|
PureBytes Links
Trading Reference Links
|
Walter
The point I was trying to make, obviously not very clearly, is
that there is no value in plotting a current ma point (either ma with a -3
offset, or ref(ma,3), same thing) at X periods in the past because you
can't make current use of it until X periods in the future. All it will do is
mislead you by back testing with it.
In your code below, if the fast ma crossed above the slow ma
now, you would not see it until 3 periods from now.
David
<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=lecordier.walter@xxxxxxxxxx
href="mailto:lecordier.walter@xxxxxxxxxx";>Walter LE CORDIER
To: <A
title=Metastockusers@xxxxxxxxxxxxxxx
href="mailto:Metastockusers@xxxxxxxxxxxxxxx";>Metastockusers@xxxxxxxxxxxxxxx
Sent: October 23, 2002 1:12 PM
Subject: Re: [Metastockusers] Shifted
moving average
After optimization on USD/YEN I've found this (MA 4 ,MA 7 and MA
12)
Ref(Mov(CLOSE,4,E),3)> Mov(CLOSE,7,E)
AND
Ref(Mov(CLOSE,4,E),3)> Mov(CLOSE,12,E)
As you see I don't use the cross function. But your formula seems
good...
Walter - France
<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:
DAVID H.
LINTON
To: <A
title=Metastockusers@xxxxxxxxxxxxxxx
href="mailto:Metastockusers@xxxxxxxxxxxxxxx";>Metastockusers@xxxxxxxxxxxxxxx
Sent: Wednesday, October 23, 2002 6:26
PM
Subject: Re: [Metastockusers] Shifted
moving average
Walter
I am missing something. I put the green and the grey on a
chart and decided to system test it.
This is the long formula.
Cross( Ref(Mov(C ,3 ,E ),3 ),Mov(C ,15 ,E )
)
I've got something wrong.
Can you see what it is?
David
<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=lecordier.walter@xxxxxxxxxx
href="mailto:lecordier.walter@xxxxxxxxxx";>Walter LE CORDIER
To: <A
title=Metastockusers@xxxxxxxxxxxxxxx
href="mailto:Metastockusers@xxxxxxxxxxxxxxx";>Metastockusers@xxxxxxxxxxxxxxx
Sent: October 23, 2002 11:12 AM
Subject: Re: [Metastockusers] Shifted
moving average
You might want to play around with creating your own 'early warning
system'. Here is an example. Create a daily chart, add the following
moving averages: 1) length 15, offset 0, source close, exponential, color
green 2) length 5, offset 0, source close, exponential, color
pink 3) length 3, offset -3, source close, exponential, color grey.
The shifted moving average (the -3 offset) will serve as your early
warning.For example, if you are short and the grey line crosses
over the pink line - get ready to exit...when it passes over the pink and
the green line, get out. Or, for cautious folks, you could exit when it
crosses the pink line.
Walter
<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:
DAVID
H. LINTON
To: <A
title=Metastockusers@xxxxxxxxxxxxxxx
href="mailto:Metastockusers@xxxxxxxxxxxxxxx";>Metastockusers@xxxxxxxxxxxxxxx
Sent: Wednesday, October 23, 2002
4:34 PM
Subject: Re: [Metastockusers]
Shifted moving average
Ref(Mov(Close,3,e),<FONT
color=#ff0000>+3) plots a current 3 period ema
point 3 periods in the past. What is the value of this?
DavidTo
unsubscribe from this group, send an email
to:Metastockusers-unsubscribe@xxxxxxxxxxxYour
use of Yahoo! Groups is subject to the <A
href="http://docs.yahoo.com/info/terms/";>Yahoo! Terms of Service.
To unsubscribe from this group, send an email
to:Metastockusers-unsubscribe@xxxxxxxxxxxYour
use of Yahoo! Groups is subject to the <A
href="http://docs.yahoo.com/info/terms/";>Yahoo! Terms of Service.
To
unsubscribe from this group, send an email
to:Metastockusers-unsubscribe@xxxxxxxxxxxYour use
of Yahoo! Groups is subject to the <A
href="http://docs.yahoo.com/info/terms/";>Yahoo! Terms of Service.
Yahoo! Groups Sponsor
<font face=arial
size=-2>ADVERTISEMENT<img src="http://ad.doubleclick.net/ad/N879.ameritrade.yahoo/B1054521.11;sz=300x250;adc=ZHS;ord=1035406006?"; alt="" width="300" height="250"
border="0">
To unsubscribe from this group, send an email to:
Metastockusers-unsubscribe@xxxxxxxxxxx
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|