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skips:= Input("skip period",0,100,0);
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,-skips));
mov(Cl,pdsma,S){end}
--- In equismetastock@xxxxxxxxxxxxxxx, juzam66666 <no_reply@xxx>
wrote:
>
> excellent!! this is just what i was looking for. may i ask one
more
> question? what if i wanted to change the formula to make it so it
> skips 2 days, as opposed to one day, or skips even 3 days? i tried
> to change the inputs with no luck.
>
> also, changing this line in the formula:
>
> Cl:=ValueWhen(1,signal,Ref(C,-1));
>
> to
>
> Cl:=ValueWhen(1,signal,Ref(C,-2));
>
> only seems to have an affect on the starting point, but the moving
> average calculation is still skipping just one. to elaborate....
>
>
> $1, $2, $3, $4, $5, $6, $7, $8, $9
>
> the original formula you provided used ((8+6)/2)=7 to correspond
> with price $9, and ((7+5)/2)=6 to correspond with $8.
>
>
> changing Ref(C,-2) to Ref(C,-1) in the formula makes it so
> ((7+5)/2)=6 corresponds with $9 and ((6+4)/2)=5 corresponds with
$8.
> the starting point skipped two, but the formula itself is still
only
> skipping one.
>
> how would i make it so the -formula- skips two (or three, or four)
> as well? so price $9 would have a moving average point of
> ((7+4))/2)=5.5 and $8 would have ((6+3)/2)=4.5 ?
>
>
> i cannot thank you enough. this is the last time i will waste your
> time :)
>
> Adam
>
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@> wrote:
> >
> > 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@>
> > 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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