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"Channels & Cycles. A Tribute to J. M. Hurst" Brian J. Millard. Not in the
same league as Hurst, but has some good observations on the characteristics
of moving averages.
-----Original Message-----
From: equismetastock@xxxxxxxxxxxxxxx [mailto:equismetastock@xxxxxxxxxxxxxxx]
On Behalf Of PJ Chai
Sent: Monday, May 30, 2005 10:47 PM
To: equismetastock@xxxxxxxxxxxxxxx
Subject: Re: [EquisMetaStock Group] Re: Centered MA
Thanks Andrew, by the way, who is Millard?
On 5/31/05, Andrew Tomlinson <andrew_tomlinson@xxxxxxxxxxx> wrote:
Millard uses a fixed width band which you can replicate using %. A
longer
term ATR works better for longer time series. For either you will
need to
fine tune the band for each security you are analyzing. You will
also get a
smoother MA and band using a centered triangular average.
-----Original Message-----
From: equismetastock@xxxxxxxxxxxxxxx
<mailto:equismetastock@xxxxxxxxxxxxxxx>
[mailto:equismetastock@xxxxxxxxxxxxxxx]
On Behalf Of PJ Chai
Sent: Monday, May 30, 2005 7:49 PM
To: equismetastock@xxxxxxxxxxxxxxx
<mailto:equismetastock@xxxxxxxxxxxxxxx>
Subject: Re: [EquisMetaStock Group] Re: Centered MA
How do you built an envelope based on the centred MA? I have tried
Stdev and
ste both are not the best candidates.
On 5/31/05, Andrew Tomlinson <andrew_tomlinson@xxxxxxxxxxx> wrote:
The centered MA is a "true" MA, in that the average is
plotted
against the
middle number of the series, not the end one. It is used in
cycle
analysis.
If you are interested, look at J.M.Hurst's work.
Andrew
-----Original Message-----
From: equismetastock@xxxxxxxxxxxxxxx [mailto:
equismetastock@xxxxxxxxxxxxxxx <mailto:
equismetastock@xxxxxxxxxxxxxxx <mailto:equismetastock@xxxxxxxxxxxxxxx> > ]
On Behalf Of eliasmichalis
Sent: Saturday, May 28, 2005 2:52 AM
To: equismetastock@xxxxxxxxxxxxxxx
Subject: [EquisMetaStock Group] Re: Centered MA
Sorry May ask what is the Use of Centered MA
--- In equismetastock@xxxxxxxxxxxxxxx , "Jose Silva"
<josesilva22@xxxx> wrote:
> Ok, here's the final indicator version of the centered MA:
>
> ===========
> Centered MA
> ===========
> ---8<------------------------
>
> { Centered MA - v2.0 }
> { Uses forward-referencing to center MA }
>
> { CCopyright 2005 Jose Silva
> For personal use only.
> http://www.metastocktools.com }
>
> { User inputs }
> pds:=Input("MA periods",1,2600,9);
> type:=Input("[1]EMA [2]SMA [3]TmSr [4]Tri [5]Var [6]Vol [7]
Wght",1,7,
> 1);
>
> { Choose MA type:
> 1 - Exponential MA
> 2 - Simple MA
> 3 - Time Series MA
> 4 - Triangular MA
> 5 - Variable MA
> 6 - Volume adjusted MA
> 7 - Weighted MA }
> ma:=
> If(type=1,Mov(C,pds,E),
> If(type=2,Mov(C,pds,S),
> If(type=3,Mov(C,pds,T),
> If(type=4,Mov(C,pds,TRI),
> If(type=5,Mov(C,pds,VAR),
> If(type=6,Mov(C,pds,VOL),
> Mov(C,pds,W)))))));
>
> { Forward-reference MA }
> center:=LastValue(Int(pds/2));
> fwd:=Ref(ma,center);
>
> { Extend plot into null zone }
xtend:=LastValue(fwd+PREV-PREV);
>
> { Restrict invalid initial MA }
ma:=Ref(Ref(xtend,pds-1),-pds+1);
>
> { Plot on price chart }
> ma
>
> ---8<------------------------
>
>
> jose '-)
> http://www.metastocktools.com
<http://www.metastocktools.com >
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "Andrew Tomlinson"
> <andrew_tomlinson@x ...> wrote:
> >
> > Thanks guys - I'd forgotten the LastValue(x+PREV-PREV)fix
- I
think
> > the last time I saw it was in the Equis DCF formula
(isn't
desktop
> > google wonderful...)
> >
> > Name: Distant Coefficient Ehlers Filter
> > Formula:
> > ti:= 15;
> > pr:= MP();
> >
coef:=Sum(Power(Ref(LastValue(pr+PREV-PREV)-pr,-1),2),ti);
> > Sum(coef*pr,ti)/Sum(coef,ti)
> >
> > Not exactly system friendly, but it may solve the
problem. I'm
> > working on it.
> >
> > Best
> > Andrew
> >
> > -----Original Message-----
> > From: equismetastock@xxxxxxxxxxxxxxx [mailto:
> > equismetastock@xxxxxxxxxxxxxxx] On Behalf Of Jose Silva
> > Sent: Wednesday, May 25, 2005 2:27 PM
> > To: equismetastock@xxxxxxxxxxxxxxx
<mailto:equismetastock@xxxxxxxxxxxxxxx>
> > Subject: [EquisMetaStock Group] Re: Coding problem
> >
> >
> > Andrew, here's one way to get around the MetaStock null
(or N/A)
> > limitation introduced by the forward-plotting Ref(x,+y)
function:
> >
> >
> > ===========
> > Centered MA
> > ===========
> > ---8<--------------------
> >
> > { http://www.metastocktools.com }
> >
> > pds:=Input("MA periods",1,260,9);
> > type:=Input("MA type: [1]SMA, [2]EMA",1,2,1);
> >
> > sma:=If(type=1,Mov(C,pds,S),Mov(C,pds,E));
> > center:=LastValue(Int(pds/2));
> >
> > x:=Ref(sma,center);
> > y:=LastValue(x+PREV-PREV);
> >
> > If(y>0,y,C)
> >
> > ---8<--------------------
> >
> >
> > jose '-)
> > http://www.metastocktools.com
<http://www.metastocktools.com >
> >
> >
> >
> > --- In equismetastock@xxxxxxxxxxxxxxx, "Andrew Tomlinson"
> > < andrew_tomlinson@xxxx> wrote:
> > Hi guys,
> >
> > I am playing with a number of different ways of
projecting a
> > centered moving average up to the current bar. For
example, here
I
> > have a 9-day moving average which is centered and
therefore
plots 5
> > days prior (i.e. the value for a particular bar is the
SMA that
> > would normally plot 5 bars later). In> this case I am
trying to
> > continue the line plot using the result of successively
shorter
> > centered moving averages.
> >
> > The problem is that the following just plots the original
centered
> > moving average (CMA). If I replace the CMA1, CMA2...etc.
in the
CMAP
> > code with numbers, they all plot, so the basic mechanism
seems
ok.
> > I suspect I'm making some kind of elementary mistake -
can
anyone
> > see what I'm missing?
> >
> > (I know there are forward references - try coding a
centered MA
> > without)
> >
> > P1:=Input("Odd # of bars:",1,1001,9);
> > MA:=Mov(C,P1,S);
> > CMA:=Ref(MA,(p1+1)/2);
> > CMA1:=Ref(Mov(C,P1-1,S),(p1+1)/2-1);
> > CMA2:=Ref(Mov(C,P1-2,S),(p1+1)/2-2);
> > CMA3:=Ref(Mov(C,P1-3,S),(p1+1)/2-3);
> > CMA4:=Ref(Mov(C,P1-4,S),(p1+1)/2-4);
> > CMA5:=Ref(Mov(C,P1-5,S),(p1+1)/2-5);
> >
> > CMAP:=
> > If(Cum(1)=LastValue(Cum(1)-(p1+1)/2+1),CMA1,
> > If(Cum(1)=LastValue(Cum(1)-(p1+1)/2+2),CMA2,
> > If(Cum(1)=LastValue(Cum(1)-(p1+1)/2+3),CMA3,
> > If(Cum(1)=LastValue(Cum(1)-(p1+1)/2+4),CMA4,
> >
If(Cum(1)=LastValue(Cum(1)-(p1+1)/2+5),CMA5,CMA)))));CMAP;
> >
> > Best
> > Andrew
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