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le corbeaux masque
> thanks roy, this new version of the weekly OHLC
> compression doesn't use the "prev" function....that's
> great
Another version of "Weekly OHLC" is just about ready. The improvements affect the left side of a
chart and add back in an earlier option of a Monday update which is desirable for back-testing.
> i hereby attached an older code from you ploting the
> weekly bollinger bands onto daily charts....i was
> wondering whetever you knew of/had a newer version of
> this code not using the "prev" function ?
The reason for the PREV in this code (variable 'N') is to create a weekly EXPONENTIAL moving
average. Apart from creating a dll there is no way to create an EMA in MetaStock using the standard
formula language. If you are content to use a SIMPLE moving average on which to base the Bollinger
Bands then comment out variable 'N' and change the second variable 'I' to "I:=If(I,M,M);". This will
disable the EMA function and eliminate PREV.
Standard deviations are based on simple moving averages but Bollinger Bands can use any type of
moving average as a centre line. My weekly code only provides two options, EMA and SMA, because I
think these are the most commonly used MA's.
Hope this helps.
Roy
> {Weekly bb compression}
> {Copyright© 2003 Roy Larsen}
> {rlarsen@xxxxxxxxxxxxxx}
> {use on daily charts}
> D:=Input("Weeks",6,50,20);
> G:=Input("Deviations",0,9,2);
> I:=Input("0=SMA 1=EMA",0,1,0);
> A:=DayOfWeek()=5;Q:=2/(D+1);
> B:=DayOfWeek()<=Ref(DayOfWeek(),-1);
> J:=If(A,1,If(Alert(A,2)=0 AND B,2,0));
> K:=ValueWhen(1,J,If(J=1,C,Ref(C,-1)));
> M:=(Cum(If(J,K,0))-ValueWhen(D+1,J,Cum(If(J,K,0))))/D;
> N:=If(Cum(J>0)=1,K,ValueWhen(1,J,PREV)*(1-Q)+K*Q);
> X:=Power(M-ValueWhen(1,J,K),2)+
> Power(M-ValueWhen(2,J,K),2)+
> Power(M-ValueWhen(3,J,K),2)+
> Power(M-ValueWhen(4,J,K),2)+
> Power(M-ValueWhen(5,J,K),2)+
> Power(M-ValueWhen(6,J,K),2)+
> (D>6)*Power(M-ValueWhen(7,J,K),2)+
> (D>7)*Power(M-ValueWhen(8,J,K),2)+
> (D>8)*Power(M-ValueWhen(9,J,K),2)+
> (D>9)*Power(M-ValueWhen(10,J,K),2)+
> (D>10)*Power(M-ValueWhen(11,J,K),2)+
> (D>11)*Power(M-ValueWhen(12,J,K),2)+
> (D>12)*Power(M-ValueWhen(13,J,K),2)+
> (D>13)*Power(M-ValueWhen(14,J,K),2)+
> (D>14)*Power(M-ValueWhen(15,J,K),2)+
> (D>15)*Power(M-ValueWhen(16,J,K),2)+
> (D>16)*Power(M-ValueWhen(17,J,K),2)+
> (D>17)*Power(M-ValueWhen(18,J,K),2)+
> (D>18)*Power(M-ValueWhen(19,J,K),2)+
> (D>19)*Power(M-ValueWhen(20,J,K),2)+
> (D>20)*Power(M-ValueWhen(21,J,K),2)+
> (D>21)*Power(M-ValueWhen(22,J,K),2)+
> (D>22)*Power(M-ValueWhen(23,J,K),2)+
> (D>23)*Power(M-ValueWhen(24,J,K),2)+
> (D>24)*Power(M-ValueWhen(25,J,K),2)+
> (D>25)*Power(M-ValueWhen(26,J,K),2)+
> (D>26)*Power(M-ValueWhen(27,J,K),2)+
> (D>27)*Power(M-ValueWhen(28,J,K),2)+
> (D>28)*Power(M-ValueWhen(29,J,K),2)+
> (D>29)*Power(M-ValueWhen(30,J,K),2)+
> (D>30)*Power(M-ValueWhen(31,J,K),2)+
> (D>31)*Power(M-ValueWhen(32,J,K),2)+
> (D>32)*Power(M-ValueWhen(33,J,K),2)+
> (D>33)*Power(M-ValueWhen(34,J,K),2)+
> (D>34)*Power(M-ValueWhen(35,J,K),2)+
> (D>35)*Power(M-ValueWhen(30+6,J,K),2)+
> (D>30+6)*Power(M-ValueWhen(30+7,J,K),2)+
> (D>30+7)*Power(M-ValueWhen(30+8,J,K),2)+
> (D>30+8)*Power(M-ValueWhen(30+9,J,K),2)+
> (D>30+9)*Power(M-ValueWhen(40,J,K),2)+
> (D>40)*Power(M-ValueWhen(40+1,J,K),2)+
> (D>40+1)*Power(M-ValueWhen(40+2,J,K),2)+
> (D>40+2)*Power(M-ValueWhen(40+3,J,K),2)+
> (D>40+3)*Power(M-ValueWhen(40+4,J,K),2)+
> (D>40+4)*Power(M-ValueWhen(40+5,J,K),2)+
> (D>40+5)*Power(M-ValueWhen(40+6,J,K),2)+
> (D>40+6)*Power(M-ValueWhen(40+7,J,K),2)+
> (D>40+7)*Power(M-ValueWhen(40+8,J,K),2)+
> (D>40+8)*Power(M-ValueWhen(40+9,J,K),2)+
> (D>40+9)*Power(M-ValueWhen(50,J,K),2);
> I:=If(I,N,M);
> R:=G*Sqrt(X/D);
> Y:=I+R;
> Z:=I-R;
> M;Y;Z;
>
> --- Roy Larsen <rlarsen@xxxxxxxxxxxxxx> wrote:
> > Vinit
> >
> > > HI can any ine tellme how i can display the 3 day
> > simple moving
> > > average of the high of weekly data on daily data.
> > And the same for
> > > the lows
> > > THanks in advance
> >
> > Jose has already pointed you to one link with a
> > Weekly SMA for daily charts. However that is written
> > to provide an SMA of the weekly CLOSE. You will need
> > to marry some code from the Weekly OHLC
> > indicator to the Weekly SMA indicator to get the
> > SMA of Weekly HIGH and Weekly LOW.
> >
> > Here are all of the relevant indicators with the
> > necessary changes already made. Note that 'K' is
> > the only variable that differs between the three SMA
> > indicators. These are almost direct copies from
> > the 'Hw' and 'Lw' variables in Weekly OHLC - only
> > the names of 'Hw' and 'Lw' have been changed.
> >
> > Roy
> >
> > {Weekly OHLC}
> > {Copyright© 2003 Roy Larsen}
> > {rlarsen@xxxxxxxxxxxxxx}
> > {use on daily charts}
> > Q:=Input("Dynamic Current Week?",0,1,1);
> > {0=Update when end of current week is known}
> > {1=MS compatible dynamic current week}
> > M:=DayOfWeek()<=ValueWhen(2,1,DayOfWeek());
> > F:=DayOfWeek()=5;
> > A:=LastValue(Cum(1)-1)=Cum(1);
> > B:=LastValue(Cum(1))=Cum(1);
> > J:=If(F,1,If(Alert(F,2)=0 AND M,2,0));
> > J:=If(A+LastValue(J)>2 OR B+Q>1,1,(B=0)*J);
> > Hw:=HighestSince(1,M,H);
> > Hw:=ValueWhen(1,J,If(J=1,Hw,ValueWhen(2,1,Hw)));
> > Lw:=LowestSince(1,M,L);
> > Lw:=ValueWhen(1,J,If(J=1,Lw,ValueWhen(2,1,Lw)));
> > Cw:=ValueWhen(1,J,If(J=1,C,ValueWhen(2,1,C)));
> > Ow:=ValueWhen(1,J,If(J=1,ValueWhen(1,M,O),
> > ValueWhen(2,M OR Cum(1)=3,O)));
> > Ow:=ValueWhen(1,Lw>0,Ow); {O}
> > Hw:=ValueWhen(1,Lw>0,Hw); {H}
> > Lw:=ValueWhen(1,Lw>0,Lw); {L}
> > Cw:=ValueWhen(1,Lw>0,Cw); {C}
> > Ow; Hw; Lw; Cw;
> >
> > {Weekly SMA - Close}
> > {Copyright© 2003 Roy Larsen}
> > {rlarsen@xxxxxxxxxxxxxx}
> > {use on daily charts}
> > D:=Input("Periods in Weeks",1,100,10);
> > Q:=Input("Dynamic Current Week?",0,1,1);
> > {0=Update when end of current week is known}
> > {1=MS compatible dynamic current week}
> > M:=DayOfWeek()<=ValueWhen(2,1,DayOfWeek());
> > F:=DayOfWeek()=5;
> > A:=LastValue(Cum(1)-1)=Cum(1);
> > B:=LastValue(Cum(1))=Cum(1);
> > J:=If(F,1,If(Alert(F,2)= 0 AND M,2,0));
> > J:=If(A+LastValue(J)>2 OR B+Q>1,1,(B=0)*J);
> > K:=ValueWhen(1,J,If(J=1,C,ValueWhen(2,1,C)));
> > G:=Cum((J>0)*K);
> > X:=(G-ValueWhen(D+1,J,G))/D;
> > X;
> >
> > {Weekly SMA - High}
> > {Copyright© 2004 Roy Larsen}
> > {rlarsen@xxxxxxxxxxxxxx}
> > {use on daily charts}
> > D:=Input("Periods in Weeks",1,100,3);
> > Q:=Input("Dynamic Current Week?",0,1,1);
> > {0=Update when end of current week is known}
> > {1=MS compatible dynamic current week}
> > M:=DayOfWeek()<=ValueWhen(2,1,DayOfWeek());
> > F:=DayOfWeek()=5;
> > A:=LastValue(Cum(1)-1)=Cum(1);
> > B:=LastValue(Cum(1))=Cum(1);
> > J:=If(F,1,If(Alert(F,2)= 0 AND M,2,0));
> > J:=If(A+LastValue(J)>2 OR B+Q>1,1,(B=0)*J);
> > K:=HighestSince(1,M,H);
> > K:=ValueWhen(1,J,If(J=1,K,ValueWhen(2,1,K)));
> > G:=Cum((J>0)*K);
> > X:=(G-ValueWhen(D+1,J,G))/D;
> > X;
> >
> > {Weekly SMA - Low}
> > {Copyright© 2004 Roy Larsen}
> > {rlarsen@xxxxxxxxxxxxxx}
> > {use on daily charts}
> > D:=Input("Periods in Weeks",1,100,3);
> > Q:=Input("Dynamic Current Week?",0,1,1);
> > {0=Update when end of current week is known}
> > {1=MS compatible dynamic current week}
> > M:=DayOfWeek()<=ValueWhen(2,1,DayOfWeek());
> > F:=DayOfWeek()=5;
> > A:=LastValue(Cum(1)-1)=Cum(1);
> > B:=LastValue(Cum(1))=Cum(1);
> > J:=If(F,1,If(Alert(F,2)= 0 AND M,2,0));
> > J:=If(A+LastValue(J)>2 OR B+Q>1,1,(B=0)*J);
> > K:=LowestSince(1,M,L);
> > K:=ValueWhen(1,J,If(J=1,K,ValueWhen(2,1,K)));
> > G:=Cum((J>0)*K);
> > X:=(G-ValueWhen(D+1,J,G))/D;
> > X;
> >
> >
> >
>
>
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