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I made a expert with the instructions of shifted moving average. Is that correct ?
BUY - Cross(Mov(CLOSE,5,E),Mov(CLOSE,15,E) )
Exit LONG - Cross(Mov(CLOSE,15,E),Ref(Mov(CLOSE,3,E),+3))
SELL - Cross(Mov(CLOSE,15,E),Mov(CLOSE,5,E) )
Exit SHORT - Cross(Ref(Mov(CLOSE,3,E),+3),Mov(CLOSE,15,E) )
thanks for you opinion
jc
"DAVID H. LINTON" <dhlinton@xxxxxxxxxxxx> wrote:
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
----- Original Message -----
From: Walter LE CORDIER
To: 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
----- Original Message -----
From: DAVID H. LINTON
To: 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
----- Original Message -----
From: Walter LE CORDIER
To: 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
----- Original Message -----
From: DAVID H. LINTON
To: Metastockusers@xxxxxxxxxxxxxxx
Sent: Wednesday, October 23, 2002 4:34 PM
Subject: Re: [Metastockusers] Shifted moving average
Ref(Mov(Close,3,e),+3) plots a current 3 period ema point 3 periods in the past. What is the value of this?
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