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John, use this last version of the box filter code:
==========
Box filter
==========
---8<----------------------------
{ Box filter v2.0 }
{ Filters out three-highest/lowest values }
{ ©Copyright 2004 Jose Silva }
{ http://users.bigpond.com/prominex/pegasus.htm }
{ Insert price or indicator formula below}
x:=Mo(5);
pds:=Input("HHV/LLV lookback periods",
2,2520,21);
Hi1:=HHV(x,pds);
Hi2:=HHV(ValueWhen(1,x<Hi1,x),pds);
Hi3:=HHV(ValueWhen(1,x<Hi2,x),pds);
HiMin:=Min(Hi1,Min(Hi2,Hi3));
Lo1:=LLV(x,pds);
Lo2:=LLV(ValueWhen(1,x>Lo1,x),pds);
Lo3:=LLV(ValueWhen(1,x>Lo2,x),pds);
LoMin:=Max(Lo1,Max(Lo2,Lo3));
HiLim:=Max(HiMin,LoMin);
LoLim:=Min(HiMin,LoMin);
xBoxed:=If(x>HiLim,HiLim,If(x<LoLim,LoLim,x));
x;xBoxed
---8<----------------------------
For the average I would simply replace the last line of code by:
---8<----------------------------
xOk:=x=xBoxed;
If(xOK,Sum(If(xOk,x,0),pds)/(xOk+.000001),0)
---8<----------------------------
jose '-)
--- In equismetastock@xxxxxxxxxxxxxxx, "John Doe" <ms001122@xxxx>
wrote:
> Jose, you are just amazing :-)
> Now, if I was to calculate the mean of the remaining 14 values (20
values -
> 6 removed =14), I guess I would use something like this:
> (Sum(x,20) -Hi1 -Hi2 -Hi3 -Lo1 -Lo2 -Lo3) /14.
> Correct me if I am wrong...
>
> JD
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