[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: [EquisMetaStock Group] Variable Moving Average



PureBytes Links

Trading Reference Links

Future Master/Igor:

Thanks. When I typed CMO into MS help I got a message that this was not a
recognized term. When I typed in Chande I got the correct information.

Lionel

-----Original Message-----
From: equismetastock@xxxxxxxxxxxxxxx [mailto:equismetastock@xxxxxxxxxxxxxxx]
On Behalf Of thefuturemaster
Sent: Thursday, March 02, 2006 8:44 AM
To: equismetastock@xxxxxxxxxxxxxxx
Subject: Re: [EquisMetaStock Group] Variable Moving Average

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
> 
> 
> 
> 
> 
> 
> 
> 
> 
> SPONSORED LINKS Business finance course  Business to business 
finance  Small
> business finance  
>       Business finance consultant  Business finance magazine  
Business
> finance schools  
> 
> 
> --------------------------------------------------------------------
--------
> ----
> YAHOO! GROUPS LINKS 
> 
>   a..  Visit your group "equismetastock" on the web.
>     
>   b..  To unsubscribe from this group, send an email to:
>    equismetastock-unsubscribe@xxxxxxxxxxxxxxx
>     
>   c..  Your use of Yahoo! Groups is subject to the Yahoo! Terms of 
Service. 
> 
> 
> --------------------------------------------------------------------
--------
> ----
> 
> 
> 
> [Non-text portions of this message have been removed]
> 
> 
> 
> 
> SPONSORED LINKS 
> 
> 
> Business
> <http://groups.yahoo.com/gads?
t=ms&k=Business+finance+course&w1=Business+fin
> 
ance+course&w2=Business+to+business+finance&w3=Small+business+finance&
w4=Bus
> 
iness+finance+consultant&w5=Business+finance+magazine&w6=Business+fina
nce+sc
> hools&c=6&s=185&.sig=I8jDsORmsaYn0BeqghcJ2w>  finance course 
> 
> Business
> <http://groups.yahoo.com/gads?
t=ms&k=Business+to+business+finance&w1=Busines
> 
s+finance+course&w2=Business+to+business+finance&w3=Small+business+fin
ance&w
> 
4=Business+finance+consultant&w5=Business+finance+magazine&w6=Business
+finan
> ce+schools&c=6&s=185&.sig=fCzze7cxm1K7TVKkzAaOrA>  to business 
finance 
> 
> Small
> <http://groups.yahoo.com/gads?
t=ms&k=Small+business+finance&w1=Business+fina
> 
nce+course&w2=Business+to+business+finance&w3=Small+business+finance&w
4=Busi
> 
ness+finance+consultant&w5=Business+finance+magazine&w6=Business+finan
ce+sch
> ools&c=6&s=185&.sig=v9sWAno7Kz4WuL8Tadcdhw>  business finance 
> 
> 
> Business
> <http://groups.yahoo.com/gads?
t=ms&k=Business+finance+consultant&w1=Business
> 
+finance+course&w2=Business+to+business+finance&w3=Small+business+fina
nce&w4
> 
=Business+finance+consultant&w5=Business+finance+magazine&w6=Business+
financ
> e+schools&c=6&s=185&.sig=d1xwT3WL0E6XBf6cAV5BXA>  finance 
consultant 
> 
> Business
> <http://groups.yahoo.com/gads?
t=ms&k=Business+finance+magazine&w1=Business+f
> 
inance+course&w2=Business+to+business+finance&w3=Small+business+financ
e&w4=B
> 
usiness+finance+consultant&w5=Business+finance+magazine&w6=Business+fi
nance+
> schools&c=6&s=185&.sig=qphRINaNuVm_6bwoQxgUmg>  finance magazine 
> 
> Business
> <http://groups.yahoo.com/gads?
t=ms&k=Business+finance+schools&w1=Business+fi
> 
nance+course&w2=Business+to+business+finance&w3=Small+business+finance
&w4=Bu
> 
siness+finance+consultant&w5=Business+finance+magazine&w6=Business+fin
ance+s
> chools&c=6&s=185&.sig=1RfnhYZpV99RKWRZzSH4gA>  finance schools 
> 
>  
> 
>   _____  
> 
> YAHOO! GROUPS LINKS 
> 
>  
> 
> *	 Visit your group "equismetastock
> <http://groups.yahoo.com/group/equismetastock> " on the web.
>   
> *	 To unsubscribe from this group, send an email to:
>  equismetastock-unsubscribe@xxxxxxxxxxxxxxx
> <mailto:equismetastock-unsubscribe@xxxxxxxxxxxxxxx?
subject=Unsubscribe> 
>   
> *	 Your use of Yahoo! Groups is subject to the Yahoo!
> <http://docs.yahoo.com/info/terms/>  Terms of Service. 
> 
>  
> 
>   _____  
> 
> 
> 
> [Non-text portions of this message have been removed]
>








 
Yahoo! Groups Links



 






------------------------ Yahoo! Groups Sponsor --------------------~--> 
Try Online Currency Trading with GFT. Free 50K Demo. Trade 
24 Hours. Commission-Free. 
http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/BefplB/TM
--------------------------------------------------------------------~-> 

 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/equismetastock/

<*> To unsubscribe from this group, send an email to:
    equismetastock-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/