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Andrew,
Problem is lastvalue cum(1)...that would be the hard right edge or
last data. The same sight offers more insight though.
http://trader.online.pl/MSZ/e-w-Cycle_Formula.html
If the number of periods is a fixed constant, you can use the
following formula:
Sin(Cum(360/{x}))
For example, if you wanted to plot a sine wave that cycled every 10
periods, use:
Sin(Cum(360/10))
http://trader.online.pl/MSZ/e-w-Cycle_Indicator.html
Cycle Indicator
Period:= 10;
denom1:= If(HHV(H,Period)-LLV(L,Period)>0,
HHV(H,Period)-LLV(L,Period), 1);
P1:= Mov(((C-LLV(L,Period))/ denom1)*100,3,E);
denom2 := If(HHV(P1,Period)-LLV(P1,Period)>0,
HHV(P1,Period)-LLV(P1,Period), 1);
Mov(((P1-LLV(P1,Period))/denom2)*100,3,E)
You will need to decide what to cycle on. Notice in the cycle
indicator they are using the HHV of H and LLV of L. In the cycle
formula it is fixed at 10 periods.
Preston
--- In equismetastock@xxxxxxxxxxxxxxx, "Andrew Tomlinson"
<andrew_tomlinson@xxxx> wrote:
>
> I downloaded the cycle line code from
> http://www.advantage.online.pl/en-free.html. It's useful, except
that the
> cycles stay a constant distance from the right hand edge of the
chart -
> effectively they move by a bar for every new bar on the chart.
Before I try
> to re-invent the wheel, has anybody got a quick fix for this, so
the cycle
> lines stay put? Otherwise you keep on having to adjust the inputs.
The code
> at this point is:
>
> WW:=Input("Length:",7,10000,10);
> WWW:=WW/6;
> OF:=Input("Horizontal Shift:",0,10000,0);
> CC:=Cum(30/WWW);
> FF:=Frac(LastValue(Cum(1))/WW);
> OFF:=WW*FF;
> Abs(Ref(Sin(CC),-LastValue(OFF)-OF))*8
>
> Best
> Andrew
>
>
>
> -----Original Message-----
> From: equismetastock@xxxxxxxxxxxxxxx
[mailto:equismetastock@xxxxxxxxxxxxxxx]
> On Behalf Of metastkuser
> Sent: Wednesday, June 01, 2005 8:01 PM
> To: equismetastock@xxxxxxxxxxxxxxx
> Subject: Re: [EquisMetaStock Group] Chandelier (or any volatility-
based)
> exit
>
>
> Andrew -- thanks, but I was asking about using the ATR's EMA versus
the
> actual ATR number. (I understand the ATR lookback period's
implications as
> you have explained).
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "Andrew Tomlinson"
> <andrew_tomlinson@xxxx> wrote:
> >
> > Look at what happens after a big move and decide what you want. A
> shorter
> > ATR period will mean that stops after a big move will widen out
> massively
> > for a short while and then revert. A longer ATR period will show a
> smaller
> > impact that will go on for longer. What works best depends on the
> rest of
> > the system.
> >
> > Andrew
> >
> > -----Original Message-----
> > From: equismetastock@xxxxxxxxxxxxxxx
> [mailto:equismetastock@xxxxxxxxxxxxxxx]
> > On Behalf Of metastkuser
> > Sent: Tuesday, May 31, 2005 11:06 PM
> > To: equismetastock@xxxxxxxxxxxxxxx
> > Subject: [EquisMetaStock Group] Chandelier (or any volatility-
based)
> exit
> >
> >
> > I'm doing some testing of LeBeau's Chandelier exit and would like
some
> > opinions/guidance on the pros/cons of using the ATR itself versus
> the EMA of
> > the ATR. (I'm looking at short term ATRs - either 10 or 15 bars).
> >
>
>
> > Thanks!
> >
> >
> >
> >
> >
> >
> >
> >
> > Yahoo! Groups Links
>
>
>
>
>
>
>
>
> Yahoo! Groups Links
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