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Chorlton
All dlls must reside in the "External Function
Dlls" folder. The path for dlls is usually something like
C:\Program Files\Equis\MetaStock\External Function
Dlls\ASI.dll
MetaStock must be restarted after a dll is placed
in this folder.
Roy
[url="" Tips & Tools[/url]
----- Original Message -----
Sent: Tuesday, November 15, 2005 7:03 AM
Subject: [EquisMetaStock Group] Re: Breakout-sensitive
EMA
--- In equismetastock@xxxxxxxxxxxxxxx,
"Jose Silva"
<josesilva22@x...>
wrote:
>
> Below is a Breakout-sensitive Exponential Moving Average
(BEMA for
> short).
> It reacts quicker (tightens) on price
breakouts, and loosens back
to
> normal progressively
thereafter.
>
> Perhaps it should do the opposite, i.e. loosen on
breakouts and
> tighten progressively thereafter instead.
>
> Anyway, maybe there is some usefulness in this variable-period
EMA.
>
>
> MetaStock -> Tools -> Indicator Builder
-> New ->
> Copy and paste complete formulae between "---8<---"
lines.
>
>
> ==============================
> EMA -
Breakout-sensitive (BEMA)
> ==============================
>
---8<-------------------------------------
>
> {
[B]reakout-sensitive [E]xp [M]ov [A]vg v1.0 }
>
> { BEMA based on
bars since price breakouts.
>
Options:
> [1] Composite BEMA:
(Upper+Lower)/2;
> [2] Upper BEMA band based on upside
breaks;
> Lower BEMA band based
on downside breaks;
> [3] BEMA shifts to Upper/Lower on
crossovers}
>
> { ©Copyright 2005 Jose Silva.
>
The grant of this license is for personal use
> only -
no resale or repackaging allowed.
> All code remains the
property of Jose Silva.
> http://www.metastocktools.com }
>
> { User inputs }
> pds:=Input("BEMA and HHV/LLV lookback
periods",
> 1,2520,21);
> plot:=Input("BEMA: [1]Composite,
[2]Upper+Lower, [3]
Long/Short",1,4,1
> );
>
spread:=Input("Upper/Lower BEMA bands shift %",
>
0,100,2)/200;
> x:=Input("Breakouts, use: [1]Close,
[2]High/Low",1,2,1);
>
> { Upside breakouts }
>
xup:=If(x=1,C,H);
> up:=xup=HHV(xup,pds);
>
> { Downside
breakouts }
> xdw:=If(x=1,C,L);
> dw:=xdw=LLV(xdw,pds);
>
> { Remove ghost breakout signals }
>
init:=Cum(IsDefined(up+dw))=1;
> bin:=ValueWhen(1,up-dw<>0 OR
init,up);
> up:=bin AND (Alert(bin=0,2) OR init);
> dw:=bin=0 AND
(Alert(bin,2) OR init);
> NullZone:=Cum(up)>0 AND
Cum(dw)<1
> OR Cum(up)<1 AND Cum(dw)>0;
>
> {
Periods since breakouts }
> upPds:=BarsSince(up OR Cum(1)=pds)+2;
>
upPds:=If(upPds>pds,pds,upPds);
> dwPds:=BarsSince(dw OR
Cum(1)=pds)+2;
> dwPds:=If(dwPds>pds,pds,dwPds);
>
> {
Upside breakout-based EMA }
>
upEma:=xup*2/(upPds+1)+PREV*(1-2/(upPds+1));
>
upEma:=If(NullZone,Mov(xup,pds,E),upEma);
>
upEma:=upEma*(1+spread);
>
> { Downside breakout-based EMA
}
> dwEma:=xdw*2/(dwPds+1)+PREV*(1-2/(dwPds+1));
>
dwEma:=If(NullZone,Mov(xdw,pds,E),dwEma);
>
dwEma:=dwEma*(1-spread);
>
> { Composite BEMA }
>
BEMA:=(upEma+dwEma)/2;
> LngSht:=If(C>=BEMA,dwEma,upEma);
>
> { Plot on price chart }
>
If(plot=1,BEMA,If(plot=2,dwEma,
> If(plot=3,LngSht,up)));
>
If(plot=1,BEMA,If(plot=2,upEma,
> If(plot=3,LngSht,-dw)))
>
> ---8<-------------------------------------
>
>
>
> =========================
> EMA - (BEMA), dll version
>
=========================
>
---8<-------------------------------------
>
> {
[B]reakout-sensitive [E]xp [M]ov [A]vg v.dll
> - Plots much
faster than PREV-based version.}
>
> { BEMA based on bars since
price breakouts.
> Options:
> [1]
Composite BEMA: (Upper+Lower)/2;
> [2] Upper BEMA band
based on upside breaks;
> Lower
BEMA band based on downside breaks;
> [3] BEMA shifts to
Upper/Lower on crossovers}
>
> { Forum.dll from http://forum.equis.com
>
or ASI.dll from http://www.thedml.com
> must
be in:
> ...\MetaStock\External Function DLLs\
folder.}
>
> { ©Copyright 2005 Jose Silva.
> The
grant of this license is for personal use
> only - no
resale or repackaging allowed.
> All code remains the property
of Jose Silva.
> http://www.metastocktools.com }
>
> { User inputs }
> pds:=Input("BEMA and HHV/LLV lookback
periods",
> 1,2520,21);
> plot:=Input("BEMA: [1]Composite,
[2]Upper+Lower, [3]
Long/Short",1,4,1
> );
>
spread:=Input("Upper/Lower BEMA bands shift %",
>
0,100,2)/200;
> x:=Input("Breakouts, use: [1]Close,
[2]High/Low",1,2,1);
>
> { Upside breakouts }
>
xup:=If(x=1,C,H);
> up:=xup=HHV(xup,pds);
>
> { Downside
breakouts }
> xdw:=If(x=1,C,L);
> dw:=xdw=LLV(xdw,pds);
>
> { Remove ghost breakout signals }
>
init:=Cum(IsDefined(up+dw))=1;
> bin:=ValueWhen(1,up-dw<>0 OR
init,up);
> up:=bin AND (Alert(bin=0,2) OR init);
> dw:=bin=0 AND
(Alert(bin,2) OR init);
> NullZone:=Cum(up)>0 AND
Cum(dw)<1
> OR Cum(up)<1 AND Cum(dw)>0;
>
> {
Periods since breakouts }
> upPds:=BarsSince(up OR Cum(1)=pds)+2;
>
upPds:=If(upPds>pds,pds,upPds);
> dwPds:=BarsSince(dw OR
Cum(1)=pds)+2;
> dwPds:=If(dwPds>pds,pds,dwPds);
>
> {
Upside breakout-based EMA }
>
{upEma:=ExtFml("Forum.VarMOV",xup,upPds,e);}
>
upEma:=ExtFml("ASI.EMA",xup,upPds);
>
upEma:=If(NullZone,Mov(xup,pds,E),upEma);
>
upEma:=upEma*(1+spread);
>
> { Downside breakout-based EMA
}
> {dwEma:=ExtFml("Forum.VarMOV",xdw,dwPds,e);}
>
dwEma:=ExtFml("ASI.EMA",xdw,dwPds);
>
dwEma:=If(NullZone,Mov(xdw,pds,E),dwEma);
>
dwEma:=dwEma*(1-spread);
>
> { Composite BEMA }
>
BEMA:=(upEma+dwEma)/2;
> LngSht:=If(C>=BEMA,dwEma,upEma);
>
> { Plot on price chart }
>
If(plot=1,BEMA,If(plot=2,dwEma,
> If(plot=3,LngSht,up)));
>
If(plot=1,BEMA,If(plot=2,upEma,
> If(plot=3,LngSht,-dw)))
>
> ---8<-------------------------------------
>
>
>
jose '-)
> http://www.metastocktools.com
>
Jose,
Probably
a very stupid question but how do I save this dll code as a
dll
file?
I can obviously copy it from this board but where should I paste
it?
Many Thanks,
Chorlton
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