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[EquisMetaStock Group] Re: Improve Moving Average



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Thanks Jose,

I did have a look at your code on your site.  I was actually trying 
to do this more as a learning experience than anything else, so I 
really don't care about SMA vs EMA.

Would you be so kind to explain the reasoning behind the line:

 pds:=If(pds>Cum(x<>-101),Cum(x<>-101),pds); { <--- ! }

which if I interpret it correctly says, "if the number of periods is 
greater than the cumulative sum of the indicator (but only if the 
value indicator is not equal to -101 (???)) then make this the number 
of periods, otherwise just use the number of periods"

Cheers.


--- In equismetastock@xxxxxxxxxxxxxxx, "Jose" <josesilva22@xxxx> 
wrote:
> If you can live with an EMA instead of SMA, here is some code that 
> does what you want:
> 
> ===
> EMA
> ===
> ---8<---------------------------
> 
> { Exponential Moving Average v2.0 }
> { EMA periodicity shortens on low bar count }
> { ©Copyright 2003 Jose Silva }
> { http://users.bigpond.com/prominex/pegasus.htm }
> 
> pds:=Input("EMA periods",1,2520,21);
> x:=Input("use Open=1 High=2 Low=3 Close=4 Volume=5 P=6",1,6,4);
> shift:=1+Input("EMA vertical shift %",
>  -100,100,0)/100;
> plot:=Input("EMA=1, Crossover signals=2",1,2,1);
> 
> x:=If(x=1,O,If(x=2,H,If(x=3,L,If(x=5,V,If(x=6,P,C)))));
> pds:=If(pds>Cum(x<>-101),Cum(x<>-101),pds); { <--- ! }
> Ema:=x*2/(pds+1)+PREV*(1-2/(pds+1));
> Ema:=Ema*shift;
> signals:=Cross(x,Ema)+-Cross(Ema,x);
> 
> If(plot=2,signals,Ema)
> 
> ---8<---------------------------
> 
> 
> jose '-)
> 
> 
> --- In equismetastock@xxxxxxxxxxxxxxx, bellamy_29m@xxxx wrote:
> > I am trying to write a MS6.52 formula to handle the situation 
where 
> > there are less data points available than a nominated moving 
average 
> > period, so I want the MA to show for the available data points 
until 
> > there enough data points for the MA to operate normally. (Easily 
> done 
> > in VB, VBA, C, C++, just not MS!)
> > 
> > Not knowing exactly how to get around MS lack of flexibility, I 
was 
> > trying:
> > 
> > prd:=Input("MA Periods...",1,100,5);
> > x:=Input("1-Open 2-High 3-Low 4-Close 5-Volume 6-P",1,6,4);
> > x:=If(x=1,O,If(x=2,H,If(x=3,L,If(x=5,V,If(x=6,P,C)))));
> > ma:=If(Cum(1)<prd,Sum(x,Cum(1))/Cum(1),Mov(x,prd,S));
> > ma;
> > 
> > which didn't work, with the error message "This variable or 
> > expression must contain only constant data"
> > 
> > ... so I then tried to set the prd value using code:
> > 
> > prd:=Input("MA Periods...",1,100,5);
> > prd:=If(Cum(1)<prd,Cum(1),prd);
> > x:=Input("1-Open 2-High 3-Low 4-Close 5-Volume 6-P",1,6,4);
> > x:=If(x=1,O,If(x=2,H,If(x=3,L,If(x=5,V,If(x=6,P,C)))));
> > ma:=Mov(x,prd,S);
> > ma;
> > 
> > which didn't work either, with the same error message "This 
variable 
> > or expression must contain only constant data"
> > 
> > Hopefully, someone can see what I am trying to achieve and will 
be 
> > able to help.  Any assistance would be greatly appreciated.



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