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Re: [Metastockusers] Re: 2 days Explorations



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Karile

> Being a frenchwoman, I sometimes have difficulty to speak english
correctly.
>
> As Claude said, I would like to perform an exploration on the basis of
data
> for every other day (2 day).
>
> Your help is appreciated,

Further to my earlier post, here are some "two day time frame" indicators to
get you started. In order to run your exploration on compressed data in this
way I believe you will need to create "two day" versions of all indicators
you currently use explorations, and substitute these for the existing
functions. I have elected to end each frame on EVEN numbered days of the
month, so an even day is like Friday for weekly compression. All of the
indicators that follow include HIGH, LOW and CLOSE for the two-day frame,
but in my examples only CLOSE is used - 'Cf' is the variable name.

Following through on this exercise will require quite a bit of time and
effort. I hope these examples help.

Roy

  {Two Day Frame - Basic Prices}
Pd:=Input("Periods",1,50,10);
Od:=Frac(DayOfMonth()/2)>0.2;
Ev:=Frac(DayOfMonth()/2)<0.2;
Ef:=If(Ev,1,If(Ref(Od,-1) AND Ref(Ev,-2),2,0));
Hf:=If(Ef>0,If(Alert(Ef=0,2),HHV(H,2),H),0);
Hf:=ValueWhen(1,Ef>0,Hf);
Lf:=If(Ef>0,If(Alert(Ef=0,2),LLV(L,2),L),0);
Lf:=ValueWhen(1,Ef>0,Lf);
Cf:=ValueWhen(1,Ef>0,C);
Hf; {HIGH} Lf; {LOW} Cf; {CLOSE}

  {Two Day Frame EMA}
Pd:=Input("Periods",1,50,10);
Pc:=2/(Pd+1);
Od:=Frac(DayOfMonth()/2)>0.2;
Ev:=Frac(DayOfMonth()/2)<0.2;
Ef:=If(Ev,1,If(Ref(Od,-1) AND Ref(Ev,-2),2,0));
Hf:=If(Ef>0,If(Alert(Ef=0,2),HHV(H,2),H),0);
Hf:=ValueWhen(1,Ef>0,Hf);
Lf:=If(Ef>0,If(Alert(Ef=0,2),LLV(L,2),L),0);
Lf:=ValueWhen(1,Ef>0,Lf);
Cf:=ValueWhen(1,Ef>0,C);
Ema:=If(Ef>0,If(Cum(Ef>0)=1,C,PREV)*(1-Pc) + Cf*Pc,PREV);
Ema;

  {Two Day Frame SMA}
Pd:=Input("Periods",1,50,10);
Od:=Frac(DayOfMonth()/2)>0.2;
Ev:=Frac(DayOfMonth()/2)<0.2;
Ef:=If(Ev,1,If(Ref(Od,-1) AND Ref(Ev,-2),2,0));
Hf:=If(Ef>0,If(Alert(Ef=0,2),HHV(H,2),H),0);
Hf:=ValueWhen(1,Ef>0,Hf);
Lf:=If(Ef>0,If(Alert(Ef=0,2),LLV(L,2),L),0);
Lf:=ValueWhen(1,Ef>0,Lf);
Cf:=ValueWhen(1,Ef>0,C);
Sma:=(Cum(If(Ef>0,Cf,0))-ValueWhen(Pd+1,Ef>0,Cum(If(Ef>0,Cf,0))))/Pd;
Sma;

  {Two Day Frame Wilders MA}
Pd:=Input("Periods",1,50,10);
Pc:=1/Pd;
Od:=Frac(DayOfMonth()/2)>0.2;
Ev:=Frac(DayOfMonth()/2)<0.2;
Ef:=If(Ev,1,If(Ref(Od,-1) AND Ref(Ev,-2),2,0));
Hf:=If(Ef>0,If(Alert(Ef=0,2),HHV(H,2),H),0);
Hf:=ValueWhen(1,Ef>0,Hf);
Lf:=If(Ef>0,If(Alert(Ef=0,2),LLV(L,2),L),0);
Lf:=ValueWhen(1,Ef>0,Lf);
Cf:=ValueWhen(1,Ef>0,C);
Wma:=If(Ef>0,If(Cum(Ef>0)=1,C,PREV)*(1-Pc) + Cf*Pc,PREV);
Wma;



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