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Jose - when I try copy and pasting the indicator I
get a straight zero line. Am I doing something wrong? David
----- Original Message -----
Sent: 28 February 2005 6:55 AM
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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