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Preston,
Thank you for your help.
For the sake of simplicity let's vouch for Relat. Volatility (RVI).
The indicator is simple to write: RVI(days). It will oscillate
between 0 and 100.
How do I tie this indicator to my Moving Averages?
Somehow it should go like this:
If RVI is high, choose a short MA (maybe 5) , if it is low choose a
long MA (maybe 15).
This came to my mind: One could separate the RVI into 3 ranges:
High, middle, low and use 3 IF statements and 3 different MA length
(5, 10, 15) accordingly.
That is the basic idea. I am sure there is a more elegant way.
Werner
> 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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