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Andrew,
thanks a lot for your help.
Chu
--- In equismetastock@xxxxxxxxxxxxxxx, "Andrew Tomlinson"
<andrew_tomlinson@xxxx> wrote:
> This is one possible projection solution that we came up with a few
weeks
> ago with help from Jose and Roy. Its hard wired for a 9-day
average, but
> gives one idea of how to do it. Like any projection its less
reliable the
> further out it goes.
>
>
> Cyclical MA Projection (9)
>
> {with help from Jose & Roy}
> P1:=9;
> Pr:=(O+H+L+C)/4;
> MA:=Mov(Pr,P1,TRI);
> Shift:=Round(p1/2);
> center:=LastValue(Shift);
> CMA:=Ref(MA,center);
> y:=LastValue(CMA+PREV-PREV);
> CMA:=If(y>0,y,Pr);
> CMA1:=Ref(Mov(Pr,P1-1,TRI),center-1);
> y:=LastValue(CMA1+PREV-PREV);
> CMA1:=If(y>0,y,Pr);
> CMA2:=Ref(Mov(Pr,P1-2,TRI),center-2);
> y:=LastValue(CMA2+PREV-PREV);
> CMA2:=If(y>0,y,Pr);
> CMA3:=Ref(Mov(Pr,P1-3,TRI),center-3);
> y:=LastValue(CMA3+PREV-PREV);
> CMA3:=If(y>0,y,Pr);
> CMA4:=Ref(Mov(Pr,P1-4,TRI),center-4);
> y:=LastValue(CMA4+PREV-PREV);
> CMA4:=If(y>0,y,Pr);
> CMA5:=Ref(Mov(Pr,P1-5,TRI),center-5);
> y:=LastValue(CMA5+PREV-PREV);
> CMA5:=If(y>0,y,Pr);
>
> CMAP:=
> If(Cum(1)=LastValue(Cum(1)-center+1),CMA1,
> If(Cum(1)=LastValue(Cum(1)-center+2),CMA2,
> If(Cum(1)=LastValue(Cum(1)-center+3),CMA3,
> If(Cum(1)=LastValue(Cum(1)-center+4),CMA4,
> If(Cum(1)=LastValue(Cum(1)-center+5),CMA5,CMA)))));CMAP;
>
> Andrew
>
> -----Original Message-----
> From: equismetastock@xxxxxxxxxxxxxxx
[mailto:equismetastock@xxxxxxxxxxxxxxx]
> On Behalf Of lowtarhk
> Sent: Thursday, June 16, 2005 4:15 PM
> To: equismetastock@xxxxxxxxxxxxxxx
> Subject: [EquisMetaStock Group] modifying Centred MA
>
>
> Hi traders,
>
> I am trying to modify Jose's Centred MA that extends the last MA
> value to the last trading date.
>
> I hope to replace the extended part of the MA using an estimated
> curve or a straight line with last few MA values.
>
> As shown below, I calucalate the difference of the last 2 MA values
> (maybe a +ve or -ve difference) and then add the difference to the
> last MA values recursively.
>
> But i failed to show the desired result after a number of trials.
>
> Could you kindly advise on the algorithm. Thanks in advance for the
> help.
>
> Chu
>
> ==========================================
>
>
> { Centered MA - v2.0 }
> { Uses forward-referencing to center Mov Avg.}
>
> { Copyright 2005 Jose Silva
> For personal use only.
> http://www.metastocktools.com }
>
> { User inputs }
> pds:=Input("MA periods",1,2600,10);
> type:=Input("[1]EMA [2]SMA [3]TmSr [4]Tri [5]Var [6]Vol [7]
Wght",1,7,2);
>
> { 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);
>
> {******* the line i add **********}
> {extending using a straight line}
> xtend:=If(xtend=Ref(xtend,-1),Ref(xtend,-1)*2-Ref(xtend,-2),xtend);
>
> { Restrict invalid initial MA plot } ma:=Ref(Ref(xtend,pds-1),-
pds+1);
>
> { Plot MA on price chart }
> ma
>
>
>
>
>
>
>
>
> Yahoo! Groups Links
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