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Paul,
I will be away from my computer until late afternoon so I can only
give some glancing views right now. I do see one immediate problem.
Col E Prev MA
Ref Mov(Fml( "Zero Lag MACD" ),9,EXPONENTIAL),-1)
should be
Col E Prev MA
Ref(Mov(Fml( "Zero Lag MACD" ),9,EXPONENTIAL),-1)
I also think column F should be changed to
Col F %
((Fml( "Zero Lag MACD" ) - Mov( Fml( "Zero Lag MACD"
),9,EXPONENTIAL))/ ((Fml( "Zero Lag MACD" ) + Mov( Fml( "Zero Lag
MACD"),9,EXPONENTIAL))* 100
I don't have Metastock right now so that may not be correct.
I'm not sure about the code not working. The original discussion was
in January of 2007, so you could go back to
http://www.purebytes.com/cgi-local/swish/swish-cgi.pl
and look at the original discussion about it. Part of the code given
is Amibroker and won't work in Metastock.
hope this helps,
Preston
--- In equismetastock@xxxxxxxxxxxxxxx, "paul_vicmar"
<paul_vicmar@xxx> wrote:
>
> Preston
>
> Thanxs for the heads up on the discussion of lag in moving
averages. I
> had a read through.
> So I thought I would go ahead and see if I could not use the
existing
> MACD exploration in Metastock and just substitute normal MACD with
> Zero lag MACD. And keep the trigger signal as a 9 day EMA, as it
> produces fewer whipsaws than for example the Zero lag MACD Trigger
> Signal. However there seems to be a problem.
>
> Zero Lag MACD Exploration
> Col A Close
> CLOSE
> Col B Zero Lag MACD
> Fml( "Zero Lag MACD" )
> Col C Previous MACD
> Ref( Fml( "Zero Lag MACD" ),-1)
> Col D Mov Ave
> Mov( Fml( "Zero Lag MACD" ),9,EXPONENTIAL)
> Col E Prev MA
> Ref Mov(Fml( "Zero Lag MACD" ),9,EXPONENTIAL),-1)
> Col F %
> ((Fml( "Zero Lag MACD" ) - Mov( Fml( "Zero Lag MACD"
> ),9,EXPONENTIAL))/ Mov( Fml( "Zero Lag MACD" ),9,EXPONENTIAL)) *
100
> Filter
> CROSS (Fml( "Zero Lag MACD" ),Mov( Fml( "Zero Lag
MACD" ),9,EXPONENTIAL)
> Any advice to solve the problem would be helpful.
> I also had a look at the JMA equivalent PMA, but I was unable to
copy
> and paste the PMA into Metastock.
> http://trader.online.pl/MSZ/e-w-Moving_Average_Phased.html
> I am using Metastock 6.52.
>
> Yours
> PAUL
>
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@> wrote:
> >
> > Paul,
> >
> > The original discussion was about lag in moving averages and
occurred
> > in 2001.
> > Go here
> > http://www.purebytes.com/cgi-local/swish/swish-cgi.pl
> > and look under metastock and 2001 for all the discussions.
> >
> > I'm not aware of the zerolag being part of the canned metastock
> > package.
> >
> > It's easy enough though to write it but you might want to
consider
> > using the smoothed version of a Jurik type MA that we came up
with
> > earlier this year.
> >
> > The mechanics of the exploration will be the same no matter
whether
> > you use an EMA, a Zerolag EMA, or a Jurik type EMA. Its just a
matter
> > of deciding which you want to use.
> >
> > If you want to do a zerolag let me know and we'll proceed.
> >
> > Preston
> >
> >
> > --- In equismetastock@xxxxxxxxxxxxxxx, "paul_vicmar"
> > <paul_vicmar@> wrote:
> > >
> > > OK, so I have a page that provides a Zero Lag MACD exploration
> > > http://trader.online.pl/MSZ/e-ex-Zero_Lag_EMA_Exploration.html
> > > but the code for the indicator given is incorrect and comes up
with
> > an
> > > error message.
> > >
> > > Indicator : DS_EMA_X_MP()
> > >
> > > Formula : if ( Cross(mov(mov(mp(),4,e))4,e),mov(mov(mp(),8,e))
> > 8,e)),1,
> > > if (Cross(mov(mov(mp(),8,e))8,e),mov(mov(mp(),4,e))
4,e)),-
> > 1,
> > > 0))
> > > And whilst I understand your logic of using a MACD exploration
and
> > > substituting normal MACD for Zero Lag MACD I don´t know if my
> > > understanding of Metastock formula is enough to achieve this.
> > > I read somewhere on recent versions of Metastock(9.1) that a
zero
> > lag
> > > MACD exploration comes as a standard exploration.
> > >
> > > Yours
> > >
> > > PAUL
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > > --- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@>
wrote:
> > > >
> > > > Paul,
> > > >
> > > > Do you have a normal EMA crossover and MACD exploration that
you
> > like?
> > > >
> > > > Preston
> > > >
> > > >
> > > >
> > > > --- In equismetastock@xxxxxxxxxxxxxxx, "paul_vicmar"
> > > > <paul_vicmar@> wrote:
> > > > >
> > > > > I have been looking at Zero Lag EMA and MACD and have
noticed
> > how
> > > > > timely the signals are in respect to other MA systems.
> > > > > I have been trawling the net in all the usual sites to see
if I
> > > > could
> > > > > find a suitable Zero Lag MACD exploration or Zero Lag EMA
> > Crossover
> > > > > Exploration. But without any success.
> > > > > This is the formula I am using for Zero lag EMA
> > > > > Period:= Input("What Period",1,250,10);
> > > > > EMA1:= Mov(CLOSE,Period,E);
> > > > > EMA2:= Mov(EMA1,Period,E);
> > > > > Difference:= EMA1 - EMA2;
> > > > > ZeroLagEMA:= EMA1 + Difference;
> > > > > ZeroLagEMA
> > > > > And this is the formula for Zero Lag MACD
> > > > > EMA1:= Mov(CLOSE,13,E);
> > > > > EMA2:= Mov(EMA1,13,E);
> > > > > Difference:= EMA1 - EMA2;
> > > > > ZeroLagEMA13:= EMA1 + Difference;
> > > > > EMA1:= Mov(CLOSE,21,E);
> > > > > EMA2:= Mov(EMA1,21,E);
> > > > > Difference:= EMA1 - EMA2;
> > > > > ZeroLagEMA21:= EMA1 + Difference;
> > > > > ZeroLagMACD:=ZeroLagEMA13 - ZeroLagEMA21;ZeroLagMACD
> > > > > Any help would be greatly appreciated.
> > > > > Thanxs
> > > > > PAUL
> > > > >
> > > >
> > >
> >
>
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