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RE: Sine Weighted Moving Average



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why not to try the arc sin function? This should allow spiky bottoms and
tops like the market ones... just a thought.

Riccardo Ronco (BNA London)


> -----Original Message-----
> From: The Omega Man [mailto:editorial@xxxxxxxxxxxxx]
> Sent: 19 June 1999 14:07
> To: Omega List; King
> Subject: Re: Sine Weighted Moving Average
>
>
>
> Yes, sir...  I've attached the .ela file for an indicator called
> AR - SWMA.
> In case that indicator will not import for you, here's the code:
>
>
> First, create a user function called AR_SWMA as follows:
>
>
> Inputs:
> Length(NumericSimple);
>
>
> Variables:
> Counter(0),
> Num(0),
> Den(0),
> Fac(180/6);
>
> Den=0;
> Num=0;
>
> For Counter=1 To Length Begin
>  Num=Num+C[Length - Counter]*Sine(Counter*Fac);
>  Den=Sine(Counter * Fac)+Den;
> End;
>
> If Den<>0 Then AR_SWMA=Num/Den;
>
>
> *******************************
>
> Next, create the indicator AR - SWMA as follows:
>
>
> Plot1(AR_SWMA(5), "SWMA");
>
>
>
> All the best,
>
> The Omega Man
>
>
>
>
> ----- Original Message -----
> From: King <mking@xxxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Sent: Saturday, June 19, 1999 8:33 AM
> Subject: Sine Weighted Moving Average
>
>
> > Has anyone looked at this average discussed in June TASC? I tried to
> > implement the Trader's Tips code in SC 2.1 but got funny results for
> > anything other than an input of 5.
> >
> > The article doesn't explain the SWMA very well, but I wonder if
> the factor
> > maybe should be 180/(length + 1) or something like that instead
> of 180/6?
> > Anyone have any ideas? At my age, my math isn't all that great anymore.
> >
> > David
> >
>
>