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Dusant,
SD:=30 {180/12};
Typo. It should be:
SD:=30 {180/6};
180 degrees / 6 value spacing.
BTW, I didn't personally arrive at this figure - the original
sine-smoothing code was posted somewhere years ago...
252 is the average number of trading days per year in Australia - we
have eight annual holidays here. I imagine this figure would be
similar in the US & Europe.
I think Japan may have less than 250 trading days per year. For an
extreme example, Uruguay has 18 annual holidays, so that figure would
be 242 there.
jose '-)
--- In Metastockusers@xxxxxxxxxxxxxxx, "Dusant" <dusant@xxxx> wrote:
> Jose,
> Its a cool tool.
> A few q's please, if you don't mind.
> 1) What is the logic of using the default sin value at 30?
> 2) How did you arrive at using 252 as the default periods?
>
> Thq in advance.
> Dusant
> Chief Architect
> http://www.candlestrength.com/
> ----- Original Message -----
> From: Jose
> To: Metastockusers@xxxxxxxxxxxxxxx
> Sent: Wednesday, February 25, 2004 1:44 PM
> Subject: [Metastockusers] lag-less MA/oscillator
>
>
> Here's an interesting tool:
> normalized, lag-less, sine-weighted "Moving Average", MA
oscillator,
> and divergence signals.
>
> Comments?
>
> jose '-)
>
> ============================
> MA oscillator, sine-weighted
> ============================
> ---8<--------------------------------
>
> { Normalized, lag-less, sine-weighted
> Mov Avg & MA oscillator v1.0 }
> { Divergence signals between SWMA & oscillator:
> +1=Long, -1=Short }
> { ©Copyright 2004 Jose Silva }
> { http://users.bigpond.com/prominex/pegasus.htm }
>
> plot:=Input("[1]-SWMA Osc, [2]-SW Mov Avg, [3]-Divergences",1,3,
1);
> pds:=Input("normalizing periods (1=none)",
> 1,2520,252);
>
> SD:=30 {180/12};
> S1:=Sin(1*SD)*C;
> S2:=Sin(2*SD)*Ref(C,-1);
> S3:=Sin(3*SD)*Ref(C,-2);
> S4:=Sin(4*SD)*Ref(C,-3);
> S5:=Sin(5*SD)*Ref(C,-4);
> S6:=Sin(6*SD)*Ref(C,-5);
> S7:=Sin(7*SD)*Ref(C,-6);
> S8:=Sin(8*SD)*Ref(C,-7);
> S9:=Sin(9*SD)*Ref(C,-8);
> S10:=Sin(10*SD)*Ref(C,-9);
> S11:=Sin(11*SD)*Ref(C,-10);
>
> den:=
> Sin(SD)+Sin(2*SD)+Sin(3*SD)+Sin(4*SD)+Sin(5*SD);
> SWMA:=(S1+S2+S3+S4+S5)/den;
> den:=Sin(SD)+Sin(2*SD)+Sin(3*SD)+Sin(4*SD)
> +Sin(5*SD)+Sin(6*SD)+Sin(7*SD)+Sin(8*SD)
> +Sin(9*SD)+Sin(10*SD)+Sin(11*SD);
> SWosc:=(S1+S2+S3+S4+S5+S6+S7+S8+S9+S10+S11)/den;
> SWoscNorm:=(SWosc-LLV(SWosc,pds))
> /(HHV(SWosc,pds)-LLV(SWosc,pds)+.000001)*100;
> SWoscNorm:=If(pds<2,SWosc,SWoscNorm);
> up:=SWoscNorm>Ref(SWoscNorm,-1)
> AND SWMA<Ref(SWMA,-1);
> dw:=SWoscNorm<Ref(SWoscNorm,-1)
> AND SWMA>Ref(SWMA,-1);
>
> If(plot=1,SWoscNorm,If(plot=2,SWMA,up+-dw))
>
> ---8<--------------------------------
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