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[EquisMetaStock Group] Re: every x period moving average (seasonally adjusted)



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Adam,

The math looks right to me.

Your formula says to use the close 2 days ago and smooth 2 days at a 
time. (6+7)/2 = 6.50


If you want to skip a day use

pds:=Input("Nth bar periodicity",1,252,2);
pdsma:=Input("Smoothing periods",1,100,2);
signal:=Mod(Cum(1),pds)=0;
Cl:=ValueWhen(1,signal,Ref(C,-1));
mov(Cl,pdsma,S){end}

Preston



--- In equismetastock@xxxxxxxxxxxxxxx, juzam66666 <no_reply@xxx> 
wrote:
>
> hi preston,
> 
> I took your advice and looked into the metastock help, which of 
> course helped a lot! this is the formula i came up with:
> 
> mov( Ref(CLOSE,-2), 2, SIMPLE)
> 
> unfortunately, it's a little off what i was looking for, but very 
> close.
> 
> say, the latest prices for a stock are (from earliest to latest):
> 
> $1, $2, $3, $4, $5, $6, $7, $8, $9
> 
> the formula in its current state calculates the moving average 
point 
> for $9 as $6.50 ((7+6)/2). I was looking for something like $6, 
> which would be (($7+$5)/2). For the $8 day it currently calculates 
> the moving average point as $5.50, but should be $5.
> 
> 
> Thank You a million!
> 
> 
> --- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@> wrote:
> >
> > Adam,
> > 
> > Think about what you are asking.
> > 
> > If you calculate a value every 5 days then for the next 5 days 
> your 
> > value is held constant...stairstep. 
> > 
> > If you wish to calculate from a value 5 days ago then just use 
> that 
> > value. You could use the ref statement for that...ref(close,-5). 
> > This would change every day but remember its data from 5 days 
ago. 
> > You are automaticaaly introducing lag by doing this.
> > 
> > Yes you can plot the highest value or lowest value over a period 
> of 
> > time by using the HHV or LLV. You can even direct it over a 
period 
> > of time. Rather than tell you how to do this open metastock and 
> > click on the help icon at the top. Select Metastock help and 
> index. 
> > Then simply scroll down until you get to highest or lowest. 
Select 
> > it and it will explain what you need.
> > 
> > I would also tell you to go to our links section and check out 
> some 
> > of the formula sites that you will find there. This is a quite 
> > extensive list and you should learn to use them.
> > 
> > hope this helps,
> > 
> > Preston
> > 
> > 
> > 
> > 
> > 
> > --- In equismetastock@xxxxxxxxxxxxxxx, juzam66666 <no_reply@> 
> > wrote:
> > >
> > > thank you so much for all your help! i really apreciate it. 
just 
> > to 
> > > clarify, though, is it not possible to create an nth bar sma 
> > without 
> > > the stair-step look and without smoothing (as in actually 
> > > calculating the nth bar sma for each and every point)?
> > > 
> > > on a separate but somewhat related note: is there a formula 
that 
> > for 
> > > point X on a graph (say, the latest data point), it would take 
> day
> > >  x-5 (5 days ago), x-10, x-15, x-20, and x-25  and plot the 
> > highest 
> > > value? or lowest value? 
> > > 
> > > 
> > > This forum is a gem; I've learned a lot browsing. Thank you 
for 
> > all 
> > > your time,
> > > 
> > > Adam
> > > 
> > > --- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@> 
wrote:
> > > >
> > > > juzam,
> > > > 
> > > > I gave you this:
> > > > 
> > > > pds:=Input("Nth bar periodicity",1,252,5);
> > > > pdsma:=Input("Smoothing periods",1,100,21);
> > > > signal:=Mod(Cum(1),pds)=0;
> > > > Cl:=ValueWhen(1,signal,Ref(C,-1));
> > > > mov(Cl,pdsma,S){end}
> > > > 
> > > > 
> > > > It calculates every 5 days. If you want a longer period just 
> set 
> > > the 
> > > > Nth bar periodicity to a longer period. If you set it at 252 
> you 
> > > > will get approximately one year. 
> > > > 
> > > > Preston
> > > > 
> > > > 
> > > > 
> > > > --- In equismetastock@xxxxxxxxxxxxxxx, juzam66666 
<no_reply@> 
> > > > wrote:
> > > > >
> > > > > Thanks for all the help guys. I tried the nth bar sma, but 
> it 
> > > > didn't 
> > > > > seem to come out quite like i was thinking. ill try to 
> > > > > expand...basically what im trying to get is a seasonally-
> > > adjusted 
> > > > > moving average. 
> > > > > 
> > > > > so the latest data point is, say, 625 on date 3/20/2007. 
the 
> > > > moving 
> > > > > average would calculate, for example, the five-year 
> seasonally 
> > > > > adjusted sma. to calculate this it would average the data 
> > points 
> > > > on 
> > > > > 3/20/2006, 3/20/2005, 3/20/2004, 3/20/2003, and 3/20/2002. 
> for 
> > > the 
> > > > > moving average point a day earlier, on 3/19/2007 it would 
do 
> > the 
> > > > same 
> > > > > calculations for 3/19/2006, 3/19/2005, etc. 
> > > > > 
> > > > > note that the 625 is basically irrelevent because it isn't 
> in 
> > > the 
> > > > sma 
> > > > > until 3/20/2008 comes along
> > > > > 
> > > > > thank you so much for any help
> > > > >
> > > >
> > >
> >
>




 
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