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Courtesy of Guppy:
<FONT
face="Times New Roman" color=#004080 size=6>Vidya 21,
5This is the
MetaStock code for VIDYA 21,5 which applies to the article "Breaking Out Of
Price Channels" by Gerald Marisch in the TASC January 1998
edition.Length:=Input("Length",1,200,21);Smooth:=Input("Smoothing",1,200,5);AbsCMO:=(Abs(CMO(C,Length)))/100;SC:=2/(Smooth+1);VIDYA:=If(Cum(1)<=(Length+1),C,(SC*AbsCMO*CLOSE)+(1-(SC*AbsCMO))*PREV);VIDYAfrom
Ian Burgogyne<A
name="Vidya with P variable, version II">Vidya with
P variable, version II<FONT
face="Times New Roman" size=3>My version of Tushar Chande's Vidya, using the P
variableVidya{P}Periods:=Input("length of
MA",5,100,20);K:=Stdev(P,5)/Mov(Stdev(P,5),20,S);A:=(2/(Periods+1));Vidya:=A*K*(P)+(1-A*K)*Ref(P,-1);Vidya;Tar(SZ)an
LongC-(((462*Mov(C,34,E))-(420*Mov(C,13,E))+(490*(Mov(Mov(C,13,E)-Mov(C,34,E),89,E))))/42)Tar(SZ)an
Short(C-(((325*Mov(C,26,E))-(297*Mov(C,12,E))+(351*Mov(Mov(C,13,E)-Mov(C,26,E),9,E))))/28)*2from
Barry Marx<FONT
face="Times New Roman" color=#004080 size=6>Vidya
ExplanationVidya
is a subject that comes up with some regularity. It's actually available in
MetaStock as the Variable Moving Average (Mov(C,n,V) but Equis, for their own
inscrutable reasons, choose not to identify it by name. If you refer to the
MetaStock manual, be aware that there is a typo in the formula (0.078 should
read 0.78). Two or three years ago I coded the version given in TAS&C and it
overlaid the MetaStock version precisely, except that at the time the MetaStock
version was not correctly initialised -- this has since been corrected. Equis
acknowledged the typo at the time, but have done nothing about it.As far
as the 'circular reference' is concerned, you are right that eventually you run
out of data. However adding a portion of yesterday's value to a portion of
today's value is common to several indicators, such as the Exponential Moving
Average. If no provision is made, then usually the indicator will start with a
value of zero, rise rapidly at first, then take some time to stabilise.
One answer is to initialise it. For a Vidya of the close, period N, you
can initialise with something like "If(Cum(1) < N, C,{else} ...)" with the
Vidya formula as the 'else'. Then at day N the indicator uses the (N-1) close
for yesterday's data and takes much less time to stabilise.from
HHP<FONT
face="Times New Roman" color=#004080 size=6>Vidya using P variable,
version IHere is
a version of Vidya using a P variable that matches MetaStock's built-in Variable
Moving Average. You can overlay them in different colours on the same chart to
satisfy yourself that they are indeed the same (but remember to use the same
number of periods). There is a small difference at the start due to different
initialisation, after which they are identical. The coding is spelled out for
the benefit of anyone studying the book. It can be adapted by adding a variable
input for the CMO length (9), or made universal by replacing each C with a P, or
the Abs(CMOsc) can be replaced with a different volatility index that ranges
between 0 and 1.{Vidya (Chande)}Pds:= Input("Number of
Periods?",1,1000,20);Alpha:= 2/(Pds+1);{Chande Momentum
Oscillator}{UD = Up day}{DD = Down day}UD:=
Sum((C-Ref(C,-1))*(C>Ref(C,-1)),9);DD:=
Sum((Ref(C,-1)-C)*(C<Ref(C,-1)),9);CMOsc:= (UD-DD)/(UD+DD);k:=
Abs(CMOsc);Vidya:= (Cum(1) < Pds) * C + (Cum(1)>=Pds) * ((Alpha *
k * C) + (1-Alpha* k) * PREV);Vidya
<BLOCKQUOTE
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
----- Original Message -----
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From:
<A title=BRIANKENYN@xxxxxxx
href="mailto:BRIANKENYN@xxxxxxx";>BRIANKENYN@xxxxxxx
To: <A
title=equismetastock@xxxxxxxxxxxxxxx
href="mailto:equismetastock@xxxxxxxxxxxxxxx";>equismetastock@xxxxxxxxxxxxxxx
Sent: Sunday, October 06, 2002 4:10
PM
Subject: [EquisMetaStock Group] metastock
6.52 nesting variables
Hi- I'm new to this net. I am trying to nest a varible in a
moving average in place of a close in order to create an adaptive
moving average. The ultimate purpose is to create the VIDYA
Dynamic Average introduced by Tushar Chande.Does anyone know if it can
be done with 6.52?BrianTo
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