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Preston
Success. It seems to work OK. It´s late here in Spain so I´m going to
leave it to the morning. I´ll write back with some results and let you
know.
If I haven´t said so already, very grateful for your patience.
Hopefully we can put up something like the Zero Lag MACD Exploration
and Expert so that others may benefit as well.
Yours
PAUL
--- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@xxx> wrote:
>
> 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@> 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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