan only those issues which have a high volume number. The more highly traded a stock the better the chances of a signal resulting in a decent move. I have also added the volume condition and you can insert a condition in the filter stipulating ADX greater than ADXr or some such measure. Paste the above into their respective places in a  MS exploration and and it should work fine.  

I am also giving below the formula for the MA Xover-paste it into the indictor builder and give it the name I have indicated here.

Formula Name:   DS_EMA_X_MP()
Formula Definition:     if ( Cross(mov(mov(mp(),4,e))4,e),mov(mov(mp(),8,e))8,e)),1,
                        if (Cross(mov(mov(mp(),8,e))8,e),mov(mov(mp(),4,e))4,e)),-1,
                        0))
                                
I have substituted the trendliness and money flow formulae by the volume and ADX() condition. Rest is the same as what I do. Hope this is of some help.

Regards

Rakesh Sahgal


At 09:01 PM 02/11/2001 -0800, you wrote:

’ž 
Rakesh,
 
Thanks for the info. I'll play with this and see what I can come up with. I'm a little new at writing indicators and explorations so I always appreciate any help I can get. Your preference not to discuss your proprietary indicators is quite all right. 
 
Thanks Again
 
Rick