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Hello,
I would like to get some help regarding coding some moving averages. Essentially, I wanted to duplicate the efforts of Mark Fisher's moving averages which are not typically plotted on either the High, low or close prices, but an average of ALL THREE values.
In other words, if the current bar had a high of 1.20, low of 1.15 and a close of 1.18, the typical moving average would use either of those values, but I would like to take the average:
1.20 + 1.15 + 1.18/3 = 1.176
Then I can simply stipulate the usual " simple" or "exponential" or
"weighted" etc, and stipulate the number of bars.
Any help would be appreciated.
Thanks,
Al
Lionel Issen <lissen@xxxxxxxxxxxxx> wrote:
Go to Metastock Help and look up detrend oscillator. It may give you most of
what you want.
_____
From: equismetastock@xxxxxxxxxxxxxxx [mailto:equismetastock@xxxxxxxxxxxxxxx]
On Behalf Of formulaprimer
Sent: Thursday, October 19, 2006 11:59 PM
To: equismetastock@xxxxxxxxxxxxxxx
Subject: [EquisMetaStock Group] Detrended Analysis
I want to remove the trends from price data (flattening out the slope
polarity). This eliminates the skewing that trend causes. This will
show a true picture of the market that shows overbought and oversold
conditions, without skewing caused by trend. I need something a code
derived from price structure that uses principles by DEMING regarding
distribution of normalized data. The detrended analysis graphs must
include an upper and lower control limit based on location of the mean
and standard deviation measurements. Also residuals (i.e. projected
trend - line versus actual value) are plotted on the detrended graph.
The detrended graph must contain upper and lower control limits that
alerts to statistical overbought and oversold areas. Upper most line is
3 standard deviations of market deviation. Can anyone help me with this
MS code i use 7.2 version.
Thanks.
Kev
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