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Re: [EquisMetaStock Group] Variable Moving Average



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Hy Lionel,

The CMO function is the Chande Momentum Oscillator. Witch is a 
standard indicator in metastock. The matematical formula for a 9-
period cmo would be for metastock :
100*((Sum(If(C,>,Ref(C,-1),(C-Ref(C,-1)),0),9))-(Sum(If(C,<,Ref(C,-1),
(Ref(C,-1)-C),0),9))) /((Sum(If(C,>,Ref(C,-1),(C-Ref(C,-1)),0),9)+(Sum
(If(C,<,Ref(C,-1),(Ref(C,-1)-C),0),9))))
There are severall CMO's but above is the one to calculate the Moving 
Average Variable that MS has in a standard version and also to 
calculate the indicator that Roy showed.

Looking forward to your reply..
friendly greetings...iGoR


--- In equismetastock@xxxxxxxxxxxxxxx, "Lionel Issen" <lissen@xxx> 
wrote:
>
> Please define the CMO function.
> 
>  
> 
> Lionel 
> 
>  
> 
>   _____  
> 
> From: equismetastock@xxxxxxxxxxxxxxx 
[mailto:equismetastock@xxxxxxxxxxxxxxx]
> On Behalf Of Roy Larsen
> Sent: Wednesday, March 01, 2006 2:40 PM
> To: equismetastock@xxxxxxxxxxxxxxx
> Subject: Re: [EquisMetaStock Group] Variable Moving Average
> 
>  
> 
> iGoR
> 
> 
> A good interpretation of that would be..
> 
> {VIDYA}
> AbsCMO:=(Abs(CMO(C,9)))/100;
> SC:=0.78;
> VIDYA:=If(Cum(1)<25,C,(SC*AbsCMO*C)+(1-(SC*AbsCMO))*PREV);
> If(Sum(C,25)>0,VIDYA,VIDYA);
> 
> Here's a more flexible but less precise version (as per the given
> definition) of VIDYA. The "SC" variable cannot create a factor of 
0.78 when
> it is based on smoothing periods, as below.
> 
> {VIDYA (9,2)}
> Length:=Input("Length",1,200,9);
> Smooth:=Input("Smoothing",1,200,2);
> AbsCMO:=(Abs(CMO(C,Length)))/100;
> SC:=2/(Smooth+1);
> VIDYA:=If(Cum(1)<=(Smooth+2),C,(SC*AbsCMO*C)+(1-(SC*AbsCMO))*PREV);
> If(Sum(C,Smooth+2)>0,VIDYA,VIDYA);
> 
> And here's a much faster executing version of VIDYA. 
> 
> Mov(C,2,VAR);
> 
> 
> Roy
> www.metastocktips.co.nz
> 
> 
> ----- Original Message ----- 
> From: thefuturemaster 
> To: equismetastock@xxxxxxxxxxxxxxx 
> Sent: Thursday, March 02, 2006 5:05 AM
> Subject: [EquisMetaStock Group] Variable Moving Average
> 
> 
> On paritech.com I red that this is the formula for the variable 
moving 
> average.
> 
> VMA = (0.78*(volatility index) * close) + (1-0.078 * volatility 
index)
> *previous VMA
> volatility index = absolute value of the 9-period Chande Momentum 
> Oscillator.
> 
> Could someone help to translate this into a formula so it could be 
used 
> in to metastock. So one can play with the 0.78value or with the 
value 
> of the CMO indicator.
> 
> Thanks a lot in advance...iGoR
> 
> 
> 
> 
> 
> 
> 
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