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Jose,
At first glance, it does seem to do what it is
meant to do. Let me go thru it a little more and feedback will be
uploaded.
Cheers to you too,
DusantChief Architect<A
href="">http://www.candlestrength.com/
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Jose
To: <A
title=equismetastock@xxxxxxxxxxxxxxx
href="">equismetastock@xxxxxxxxxxxxxxx
Sent: Monday, February 23, 2004 9:55
AM
Subject: [EquisMetaStock Group] EMA - ATR
volatility adjusted
Any feedback on this indicator
appreciated:=============================EMA - ATR volatility
adjusted=============================---8<---------------------------{
ATR volatility-adjusted, dyn-period EMA v2.0 }{ Positive
sensitivity: EMA periodicity shortens on high ATR volatility
- increases on low ATR volatility }{ Negative
sensitivity: EMA periodicity shortens on low ATR
volatility - increases on high ATR volatility }{
[1]EMA: ATR
volatility-adjusted EMA }{ [2]Dyn periods: EMA periodicity used }{
[3]ATR vlty: ATR volatility 0~100% }{
[4]Signals: EMA/price crossover signals }{
©Copyright 2004 Jose Silva }{ <A
href="">http://users.bigpond.com/prominex/pegasus.htm
}pds:=Input("EMA avg periods",1,2520,21);sens:=Input("ATR
volatility sensitivity (+100 to
-100)%",-100,100,100)/100;pdsVlty:=Input("ATR voltility sampling
periods", 2,2520,126);pdsATR:=Input("ATR
periods",1,2520,10);x:=Input("[1]Open [2]High [3]Low
[4]Close [5]Vol [6]P",1,6,4);plot:=Input("[1]EMA, [2]Dyn
periods, [3]ATR vlty,
[4]Signals",1,4,1);x:=If(x=1,O,If(x=2,H,If(x=3,L,If(x=5,V,If(x=6,P,C)))));ATRvlty:=(ATR(pdsATR)-LLV(ATR(pdsATR),pdsVlty)) /(HHV(ATR(pdsATR),pdsVlty) -LLV(ATR(pdsATR),pdsVlty)+.000001);multi:=If(ATRvlty<=.5, 10*Power(ATRvlty,3.4739)+.1, 10*Power(ATRvlty,3.32)+.000001);multi:=If(sens>0,1/multi,multi);multi:=If(multi<1,1-(1-multi)*Abs(sens), (multi-1)*Abs(sens)+1);pds:=pds*multi;pds:=If(Cum(x<>-101)-(pdsVlty+pdsATR)<pds, Cum(x<>-101)-(pdsVlty+pdsATR),pds);pds:=If(pds<1,1,pds);ATREma:=x*2/(pds+1)+PREV*(1-2/(pds+1));signals:=Cross(x,ATREma)+-Cross(ATREma,x);If(plot=2,pds,If(plot=3,ATRvlty*100, If(plot=4,signals,ATREma)))---8<---------------------------jose
'-)
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