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Preston
OK had a look and couple of points arise.
(ZLEMA=Zero Lag EMA)
The Indicator builder does not allow me to change the period funtion
in the ZLEMA formula to, in our example, "opt1".
The other thing:
"Cross(ZeroLagEMA,Mov(ZeroLagEMA,opt2,E))"
Whilst the first ZLEMA would be optimised, the second ZLEMA would be
an optimsed EMA of the ZLEMA.
Would it not be possible to create two ZLEMA formulas, ZLEMA1(short)
and ZLEMA2(long). I am sure that it is possible, the trick is how to
optimise them.
Gracias
PAUL
--- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@xxx> wrote:
>
> Paul,
>
> Sure. Look at Equis - CCI +100/-100 Crossover tester and check those
> buy and sell tabs.
>
> In the original formula you would cange the input value to and opt#
> value like this:
>
> Period:= opt1;
> EMA1:= Mov(CLOSE,Period,E);
> EMA2:= Mov(EMA1,Period,E);
> Difference:= EMA1 - EMA2;
> ZeroLagEMA:= EMA1 + Difference;
> ZeroLagEMA
>
> Then the Buy Order is:
>
> Period:= opt1;
> EMA1:= Mov(CLOSE,Period,E);
> EMA2:= Mov(EMA1,Period,E);
> Difference:= EMA1 - EMA2;
> ZeroLagEMA:= EMA1 + Difference;
> ZeroLagEMA
> Cross(ZeroLagEMA,Mov(ZeroLagEMA,opt2,E))
>
> Make it easy on yourself and run this with a non optimized sell then
> optimize the sell side.
>
> Preston
>
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "Paul Harris"
> <paul_vicmar@> wrote:
> >
> > Preston
> >
> > Thanxs for the walkthrough. I understand the logic of what you have
> > done but I would prefer to optimise on the original formula of Zero
> > Lag EMA instead of a moving average of Zero Lag EMA.
> > The original formula that we have been using is the following :
> >
> > Period:= Input("What Period",1,250,10);
> > EMA1:= Mov(CLOSE,Period,E);
> > EMA2:= Mov(EMA1,Period,E);
> > Difference:= EMA1 - EMA2;
> > ZeroLagEMA:= EMA1 + Difference;
> > ZeroLagEMA
> >
> > I understand that the "mov" function will allow you to only use the
> > moving averages listed in Metastock i.e EXP, SIM, WEI, etc and not
> in
> > this case our Zero Lag EMA so would it be possible to use
> the "cross"
> > function. So that the logic would be:
> > Buy when the optimised Zero Lag EMA(shorter)crosses over the
> optimised
> > Zero Lag EMA(longer). And conversely sell when the longer crosses
> the
> > shorter.
> >
> > Yours
> > PAUL
> >
> > --- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@> wrote:
> > >
> > > Paul,
> > >
> > > Let's see if we can provide some recap information for anyone
> else
> > > wishing to take part in this. The indicators were listed by you
> in
> > > message 24953.
> > >
> > > As I remember we had several indicators from which to take
> signals. We
> > > had a MACD that we made using the ZeroLag EMA and we also took
> the
> > > ZeroLag MACD and normalized it.
> > >
> > > Now we want to do an exploration and optimize some values to see
> what
> > > performs best.
> > >
> > > This was always a lot of fun but also consumed large amounts of
> time.
> > > Even so you have to walk through it just to see how it works.
> > > Optimization is not widely favored, so just realize that there
> are a
> > > lot of critics out there. There are no hardened rules to
> optimizing as
> > > any value is fair game but just realize that it is far better to
> run
> > > your test on a smaller number of values and if you have to run
> your
> > > test several times thats quite alright.
> > >
> > > You have chosen the ZeroLag EMA and a moving average crossover.
> Easy
> > > enough. First go into the system tester and first thing you
> notice is
> > > that there already are some test included. Let's take a look at
> the
> > > Equis-moving average crossover...open it. Open the Buy Order
> tag. What
> > > you will see is:
> > >
> > > Mov(C,opt1,E) > Mov(C,opt2,E)
> > >
> > > Next click on the Optimizations tag and look at the values
> assigned
> > > for opt1 and opt2.
> > >
> > > In order to use the Zero Lag EMA all you will need to do is
> replace
> > > the Close or C with an assigned variable for the fml("Zero Lag
> EMA").
> > > Like this:
> > >
> > > A:= fml("Zero Lag EMA");
> > >
> > > Now just reference it in your system test. Like this:
> > >
> > > A:= fml("Zero Lag EMA");
> > > A > Mov(A,opt1,E)
> > >
> > > This will leave the original formula intact and you will be
> optimizing
> > > on the moving average of it. If you want to optimize the
> original
> > > formula you must include it in your test formula instead of just
> the
> > > fml call variable. Notice in the example above that all we did
> was
> > > place an opt# where a numeric value would normally go.
> > >
> > > I would be careful about over-optimizing though. The results are
> > > really going to be the result of how well the formula performs
> on a
> > > particular stock or group of stocks during a particular period
> of time
> > > and may not be an indication of how well future performance can
> be
> > > determined. Best to try the test on stocks of varying
> performance and
> > > use those as a benchmark. This is really where most criticism
> comes
> > > from.
> > >
> > > That should get you going, Let us know how it goes.
> > >
> > >
> > > Preston
> > >
> > >
> > >
> > >
> > >
> > > --- In equismetastock@xxxxxxxxxxxxxxx, "Paul Harris"
> <paul_vicmar@>
> > > wrote:
> > > >
> > > > Some weeks ago Preston and I worked on an exploration and
> expert
> > > > advisor for a Zero Lag MACD.
> > > > So I was looking at using a Zero Lag EMA in a system test,
> similar to
> > > > a MA crossover. My only problem is that I want to use the
> optimiser
> > > to
> > > > find the best time periods for Zero Lag EMA and I don´t know
> how to
> > > do it.
> > > > I know I have to indentify the Zero Lag EMA as fml("Zero Lag
> EMA")but
> > > > then how can I introduce the opt1 function?
> > > > Some help would be greatly appreciated.
> > > > Thanxs
> > > > PAUL
> > > >
> > >
> >
>
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