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[EquisMetaStock Group] Re: Hotelling Transform



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This is a set of indicators or formulas that has performed well for 
me and it might help others. Supply and demand indicator based on 
volume.  Theory is H-L is the mass while volume is the thrust or 
momentum. The longer term moving average 
Mov(Mov(Mov( NetDif , MovPer , E ) ,10 ,E) , 10,E) 
of the differencing is the key. The direction of the trade needs to 
be coincided with it being above or below the zero line. Crossover 
of the internal indicators is the triggers.
Mov( NetDif , MovPer , E ) 
needs to be made a histogram while the others need to be basic MA 
lines. This might be too basic and some of you might already have a 
similar indicator but this might still be helpful.


===============
{Upward - Downward Volume Differencing}

up1:=If(C>Ref(C,-1) OR (Ref(C,-1)>Ref(C,-2)
AND C=Ref(C,-1)),V,0);
down1:=If(C<Ref(C,-1) OR (Ref(C,-1)<Ref(C,-2)
AND C=Ref(C,-1)),V,0);
MovPer:= Input("Moving Average Period -",10,500,10);
NetDif:=  (up1 - down1);
Mov( NetDif , MovPer , E );
Mov(Mov( NetDif , MovPer , E ) ,10 ,E);
Mov(Mov(Mov( NetDif , MovPer , E ) ,10 ,E) , 10,E);

================
End
================

Kev



--- In equismetastock@xxxxxxxxxxxxxxx, "thewacg" <thewacg@xxxx> 
wrote:
> --- In equismetastock@xxxxxxxxxxxxxxx, "formulaprimer" 
> <formulaprimer@xxxx> wrote:
> > Does anyone have a code for Hotelling Transformfor small sample 
sizes 
> > (e.g,: short period lengths  say n<25)
> > 
> > Please do not refer to a pay site for indicators. I am in a 
forum 
> like 
> > this to get free source codes.
> 
> Do you have anything you would be willing to trade or contribute?






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