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Okay,
Now, I copied the Implied Volatility & Volume
formula (below) into my system tester and received a few odd messages (using MS
8.0):
1) "This formula uses a
previous variable, and will be very slow, blah blah blah ..."
2) "Error retrieving data for
Security() function. Symbol not found in the folder Path: C:\MetaStock Data\I-L\
Symbol: .vix"
I guess I need to find a way to get ".vix" into a
folder path???
Sorry if these questions are very basic, perhaps
someone having a slow day can enlighten me?
TIA,
Doug
METASTOCK: IMPLIED VOLATILITY AND
VOLUME
In his article "Using Implied Volatility And Volume" in this issue, author
Scott Castleman includes a trading system. Here are the MetaStock formulas for
the buy and sell short orders:
Name: Buy Order
Formula:
rlen1:=29;
rlen2:=25;
lbIV:=252;
lbVol:=50;
curIV:=Security(".vix",C);
lowIV:=Security(".vix",LLV(C,lbIV));
hiIV:=Security(".vix",HHV(C,lbIV));
avVol:=Mov(V,10,S);
lowVol:=LLV(V,lbVol);
hiVol:=HHV(V,lbVol);
temp1:=If(hiIV-lowIV<>0,hiIV-lowIV, -1);
temp2:=If(hiVol-lowVol<>0,hiVol-lowVol, -1);
dllong:=If(temp1<>-1 AND temp2<>-1, Int(rlen1-(.5*rlen2*(curIV-lowIV)/temp1)+(avVol-lowVol)/temp2),PREV);
H>HHV(Ref(H,-1),LastValue(dllong+PREV-PREV))
Name: Sell Short Order
Formula:
rlen1:=29;
rlen2:=25;
lbIV:=252;
lbVol:=50;
curIV:=Security(".vix",C);
lowIV:=Security(".vix",LLV(C,lbIV));
hiIV:=Security(".vix",HHV(C,lbIV));
avVol:=Mov(V,10,S);
lowVol:=LLV(V,lbVol);
hiVol:=HHV(V,lbVol);
temp1:=If(hiIV-lowIV<>0,hiIV-lowIV, -1);
temp2:=If(hiVol-lowVol<>0,hiVol-lowVol, -1);
dlshort:=If(temp1<>-1 AND temp2<>-1, Int(rlen1-(.5*rlen2*(hiIV-curIV)/temp1)+(hiVol-avVol)/temp2),PREV);
L<LLV(Ref(L,-1),LastValue(dlshort+PREV-PREV));
--William Golson Equis International
www.equis.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=dmc197807@xxxxxxxxxxx
href="">DMC197807
To: <A
title=Metastockusers@xxxxxxxxxxxxxxx
href="">Metastockusers@xxxxxxxxxxxxxxx
Sent: Tuesday, May 20, 2003 10:35
AM
Subject: Re: [Metastockusers] Metastock
Formula from Equis/TA of SC Question
Cher Pierre,
Merci beaucoup. I was at the TA site but in
the Subscribers Only section, which only brought it forward through
April. Your site is exactly what I was looking for.
Je vous remercie.
Doug
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=pt2000@xxxxxxxxxxxxxxxx
href="">Pierre Tremblay
To: <A
title=Metastockusers@xxxxxxxxxxxxxxx
href="">Metastockusers@xxxxxxxxxxxxxxx
Sent: Tuesday, May 20, 2003 10:09
AM
Subject: Re: [Metastockusers] Metastock
Formula from Equis/TA of SC Question
Doug, Often you can find formulas directly at the
Stocks and Commodities site, under TRADERS TIPS,
like for June 2003 :<A class=moz-txt-link-freetext
href="">http://www.traders.com/Documentation/FEEDbk_docs/TradersTips/TradersTips.html#metaPierre<FONT
face=Arial size=2>DMC197807 a écrit:
I read an article in a recent TA of Stocks
and Commodities mag, and found Metastock formulas in the back. It
was provided by Equis, but when I went to the Equis site to copy the text
(copying an HTTP site is error prone for me, so imagine copying 50 lines
of formula!) but couldn't find it.
I notice that Amibroker not only provides the
code but a downloadable version at their site.
(I can go to the magazine's website, but it's
not up to date with the May and June issues yet).
TIA,
Doug
<BLOCKQUOTE
>
<DIV
>-----
Original Message -----
<DIV
>From:
<A title=shahmani1@xxxxxxxxxxxx
href="">Manish Shah
<DIV
>To:
<A title=Metastockusers@xxxxxxxxxxxxxxx
href="">Metastockusers@xxxxxxxxxxxxxxx
<DIV
>Sent:
Tuesday, May 20, 2003 6:51 AM
<DIV
>Subject:
Re: [Metastockusers] Re: New file uploaded to Metastockusers
I go to nearby cyber cafe and download the file. I
pay for the surfingcharges. Unpack the file at his end and run it
there. If it is safe Icome home and download the file on my
pc.By the way is the latest file safe.Manish Shah<A
href="">shahmani1@xxxxxxxxxxxx<A
href="">JayTownsend@xxxxxxx
wrote:McAfee checked everyone of those ZIP files that did have
viruses, andfound > none. It wasn't until after
download that they were discovered.> > I still won't
download any file that has no explanation of what it is.>
> Jay> > Any good virus checker (Notron et al) will
pick up virus within a zip > file...in fact the virus checking
can be scannd upto 3 levels of > compression...and so if you use
good virus checker then you will be > safe...> >
Safest bet would be unplug your modem line....> >
anil> > To unsubscribe from this
group, send an email to:<A class=moz-txt-link-abbreviated
href="">Metastockusers-unsubscribe@xxxxxxxxxxxYour
use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of
Service. To unsubscribe from this
group, send an email to:<A class=moz-txt-link-abbreviated
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To unsubscribe from this group, send an
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To
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