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Preston
Thanxs for the repsonse. Columm E is OK however Column F is still
incorrect.
--- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@xxx> wrote:
>
> 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@> 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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