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[EquisMetaStock Group] Re: Zero Lag MACD Exploration



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Thanxs success.

PAUL


--- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@xxx> wrote:
>
> Try this:
> 
> (Fml( "Zero Lag MACD" ) -
> Mov( Fml( "Zero Lag MACD"),9,EXPONENTIAL)/
> Fml( "Zero Lag MACD" ) +
>  Mov( Fml( "Zero Lag MACD"),9,EXPONENTIAL))* 100
> 
> If not I'm check it out later this pm.
> 
> Preston
> 
> 
> --- In equismetastock@xxxxxxxxxxxxxxx, "paul_vicmar" 
> <paul_vicmar@> wrote:
> >
> > Preston
> > 
> > Thanxs for the repsonse. Columm E is OK however Column F is still
> > incorrect. 
> > 
> > 
> > 
> > 
> > --- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@> 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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