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DD, that's some story - I look forward to the film version... :)
The easiest way to normalize Q (or any plot), is this way:
---8<--------------
Qnorm:=(Q-Lowest(Q))
/Max(Highest(Q)-Lowest(Q),.000001)*100;
Qnorm
---8<--------------
The above code will produce a somewhat wild plot for the first 100~300
bars or so, as the normalizing code finds new plot value extremes.
This will settle down to a Q-identical plot (0~100% bounded) after
this initial period.
You now, I've applied the above to the wife, and it works just great:
---8<--------------
Manic:=Highest(MoodSwings);
Depressive:=Lowest(MoodSwings);
MoodNormalized:=(MoodSwings-Depressive)
/Max(Manic-Depressive,.000001)*100;
MoodNormalized
---8<--------------
Warning:
The above will produce a somewhat interesting time for the first year
of marriage or so, as the normalizing code finds new mood extremes.
jose '-)
http://www.metastocktools.com
--- In equismetastock@xxxxxxxxxxxxxxx, "draggiedriver"
<draggiedriver@xxxx> wrote:
>
> Hi everyone.
>
> Here's my story. I wanted to have a look at exit techniques; and I
> found Richard Dale's dll for an ATR-based exit - I love it: but
> Richard makes the point that the ATR multiplier varies according to
> one's outlook - 2.5 for the short-termers, 3.5 to 4 for us slower
> types.
>
> That got me thinking: what if one started out as a long-termer, but
> saw a good hard trend developing such that it would be prudent to
> take the profits off the table earlier. I had a look at perhaps
> using the Aroon oscillator as a factor to the ATR multiplier, but
> perhaps it's a little too coarse: that's where I joined the 'Q'.
>
> Plagiarising shamelessly from Jose's site, I saw how he normalised
> the MACD and came up with this:
>
> Driver's Q Oscillator
> ------------------------
> {Plagiarised shamelessly from Jose Silva and David Sepiashvili}
> {Inputs}
> m:=Input("% Scalar trend period",1,25,4);
> n:=Input("% Scalar noise period",1,500,250);
> cf:=Input("% Scalar correction factor",1,250,2);
> p1:=Input("First moving average periods",1,200,7);
> p2:=Input("Second moving average periods",1,200,15);
> p3:=Input("Normalising periods, (1=none)",
> 1,2520,252);
> {Q Directional indicator - from Equis}
> rev:=Mov(C,p1,E)-Mov(C,p2,E);
> pds:=If(rev>0,1,-1);
> dc:=ROC(C,1,$);
> cpc:=If(pds<>Ref(pds,-1),0,(dc*pds)+PREV);
> trend:=If(pds<>Ref(pds,-1),0,(cpc*(1/m))+(PREV*(1-(1/m))));
> dt:=cpc-trend;
> noise:=cf*Sqrt(Mov(dt*dt,n,S));
> Q:=trend/noise;
> {Normalising}
> Qnorm:=(Q-LLV(Q,p3)/(HHV(Q,p3)-LLV(Q,p3)+.000001)*100);
> Qnorm;
>
> It's hopeless! and I have no idea where I went wrong. All I want is
> a bounded Q oscillator. (The B is no good for my purposes as I'm
> long only.) Puleeease?
>
> Newton said that he merely stood on the shoulders of giants; so I'm
> quite prepared to ask for a hand up.
>
> Many thanks in advance
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