Jose,
You are terrific. I think it
takes you less time to code than it does me to paste. But sincerely, I thank
you.
Kevin
"A Society grows great when old men plant trees whose shade they
know they will never sit in."
-----Original Message-----
From: Jose
[mailto:josesilva22@xxxxxxxxx]
Sent: Monday, 28 February 2005
5:26 PM
To: equismetastock@xxxxxxxxxxxxxxx
Subject: [EquisMetaStock Group]
Re: Ergodic Theory
Kevin, try this updated Ergodic indicator code:
=======
Ergodic
=======
---8<---------------------------
{ William Blau's Ergodic indicator v2.0 }
{ Incorporating auto overbought/sold levels,
and Ergodic/Signal line crossover signals }
{ With thanks to William Schamp at:
ProfLogic@xxxxxxxxxxxxx }
{ ©Copyright 2004~2005 Jose Silva
The grant of this license is for personal
use
only - no resale or repackaging allowed.
All code remains the property of Jose
Silva.
http://www.metastocktools.com
}
{ User inputs }
choose:=Input("Version: [1]Basic,
[2]Proflogic's Ensign",1,2,2);
pds1:=Input("Proflogic's Ensign orig: EMApds
28, SmoothPds 84",0,0,0);
pds1:=Input("EMA periods",1,252,21);
pds2:=Input("Smoothing
periods",1,252,5);
pds3:=Input("Signal periods",1,252,10);
plot:=Input("[1]Ergodic,
[2]Histogram, [3]Crossover Signals",1,3,3);
{ Ergodic }
x:=Mov(Mov(H-L,pds1,E),pds2,E);
x:=If(x>0,x,.000001);
ergo1:=(Mov(Mov(C-O,pds1,E),pds2,E)/x)*100;
{ Proflogic's Ensign Ergodic version:
EMA periods = 28, Smoothing periods =
84 }
ergo2:=
Mov(Mov(Mov(C-Ref(C,-1),pds1,W),pds2,W),pds1,W)
/Mov(Mov(Mov(Abs(C-Ref(C,-1)),pds1,W),pds2,W),
pds1,W)*100;
{ Selected Ergodic version }
ergodic:=If(choose=1,ergo1,ergo2);
{ Ergodic signal & histogram }
signal:=Mov(ergodic,pds3,E);
ergoPlot:=If(plot=1,ergodic,ergodic-signal);
{ Ergodic/Signal crossovers }
long:=Cross(ergodic,signal);
short:=Cross(signal,ergodic);
{ Average (zero-line) }
ergoPlotAvg:=
Cum(ergoPlot)/Cum(IsDefined(ergoPlot));
{ Auto overbought/sold boundaries }
Pk:=Ref(ergoPlot,-1)=HHV(ergoPlot,3)
AND Ref(ergoPlot,-1)>ergoPlotAvg;
PkVal:=ValueWhen(1,Pk,Ref(ergoPlot,-1));
Obought:=Cum(PkVal)/Cum(IsDefined(PkVal));
Tr:=Ref(ergoPlot,-1)=LLV(ergoPlot,3)
AND Ref(ergoPlot,-1)<ergoPlotAvg;
TrVal:=ValueWhen(1,Tr,Ref(ergoPlot,-1));
Osold:=Cum(TrVal)/Cum(IsDefined(TrVal));
{ Plot in own window }
If(plot=1,signal,If(plot=2,ergoPlotAvg,0));
If(plot=3,long-short,Obought);
If(plot=3,long-short,Osold);
If(plot=3,long-short,ergoPlot)
---8<---------------------------
To reference above Ergodic signals for an
exploration:
long:
Fml("Ergodic")=1
short:
Fml("Ergodic")=-1
jose '-)
http://www.metastocktools.com
--- In equismetastock@xxxxxxxxxxxxxxx, "Kevin
and Heather Howard"
<kjhoward@xxxx> wrote:
>
I have found the Ergodic discussion very useful and a
> big thanks to Jose for coding up this
indicator for Metastock.
>
>
At the risk of sounding extremely dumb, is it possible
> to modify Jose's code to capture the up cross
over of the signal
> line by the EMA line (buy) and the down cross
over of the signal
> line by the EMA line (Sell) as a separate
indicator (latch) and/or
> exploration? That is 1 for former and zero
for later? I have not
> been able to log onto trader online for
several days, so if it is
> already there, my apologies.
>
>
Thanks a lot.
>
>
Kevin
>
>
> "A Society grows great when old men
plant trees whose shade they
> know they will never sit in."
>
>
> -----Original Message-----
> From: murusprimus
[mailto:no_reply@xxxxxxxxxxxxxxx]
> Sent: Sunday, 27 February 2005 1:43 AM
> To: equismetastock@xxxxxxxxxxxxxxx
> Subject: [EquisMetaStock Group] re: Ergodic
Theory
>
> From someone called 'Jose':
> http://www.metastocktools.com/MetaStock/Ergodic.txt
>
> and:
> http://trader.online.pl/MSZ/e-w-ECO-
> ergodic_Candlestick_Oscillator.html
>
> Wallace.
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