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Preston
I am very new in MS and obviously have little experience in MS programming. The user manual is good but seems to be not structured very well. Also, my lack of programming Time Series type of data is a deterrent also. But this is my weakness which I need to overcome and I am very hopeful that such a wonderful support group will be the catalyst in overcoming the weakness.
Aroon is first such explorer exercise I have taken for this purpose. Goal is to identify securities which have been in a strong trend from Aroon perspective. (More criteria will need to be added later).
I agree that words like "Persistently" "Mostly" are personally centric. And I don't have one to begin with as I am new to this :-( :-(
To define one to suit myself, I would like to begin with the definitions what experts like you adopt and tweak it to suite the Indian market (I am in India).
With this in mind, and obviosly looking for help from experts like you I sent the help message.
Would "13 or more" occurrences out of 20 be too strong a definition of "Mostly"?
Also, in what way "alert" will help me with the exploration..
Is there a "cookbook" like thing available for MS programming / Exploration?
I appreciate your help very much and I am sure that this group is lucky to have experts like you helping newbies like me.
regards
N
----- Original Message ----
From: pumrysh <no_reply@xxxxxxxxxxxxxxx>
To: equismetastock@xxxxxxxxxxxxxxx
Sent: Wednesday, April 2, 2008 5:21:00 PM
Subject: [EquisMetaStock Group] Re: Need some help about how to write MS Code for a rule using Aroon ...
N,
A lot of thoughts on this and a definition of mostly would be
helpful.
The basics of your exploration would be:
Column A:
AroonUp(20)> 70
Column B:
AroonDown(20) < 30
Once you have figured out the mostly you can place it in the filter.
Maybe alert would work for you.
Preston
--- In equismetastock@ yahoogroups. com, Nand Rathi <nand_rathi@ ...>
wrote:
>
> Preston
>
> Thanks for the reply.
>
> I see aroonup and aroondown functions available in MS too.
>
> I want to write an explorer routine which will produce the list of
securities as per the criteria below. How would I program this in MS
please..
>
> In the last 20 days (bars), Aroonup has been MOSTLY between 70 and
100
> AND
> Aroondown has been MOSTLY between 0 and 30
>
> It is the "Mostly" part which I have been struggling
>
> Appreciate your help very much
>
> Regards
> N
>
> ----- Original Message ----
> From: pumrysh <no_reply@xxxxxxxxxx s.com>
> To: equismetastock@ yahoogroups. com
> Sent: Wednesday, April 2, 2008 6:54:20 AM
> Subject: [EquisMetaStock Group] Re: Need some help about how to
write MS Code for a rule using Aroon ...
>
> N,
>
> Basically, Aroon is a day or bar counter. If you are using EOD then
a
> week is 5 days. The Aroon will look over the last number of days
and
> tell you how many are up if you are using the Aroon Up indicator.
> Remember that an uptrend is made up of higher highs and higher
lows.
> You would expect the Aroon Up to be above 70 percent.
>
> I am afraid that "Persistently" is a matter of personal taste
> dependant on your trading style.
>
> Here's some information that you may find useful.
>
> {Aroon}
> D:=Input("Periods" ,1,999,14) ;
> 100*(D-HHVBars( H,D+1))/D; {Up}
> 100*(D-LLVBars( L,D+1))/D; {Down}
>
> Another formula can be found here:
>
> http://trader. online.pl/ MSZ/e-w-Aroon_ Indicators. html
>
> FROM THE HELP FILES:
>
> The Aroon indicator was developed by Tushar Chande. Aroon is
> Sanskrit word meaning "dawn's early light" or the change from night
> to day. The Aroon indicator allows you to anticipate changes in
> security prices from trending to trading range. For more
information
> on the Aroon indicator see the article written by Tushar Chande in
> the September 1995 issue of Technical Analysis of Stocks &
> Commodities magazine.
> These changes are anticipated by measuring the number of periods
that
> have passed since the most recent x-period high and x-period low.
> Therefore, the Aroon indicator consists of two plots; one measuring
> the number of periods since the most recent x-period high (Aroon
Up)
> and the other measuring the number of periods since the most recent
x-
> period low (Aroon Down).
>
> The actual plotted value is a "stochastic" like scale (see
Stochastic
> Oscillator) ranging from 0 to 100. Assuming a default time-period
of
> 14 days, if a security makes a new 14-day high, the Aroon Up = 100;
> when the security makes a new 14-day low, the Aroon Down = 100.
When
> the security has not made a new high for 14 days, the Aroon Up = 0;
> when the security has not made a new low for 14 days, the Aroon
Down
> = 0.
> As explained in the interpretation section for the VHF indicator
(see
> Vertical Horizontal Filter) the age-old problem for many trading
> systems is their inability to determine if a trending or trading
> range market is at hand. Trend-following indicators such as MACD
and
> moving averages, tend to be whipsawed as markets enter a non-
trending
> congestion phase. On the other hand, overbought/oversold
oscillators
> (which work well during trading range markets) tend to overreact to
> price pull-backs during trending markets?thereby closing a position
> prematurely. The Aroon indicator attempts to remedy this by
helping
> you determine when trend-following or overbought/oversold
indicators
> are likely to succeed.
>
> Interpretation:
>
> There are basically three conditions that you look for when
> interpreting the Aroon indicator: extremes at 0 and 100, parallel
> movement between Aroon Up and Aroon Down, and crossovers between
> Aroon Up and Aroon Down.
> Extremes. When the Aroon Up line reaches 100, strength is
> indicated. If the Aroon Up remains persistently between 70 and
100,
> a new uptrend is indicated. Likewise if the Aroon Down line
reaches
> 100, potential weakness is indicated. If the Aroon Down remains
> persistently between 70 and 100, a new downtrend is indicated.
>
> A strong uptrend is indicated when the Aroon Up line persistently
> remains between 70 and 100 while the Aroon Down line persistently
> remains between 0 and 30. Likewise a strong downtrend is indicated
> when the Aroon Down line persistently remains between 70 and 100
> while the Aroon Up line persistently remains between 0 and 30.
> Parallel Movement. When the Aroon Up and Aroon Down Lines move
> parallel with each other (are roughly at the same level), then
> consolidation is indicated. Expect further consolidation until a
> directional move is indicated by an extreme level or a crossover.
>
> Crossovers. When the Aroon Down line crosses above the Aroon Up
> line, potential weakness is indicated. Expect prices to begin
> trending lower. When the Aroon Up line crosses above the Aroon Down
> line, potential strength is indicated. Expect prices to begin
> trending higher.
>
>
> Hope thiss helps,
>
> Preston
>
> --- In equismetastock@ yahoogroups. com, "nand_rathi"
<nand_rathi@ ...>
> wrote:
> >
> > Hello All
> >
> > Greetings
> >
> > I need help in how to program the following interpretation (MS 9.1
> > EOD, Page 448, Aroon, Interpretation: Extreme) For Ref here is the
> > paragraph..
> >
> > "A strong uptrend is indicated when the Aroon Up line persistently
> > remains between 70 and 100 while the Aroon Down line persistently
> > remains between 0 and 30. Likewise a strong downtrend is indicated
> > when the Aroon Down line persistently remains between 70 and 100
> while
> > the Aroon Up line persistently remains between 0 and 30."
> >
> > How many periods (Daily and Weekly) are required generally to
define
> > the term "Persistently" ?
> >
> > Also, how to go about developing MS code for such a rule? I
intend
> to
> > use it in explorer.
> >
> > I would appreciate some kind help and/or guidance here.
> >
> > regards
> >
> > N
> >
>
>
>
>
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