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Joe,
Good one!
Werner,
You won't get much better that this. You still have room to make
changes but usually the simplest solution is the best.
Preston
--- In equismetastock@xxxxxxxxxxxxxxx, "Joe J." <jojab@xxxx> wrote:
> 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,
>
> Joe J.
>
> -----Original Message-----
> From: WernerKrag [mailto:WKRAG@x...]
> Sent: Monday, July 07, 2003 2:39 PM
> To: equismetastock@xxxxxxxxxxxxxxx
> Subject: [EquisMetaStock Group] Re: Moving average based on
volatility
>
>
> 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
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