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Paul,
Try this:
{ZLEMA(Zero Lag EMA)}
EMA1:= Mov(CLOSE,opt1,E);
EMA2:= Mov(EMA1,opt2,E);
Difference:= EMA1 - EMA2;
ZeroLagEMA:= EMA1 + Difference;
Cross(ZeroLagEMA,Mov(ZeroLagEMA,opt3,E))
--- In equismetastock@xxxxxxxxxxxxxxx, "Paul Harris"
<paul_vicmar@xxx> wrote:
>
> Preston
>
> So the exact formula for the ZLEMA(Zero Lag EMA) is as we have used
> before.
>
> Period:= Input("What Period",1,250,10);
> EMA1:= Mov(CLOSE,Period,E);
> EMA2:= Mov(EMA1,Period,E);
> Difference:= EMA1 - EMA2;
> ZeroLagEMA:= EMA1 + Difference;
> ZeroLagEMA
>
> PAUL
>
>
>
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@> wrote:
> >
> > Paul,
> >
> > Post your exact formulas for me.
> >
> > Preston
> >
> >
> > --- In equismetastock@xxxxxxxxxxxxxxx, "Paul Harris"
> > <paul_vicmar@> wrote:
> > >
> > > 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@>
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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