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Morning everyone.
Jose...I've been tryin to plug in your Cycle-adaptive Exponential
Moving Avg v1.1 study (found at your tools website) to an
exploration. I always seem to come up with an error that a Plot is
called for and all securities scanned are rejected. Here's my
modification to your study.....
{ Cycle-adaptive Exponential Moving Avg v1.1 }
{ EMA periodicity determined by historical
price cycle based on ZigZag cycles }
{ ©Copyright 2004 Jose Silva }
{ http://www.metastocktools.com }
pr:=5;
choose:=1;
multi:=2;
x:=6;
shift:=1-0)/100;
plot:=1;
x:=If(x=1,O,If(x=2,H,If(x=3,L,If(x=5,V,If(x=6,P,C)))));
zz:=Zig(x,pr,%);
zzpk:=Ref(zz,-1)>zz AND Ref(zz,-1)>Ref(zz,-2);
zztr:=Ref(zz,-1)<zz AND Ref(zz,-1)<Ref(zz,-2);
PkTr:=zzpk OR zztr;
CycleLen:=PkTr*(Ref(BarsSince(PkTr),-1)+1);
CycleCount:=Cum(PkTr)-1;
CycleCount:=If(CycleCount=0,.000001,CycleCount);
CycleLenAvg:=Cum(CycleLen)/CycleCount;
pds:=If(choose=1,ValueWhen(1,CycleLen>0
AND CycleCount>0,CycleLen),CycleLenAvg)*multi;
Init:=CycleCount=1 AND Alert(CycleCount<1,2);
pds:=
If(pds>BarsSince(Init),BarsSince(Init),pds);
pds:=If(pds<1,1,pds);
Ema:=x*2/(pds+1)+PREV*(1-2/(pds+1));
Ema:=Ema*shift;
signals:=Cross(x,Ema)-Cross(Ema,x);
{If(plot=1,Ema,If(plot=2,signals,
If(plot=3,CycleLen,
If(plot=4,CycleLenAvg,
If(plot=5,Stdev(CycleLen,21),pds)))))}
I've put the last series in parens thinkining that would cure the
necessity of a "plot", with no success. Any advise you could
offer???
Thanks in advance,
Jim
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