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[EquisMetaStock Group] Re: seasonality



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Hi Paul,
Thanks for the response and the effort.  What you came up with is 
similar to what I've been getting but not quite what I had in mind.  
Here's what I currently have(To follow).  My intentions are to use 
my primary indicators to confirm the seasonal bias that this one 
shows.  Hence a higher probability trade.  Obviously needs more work 
and I welcome any and all suggestions.
Thanks again.  Here's my current code.

Seas1:=  Cum(Mov((C- Ref(C ,-1 ))/Ref(C ,-1 ) ,3 ,E ) )  ;

(Seas1+ Ref(Seas1 ,-252 )+Ref(Seas1 ,-504 )+Ref(Seas1 ,-756 )+Ref
(Seas1 ,-1008 )+Ref(Seas1 ,-1260 )+Ref(Seas1 ,-1512 )+Ref(Seas1 ,-
1764 ))

--- In equismetastock@xxxxxxxxxxxxxxx, "Paul Chivers" 
<pchivers@xxxx> wrote:
> How about something like
> 
> calc:=Mov( ROC(C ,8 ,% ) ,8 ,E );
> days:=250;  {number of trading days in a year}
> y1:=Ref(calc,-days);
> y2:=Ref(calc,-days*2);
> y3:=Ref(calc,-days*3);
> y4:=Ref(calc,-days*4);
> y1+y2+y3+y4;
> 
> I don't think you want to include the current year in the 
calculation so I
> omitted it.
> 
> There's no need to divide by 4 (the number of years) as the 
numbers are
> meaningless anyway.  Simply Overlay Without Scale.
> 
> I make no claims to its usefulness.  Well, actually I think it's 
pretty
> useless.  What you now have is a(nother) squiggly line with no new
> information and you're still left staring at the hard right edge.  
What are
> you going to do with this new squiggly line anyway?  It only tells 
you
> something about what happened in the past (or in this case the sum 
of four
> things that happened in the past).  Sounds like you're still 
chasing the
> Holy Grail - that magic squiggly line that's going to look into 
the future
> (impossible) and make you money without any effort.
> 
> But good luck with it.
> 
> 
> ----- Original Message ----- 
> From: "tpab2" <tpab2@xxxx>
> To: <equismetastock@xxxxxxxxxxxxxxx>
> Sent: Sunday, 16 January 2005 3:08 AM
> Subject: [EquisMetaStock Group] Re: seasonality
> 
> 
> 
> 
> Hi again,
> I guess I made it sound harder or more detailed than it actually
> is.  All I'm trying to do is overlay the prices(or change in
> prices) for the last 5 or maybe 10 years.  For example:
> 
> y2003:= If( Year()=2003  , Mov( ROC(C ,8 ,% ) ,8 ,E ) ,0 );
> y2004:= If( Year()=2004  , Mov( ROC(C ,8 ,% ) ,8 ,E ) ,0 );
> y2005:= If( Year()=2005  , Mov( ROC(C ,8 ,% ) ,8 ,E ) ,0 );
> 
> (y2003+y2004+y2005)/3
> 
> However, this merely plots a continuous  Mov( RO(C ,8 ,% ) ,8 ,E ).
> How might I truely differentiate the years data in
> order to sum them?  Again, thanks for any suggestions.
> By the way, I only have MS 6.52.
> 
> 
> 
> -- 
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14/01/2005





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