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Werner,
You will first need the type and periods for the various MA's you are
planning to use...simple, exponential, etc. and periods(5,10,15,?).
Next you will need to decide what you are going to use for
volatility. To put it all together you could then use if statements.
Basically, this becomes an adaptive ma. Once you've decided on what
you plan to use let us know and we'll move forward.
Preston
--- In equismetastock@xxxxxxxxxxxxxxx, "WernerKrag" <WKRAG@xxxx>
wrote:
> Good day,
>
> I would like to write a SYSTEM TEST in MS but am not sure how.
Would
> like to do experiment with variable length moving averages:
>
> Depending on volatility I would like to use different lengths of
the
> moving average to trigger an entry. If volatility is high: Use a
> short Moving Average (MA) to trigger an entry. If volatility is
> low, use a longer Moving Average to trigger an entry.
>
> I have dificulties with formulating the conditions in general:
>
> If (volatility is high) use a SHORT MA
>
> If (volatility is normal) use a LONGER MA
>
> If (volatility is low) use the LONGEST MA
>
> There could be more than 3 conditions.
>
> How could I write this kind of formula ?
>
> Thank you for helping me with this.
>
> Werner
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