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Oscar
If the sampling control variable (H1) is correct then the EMA will be
accurate. I don't have 1 minute data I can test so I can't be sure 'H1' is
constructed as it should be.
The CLOSE for weekly periodicy is taken from the Friday bar of daily data
i.e. the last bar of the week. That's why my formulae use the last bar of 15
minutes, or hour, or whatever, as the closing bar for the frame.
To accurately check a 15 minute 10 period EMA on one minute periodicy you
would need to record (copy and paste to Excel) a standard 10 period EMA on
15 minute periodicy, then cross check the values from the two indicators. I
have no difficulty doing this with daily/weekly periodicy, and my results
are accurate to at least 4 decimal places.
If you can post some 1 minute bar history to rlarsen@xxxxxxxxxxxxxx I'll
take a closer look for any problems.
Roy
----- Original Message -----
From: "moscar.1" <moscar.1@xxxxxxxxxxx>
To: <equismetastock@xxxxxxxxxxxxxxx>
Sent: Saturday, May 03, 2003 4:55 AM
Subject: Re: [EquisMetaStock Group] Multiple time frame
Thank you Roy,
I tried your example of (1/15 Minute Frame EMA) but it seems that is not the
same number when I see the moving on 1 minute frame than it shows me the 15
minute frame.
Some idea?
Thank you.
Oscar.
----- Original Message -----
From: Roy Larsen
To: equismetastock@xxxxxxxxxxxxxxx
Sent: Thursday, May 01, 2003 8:35 PM
Subject: Re: [EquisMetaStock Group] Multiple time frame
Oscar
Try these for one minute and five minute bars respectively. The variable
'H1' defines the last 1 or 5 minute bar in the 15 minute timeframe. You
can
adjust this if I'm off by one bar or if you need to compensate particular
trading hours. If you do not have bars representing the minutes used for
'H1' then the indicator will not display. I don't have any 1 minute data
so
can't test that but 5 minute version appears to work OK. I've added the
"dynamic last bar" function but note that the default is off.
{1/15 Minute Frame EMA}
Pds:=Input("15 minute periods",1,99,10);
Dlb:=Input("Dynamic last bar",0,1,0);
Pct:=2/(Pds+1);{use "1/Pds" for Wilders Smoothing}
Lb:=Dlb*(LastValue(Cum(1)-0)=Cum(1));
H1:=Lb OR Minute()=14 OR Minute()=29
OR Minute()=44 OR Minute()=59 ;
C1:=ValueWhen(1,H1,C);
Ema:=If(Cum(H1>0)=1,C1,ValueWhen(1,H1,PREV)*(1-Pct)+(C1*Pct));
Ema;
{5/15 Minute Frame EMA}
Pds:=Input("15 minute periods",1,99,10);
Dlb:=Input("Dynamic last bar",0,1,0);
Pct:=2/(Pds+1);{use "1/Pds" for Wilders Smoothing}
Lb:=Dlb*(LastValue(Cum(1)-0)=Cum(1));
H1:=Lb OR Minute()=10 OR Minute()=25
OR Minute()=40 OR Minute()=55 ;
C1:=ValueWhen(1,H1,C);
Ema:=If(Cum(H1>0)=1,C1,ValueWhen(1,H1,PREV)*(1-Pct)+(C1*Pct));
Ema;
Roy
----- Original Message -----
From: "moscar.1" <moscar.1@xxxxxxxxxxx>
To: <equismetastock@xxxxxxxxxxxxxxx>
Sent: Friday, May 02, 2003 2:43 AM
Subject: Re: [EquisMetaStock Group] Multiple time frame
Thank you Roy, and could you tell me if you have some examples about that?
For example using 1 minute or 5 minute.
Regards.
Oscar.
----- Original Message -----
From: Roy Larsen
To: equismetastock@xxxxxxxxxxxxxxx
Sent: Thursday, May 01, 2003 2:17 AM
Subject: Re: [EquisMetaStock Group] Multiple time frame
Hi Oscar
This may be a little difficult because 15 is not cleanly divisible by 2.
Sampling data every 7.5 periods could be messy. Using 1 minute or 5
minute
bars would not be such a problem. I'll think about it and come back to
you.
Roy
----- Original Message -----
From: "moscar.1" <moscar.1@xxxxxxxxxxx>
To: <equismetastock@xxxxxxxxxxxxxxx>
Sent: Thursday, May 01, 2003 5:01 PM
Subject: [EquisMetaStock Group] Multiple time frame
Roy,
I just want to ask you for your assistance with the multiple timeframe
matter.
I would like to know how can I plots a 15 minutes user inputted EMA on 2
min
chart.
Thank you.
Oscar.
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