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Jan,
Thanks for clearing that up.
If you haven't done so yet check this site for examples:
http://trader.online.pl/MSZ/e-0-tytulowa-m.html
You can also do a search on our site and some of the other forums
for examples.
Basically you have two conditions so coding can be as simple as:
{LONG}
AL:=C > mov(C,30,E);
BL:=MACD()>0;
AL and BL;
{CLOSE LONG}
BX:= MACD()<0;
BX;
{SHORT}
AS:= C < mov(C,30,E);
BS:= MACD() < 0;
AS and BS;
{CLOSE SHORT}
BSX:=MACD()>0;
BSX;
Okay, one more thing, if you haven't yet read the users manual,
there is one in the group files. The manual covers quite a bit and
is a good resource for coding lanquage and proper terminology. Plus
you will find a number of indicators that are already part of the
program.
Hope this helps,
Preston
--- In equismetastock@xxxxxxxxxxxxxxx, "j.geenen" <j.geenen@xxx>
wrote:
>
> 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@> 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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