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Paul,
That's great!
Okay, I had a chance to look at it with Metastock open and I think
you will like this one better.
(Fml( "Zero Lag MACD" )
-LLV(Fml( "Zero Lag MACD" ),48))
/(HHV(Fml( "Zero Lag MACD" ),48)
-LLV(Fml( "Zero Lag MACD" ),48)
+.0000001)*100
Basically a normalized Zero Lag MACD. As an indicator you can use
the following with any indicator, just place your indicator where
noted and remove the brackets.
{Normalized Indicator}
Ind:= {your indicator here};
Npds:=Input("periods to normalize",
1,500,48);
Norm:=(Ind-LLV(Ind,Npds))
/(HHV(Ind,Npds)-LLV(Ind,Npds)+.0000001)*100;
Norm
Enjoy,
Preston
--- In equismetastock@xxxxxxxxxxxxxxx, "paul_vicmar"
<paul_vicmar@xxx> wrote:
>
> Thanxs success.
>
> PAUL
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@> 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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