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Hi Preston
We are: a friend and I are trying to built a trading system in MS.
Sorry, that we informed you not completely in the previous mails.
The trading system has to give the following signals:
LONG: C > EMA(30) and direction coefficient EMA(12,26)> 0 {direction
coefficient is a mathematical value: the line along the curve of the
indicator turns to positive (curve in a bottom), the valus of the
indicator become less negative}
CLOSE LONG: d.c. of EMA(12,26)< 0 {direction coefficient is a
mathematical value: the line along the curve of the indicator turns
to negative(curve in a top), the valus of the indicator become less
positive}
SHORT: C < EMA(30) and direction coefficient EMA(12,26)< 0 {direction
coefficient is a mathematical value: the line along the curve of the
indicator turns to negative(curve in a top), the valus of the
indicator become less positive}
CLOSE SHORT: d.c. of EMA(12,26)> 0 {direction coefficient is a
mathematical value: the line along the curve of the indicator turns
to positive(curve in a bottom), the valus of the indicator become
less negative}
Please help us to program this in MS.
Thanks for your help.
Regards Jan
--- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@xxx> wrote:
>
> We are?
>
> Jan the stochastic yields results with a value from 0 to 100. At a
> value of 30 or less we are considered to be oversold. At a value of
> 70 or more we are considered to be overbought. I'm not sure what
you
> mean by a direction coefficient since it is actually part of the
> indicator.
>
> If want to watch daily movement you could use something like:
> Sto:= (Sum( C - LLV(L,5), 3 ) / Sum(HHV(H,5) - LLV(L,5), 3) ) * 100;
> If(sto > Ref(sto,-1),1,
> If(sto < Ref(sto,-1),-1,0));
>
> This gives you a value of one on up days and negative one on down
> days.
>
> You might do better to use a moving average of the stochastic.
>
> Your request sounds very much like a school project. If so you
might
> do better to present the original problem to us rather than batch
> something together that would result in a failing grade.
>
>
> Preston
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "j.geenen" <j.geenen@>
> wrote:
> >
> > Preston
> >
> > We are close to the problem now with your solution but I have
> another
> > question: Is it possible to give the indicator an direction
> > coefficient so I can see if it goes up or down?
> >
> > Regards Jan
> >
> > --- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@> wrote:
> > >
> > > Jan,
> > >
> > > The MACD is the difference between two moving averages usually
a
> 12
> > > and 26. The Moving Average Convergence/Divergence indicator
> (MACD)
> > is
> > > calculated by subtracting the value of a 0.075 (26-period)
> > > exponential moving average from a 0.15 (12-period) exponential
> > moving
> > > average. A 9-period dotted exponential moving average
> (the "signal
> > > line") is automatically displayed on top of the MACD indicator
> line.
> > >
> > >
> > > The ROC(rate of change) is a measure of todays value (usually
the
> > > close) to a value sometime in the past.
> > >
> > > Measuring a top or bottom in a MACD is not going to be very
> useful.
> > >
> > > If you are looking for a top or bottom a stochastic is going to
> be
> > a
> > > better choice. The following formula calculates a 5-period %K
> > > Stochastic Oscillator with 3-period slowing:
> > > (sum( C - llv(L,5), 3 ) / sum(hhv(H,5) - llv(L,5), 3) ) * 100
> > >
> > > Notice that HHV and LLV...tops and bottoms are already part of
> the
> > > calculation.
> > >
> > >
> > >
> > > Preston
> > >
> > >
> > >
> > > --- In equismetastock@xxxxxxxxxxxxxxx, "j.geenen" <j.geenen@>
> > > wrote:
> > > >
> > > > Hi all
> > > >
> > > > Measuring MACD Tops and Bottoms with ROC is too noisy, is
there
> > > another
> > > > way in MS to calculate or program this?
> > > >
> > > > Regards Jan
> > > >
> > > > --- In equismetastock@xxxxxxxxxxxxxxx, "j.geenen" <j.geenen@>
> > wrote:
> > > > >
> > > > > Hi all
> > > > >
> > > > > Is there a function in MS to code or calculate MACD tops
and
> > > bottoms
> > > > so
> > > > > I can use these in an Expert?
> > > > >
> > > > > Kindly regards, Jan
> > > > >
> > > >
> > >
> >
>
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