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Re: [EquisMetaStock Group] multimeframe ensemble



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Ric

I haven't done any work with "ensemble /committee voted code", but I have done some work to plot 
daily indicator values on intraday charts, and weekly indicator values on daily charts. The idea 
behind this work is to enable plotting indicator values for two or more timeframes on the one chart. 
you can find what formulas I have at
http://www.metastocktips.co.nz/other_formulas.html
Many of these formulas have "bells and whistles" that would not be necessary once adapted to a more 
specific role, but creating indicators to plot values for one timeframe while displayed (or 
explored) on another is not as simple as one might at first think. Longer timeframes that are 
intraday (as is the shorter timeframe) present additional challenges, and so the code overheads are 
also higher.


Roy Larsen
www.metastocktips.co.nz
Free formulas and MS links

> Is it possible or does anyone have an example of an ensemble / committee voter coded in  metastock 
> as example code....
>
> Code that has been designed to  allow for multimeframe analysis of intraday multi minute 
> bars,....using say either a single tech indicator or perhaps one with multiple indicators and 
> across multitimeframes...from which a consensus vote of buy , sell or hold arises....
>
> I guess sort of a binary wave formula across multitimeframes ?
> Say using 1 minute to 120 minute bars...
>
> thus it would seem that you could have 120 votes per indicator..and if you used the 4V's from ice 
> you could perhaps have 480 voter ensemble?
>
> One acquaintance of mine had done so using 180 such multiindicators and multiple intraday 
> timeframes and had quite successful trade son SPY each day.....approaching 25 percent daily gains 
> on his money.
>
> So any examples? private or otherwise?
>
> thanks..ric
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> Yahoo! Groups Links
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