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Harold,
You're almost there. In the example I gave B,X,Y, and Z are all
variables. The MA of the ROC is not and that is why it plots. You
just need to call the variables. If you want B and Z included in the
plot your indicator would look like this:
B:=C - Ref(C,-1);
X:=Mov(C,10,S);
Y:=Stdev(X,10);
Z:=ROC(Y,1,%);
Mov(B,5,S);
B; Z;
If the plot for Z doesn't match the article you may need to change
the lookback period of variable Y from 10 to 1.
The way that I've written the indicator is crude and can be refined
quite a bit. Once You are sure of the plots let me know and we can
eliminate some of the variable and add inputs to allow the lookbacks
to be changed as parameters.
Preston
--- In equismetastock@xxxxxxxxxxxxxxx, "hcour" <halcour@xxxx> wrote:
>
> Hi Preston,
>
> I put in your formula as follows:
>
> B:=C - Ref(C,-1);
> Mov(B,5,S);
> X:=Mov(C,10,S);
> Y:=Stdev(X,10);
> Z:=ROC(Y,1,%)
>
> The only line that plots in the window is the 5 period ma. Have I
got
> the syntax wrong somewhere?
>
> To make my own I created the "daily change in closing price"
indicator
> and plotted it in a window, then overlayed a 5 period ma on that,
and
> set that scale to "merge w/scale on right" and saved it as a
template.
> This gave me the first 2 components of the indicator. I applied it
to
> RMBS which is in the article and it was exactly the same. But I
still
> don't have the std dev.
>
> Of course it'd be better to have it all written as one formula, so
if
> you could show me where I'm going wrong in my syntax, I'll plot it
on
> RMBS w/the third component as you've written it and let you know if
it
> matches the chart in the article.
>
> Thanks much for your help,
> Harold
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@xxxx>
wrote:
> >
> > Harold,
> >
> > Not long ago I posted the DMI indicator which uses volatility to
> > determine its lookback periods. That formula is :
> > Vt:=(Stdev(C,5)/Mov(Stdev(C,5),10,S))*10;
> > Vt:=Max(vt,.0000001);
> >
> > To specifically answer your questions, here are the formulas:
> >
> > 1) The daily change in closing price
> > A:=ROC(C,1, % );
> > or
> > B:=C - ref(C,-1);
> >
> > 2) 5-day avg of the daily closing price changes
> > mov(A,5,S)
> > or
> > mov(B,5,S)
> >
> > 3) the daily change in the standard deviation of the 10-day avg
> > closing price.
> >
> > X:=mov(C,10,S);
> > Y:=Stdev(X,10);
> > Z:=roc(Y,1,%);
> >
> > The problem that I see in interpreting #3 is if we should be
using 10
> > or 1 for the standard deviation periods. As soon as my copy of
the
> > mag comes in I'll take a look at it to see which is correct.
> >
> > Preston
> >
> > Preston
> >
> >
> > --- In equismetastock@xxxxxxxxxxxxxxx, "hcour" <halcour@xxxx>
wrote:
> > >
> > > In the Nov Futures mag there is an indicator called the
Volatility
> > > Oscillator which consists of three parts: 1) The daily change
in
> > > closing price, 2) 5-day avg of the daily closing price changes,
3)
> > the
> > > daily change in the standard deviation of the 10-day avg
closing
> > price.
> > >
> > > I've got the first 2 plotted, no problem. Could someone help
w/the
> > > code for the third part, the std dev? Here is how it's written
in
> > the
> > > article:
> > >
> > > STD[mean(day^1:day^10] ~n
> > > STD[mean(day^0:day^9)]
> > >
> > > Except the ~ symbol is actually over the letter "n".
> > >
> > > I never got past Algebra I, so this is beyond moi. I know MS
has a
> > Std
> > > Dev indicator, but I don't know how to code it.
> > >
> > > Thanks for any help,
> > > Harold
> > >
> >
>
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