|
PureBytes Links
Trading Reference Links
|
------------------------------------------------------------------------
You cannot reply to this message via email because you have chosen not
to disclose your email address to the group.
To reply: http://groups.yahoo.com/group/equismetastock/post?act=reply&messageNum=6180
------------------------------------------------------------------------
Juan,
First problem that we are going to run into is putting the volatility
indicator into the stoch format.
The metastock call for the stoch is:
Stoch(%kPeriods , %kSlowing)
This is the short form for the following formula:
(sum(close - LLV(L,5),4) / sum(HHV(H,5) - LLV(L,5), 4)) * 100
Where 5 is the %k periods and 4 is the %k slowing
In order to develop a stoch of volatility we will need to input its
values into the formula.
We can do this by using the following:
Periods:=Input("periods",1,250,4);
X:=Vol(Periods,Periods);
(sum(X - LLV(X,5),4) / sum(HHV(X,5) - LLV(X,5), 4)) * 100
Is this more like what you had in mind?
Preston
--- In equismetastock@xxxxxxxxxxxxxxx, "emarco" <emarco@xxxx> wrote:
> thanks
>
> ok, let's use
>
> X:=Vol(MA Periods, ROC Periods)*Y
>
> I use very often......it;s really good for filtering blips......
>
> the stoch is the oscilator i would use....
>
> Z:=stoch(X,4)
>
> After that i acn use Z in my ifs conditions
>
> Thanks
>
> Juan
> ----- Original Message -----
> From: pumrysh
> To: equismetastock@xxxxxxxxxxxxxxx
> Sent: Thursday, January 30, 2003 1:50 AM
> Subject: Re: [EquisMetaStock Group] Adjusting parameters with
volatility
>
>
> Juan,
>
> Somehow I didn't think this was going to be easy! :-)
>
> Okay, first lets decide on the indicator/s and what will be
adaptive.
>
> There are literally dozens of volatility indicators. A good one
> though is Chaikin's Volatility indicator. The formula call is:
>
> Vol(MA Periods, ROC Periods)
>
> This would mean that the parameters that can change(in this case
> become adaptive) are the MA Periods and the ROC periods or they
can
> be set and used to trigger another indicator.
>
> You've mentioned a stoch. Do you want to use a stoch indicator?
Do
> you wish to use the Stoch Momentum Index or the Stoch Oscillator?
You
> could choose to make the smoothing periods of the Stoch adaptive
if
> you want based on the levels of the volatility.
>
> If we're going with the if statements we'll need to know the
> conditions that will be used.
>
>
>
> P
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "emarco" <emarco@xxxx>
wrote:
> > Preston,
> >
> > Currently I am developing a trading system for
tnotes
> in 60m. The problem i noticed with my indicators is that they
should
> adapt to different levels of intraday and 60m volatility (in
terms of
> close data). So my idea is to construct an adaptive indicator as
you
> mentioned below.
> > For example:
> > each periods caculates Voli 20 MA
> >
> > mavoli:=mov(Voli,20,S)
> >
> > and then:
> >
> > if(stoch(20*mavoli,4) >20, 1,0)
> >
> >
> > Is it clear?
> > Thanks
> >
> >
> > Juan
> >
> >
> >
> > ----- Original Message -----
> > From: pumrysh
> > To: equismetastock@xxxxxxxxxxxxxxx
> > Sent: Wednesday, January 29, 2003 11:51 PM
> > Subject: Re: [EquisMetaStock Group] Adjusting parameters with
> volatility
> >
> >
> > Juan,
> >
> > Yes it can be done to a certain degree. What you are asking
is to
> > make an indicator "adaptive". While it is difficult it can be
> done by
> > using if statements for one solution. Another solution is to
use
> an
> > adaptive moving average. This reguires a "DLL" of the moving
> average
> > indicator. These are not readily available.
> >
> > Be a little more specific and maybe we can build you a
custom
> > indicator on this board.
> >
> > Preston
>
>
>
> Yahoo! Groups Sponsor
> ADVERTISEMENT
>
>
>
>
> To unsubscribe from this group, send an email to:
> equismetastock-unsubscribe@xxxxxxxxxxxxxxx
>
>
>
> Your use of Yahoo! Groups is subject to the Yahoo! Terms of
Service.
To unsubscribe from this group, send an email to:
equismetastock-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|