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--- In Metastockusers@xxxxxxxxxxxxxxx, "Karile" <karile@xxxx> wrote:
>
> Hi Kut2k2,
>
> Thanks for your reply.
You're welcome. :-)
>
> A friend of mine who is statistician told me it would be interesting
to use
> the median. But, with the standard language, it seems difficult to
> implement.
>
> Regards,
>
> Karile
One last thing you might want to try. My stat knowledge isn't what it
should be but since you have a statistician "on call" <grin>, you
might ask him what, if anything, a comparison of mov(data array, 100,
s) to mid(data array, 100) {the midpoint} tells you about the
approximate value of the median. Good luck.
kut2k2
> ----- Original Message -----
> From: "kut2k2" <kut2k2@xxxx>
> To: <Metastockusers@xxxxxxxxxxxxxxx>
> Sent: Friday, May 09, 2003 4:38 AM
> Subject: [Metastockusers] Re: How to calculate this ?
>
>
> > --- In Metastockusers@xxxxxxxxxxxxxxx, "Karile" <karile@xxxx>
wrote:
> > >
> > > Hi Kut2k2,
> > >
> > > Thanks for your reply.
> > >
> > > As you said, I think it is going to be difficult to implement in
> > Metastock.
> > > The formula you gave to me is different.
> > >
> > > The main purpose is to classify (ascending order) a time series
(ie
> > : 100
> > > values) and then pick the 50th(x) and 51th(y) values.
> > >
> > > Then, the result (median) would be :(x+y)/2
> > >
> > > The median returns a number which divides in two the sample
(values
> > above
> > > it/below it).
> > >
> > > Thanks for your help,
> > >
> > > Regards,
> > >
> > > Karile
> >
> > Hi again, Karile.
> >
> > Sometimes I'm too subtle for my own good. What I should have said
was
> > that a 100-bar median filter would be a lot of work for very
little
> > gain (if any) over an ordinary 100-bar MA. FWIW I personally would
use
> > a 3-bar median filter followed by an MA of the length you desire.
And
> > you might want to ask yourself what's so special about '100'. Are
you
> > just copying what some trading "guru" recommended without really
> > thinking about whether it makes sense for your needs? One final
piece
> > of trading advice I can offer you: Question everything you read
and
> > hear.
> >
> > HTH,
> > kut2k2
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