RE: [EquisMetaStock Group] Re: Moving average based on volatility

["Joe J." <jojab@xxxxxxxxx>]

Here, 
try this.  You only need two "if" statements and then if it isn't high or 
low, it uses the 10 period.  This uses simple moving averages but those 
could be easily changed.
 
VolSMA:=If(RVI(10) < 
34,Mov(CLOSE,15,S),If(RVI(10) > 
66,Mov(CLOSE,5,S),Mov(CLOSE,10,S)));
 
VolSMA;
 
Good 
Trading,
<FONT face=Arial color=#0000ff 
size=2> 
Joe 
J.

  <FONT face=Tahoma 
  size=2>-----Original Message-----From: WernerKrag 
  [mailto:WKRAG@xxxxxxxxxxx]Sent: Monday, July 07, 2003 2:39 
  PMTo: equismetastock@xxxxxxxxxxxxxxxSubject: 
  [EquisMetaStock Group] Re: Moving average based on 
  volatilityPreston,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.> > 
  > > WernerTo 
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