|
PureBytes Links
Trading Reference Links
|
Hello,
Try the "Mov Avg - Displaced" I think it is a stock TS
indicator.
It has inputs for:
Price,Legnth and Displace.
If you dont have it I will send you the .ela
Alan
{
*******************************************************************
Study : Mov Avg Displaced
Last Edit : 1/19/96
Provided By : Omega Research, Inc. (c) Copyright 1996
********************************************************************}
Input : Price(Close), Length(6), Displace(4);
Vars : AvgValue(0), LongTermTrend(0),
ShortTermTrend(0), nocommentary(TRUE), AbsDisplace(0),
String1("");
if Displace >= 0 and currentbar > Displace
then begin
AvgValue = Average(Price,Length)[Displace];
plot1(AvgValue,"AvgDisplace");
#BeginCmtryOrAlert
if Average(Price,Length)[Displace] >=
Average(Price,Length)[Displace + 1] and Price >=
Average(Price,Length)[Displace] then
LongTermTrend = 1;
if Average(Price,Length)[Displace] <
Average(Price,Length)[Displace + 1] and Price <
Average(Price,Length)[Displace] then
LongTermTrend = -1;
if AtCommentaryBar or CheckAlert
then begin
String1="";
String1=String1+"Conventional Interpretation: ";
{ Conventional Interpretation }
nocommentary = TRUE;
if Price >= plot1
then begin
String1=String1+"Price is above the moving average
so the trend is up. ";
nocommentary = FALSE;
end;
if Price < plot1
then begin
String1=String1+"Price is below the moving average
so the trend is down. ";
nocommentary = FALSE;
end;
if nocommentary then
String1=String1+"The displaced moving average is
inconclusive on this bar. ";
String1=String1+NewLine;
String1=String1+NewLine;
{ end of Conventional Interpretation }
String1=String1+"Additional Analysis: ";
if LongTermTrend = 1
then begin
ShortTermTrend = 1; { initialize variable every
bar to Up }
if LongTermTrend[1] <> 1
then begin
String1=String1+"CAUTION: The market trend has
changed direction. ";
String1=String1+"Now the trend is UP! ";
alert = TRUE;
end
else
String1=String1+"Market trend is UP. ";
if Price < plot1 and plot1 >= plot1[1]
then begin
String1=String1+"Even though the moving average
is in an upward slope from the previous ";
String1=String1+"bar, the prices are trading
below the moving average line. ";
String1=String1+"if prices trade above the moving
average then the trend will be ";
String1=String1+"clearly established as up. For
the time being, ";
String1=String1+"we'll continue to call the
market trend UP. ";
String1=String1+"if your other indicators are
\hbbullish\he, this may be a good buying opportuni";
String1=String1+"ty. ";
alert = TRUE;
end;
if Price > plot1 and plot1 < plot1[1]
then begin
String1=String1+"Even though prices are trading
above the moving average, the ";
String1=String1+"moving average slope is down
from the previous bar. if price continues upwards,";
String1=String1+" the moving average will
eventually follow and then the up trend will be ";
String1=String1+"more clearly established. For
the time being, we'll continue to call the market";
String1=String1+" trend UP. ";
end;
end; { if LongTermTrend = 1 }
if LongTermTrend = -1
then begin
ShortTermTrend = -1; { initialize variable every
bar to Up }
if LongTermTrend[1] <> -1
then begin
String1=String1+"CAUTION: The market trend has
changed direction. ";
String1=String1+"Now the market trend is DOWN! ";
alert = TRUE;
end
else
String1=String1+"The market trend is DOWN. ";
if Price < plot1 and plot1 >= plot1[1]
then begin
String1=String1+"Even though prices are trading
below the moving average, the ";
String1=String1+"moving average slope is up from
the previous bar. if price continues downwards,";
String1=String1+" the moving average will
eventually follow and then the down trend will be ";
String1=String1+"more clearly established. For
the time being, we'll continue to call the market";
String1=String1+" trend DOWN. ";
end;
if Price > plot1 and plot1 < plot1[1]
then begin
String1=String1+"Even though the moving average
is in an downward slope from the previous ";
String1=String1+"bar, the prices are trading
above the moving average line. ";
String1=String1+"if prices trade below the moving
average then the trend will be more ";
String1=String1+"clearly established as down. For
the time being, ";
String1=String1+"we'll continue to call the
market trend DOWN. ";
String1=String1+"if your other indicators are
\hbbearish\he, this may be a good ";
String1=String1+"\hbshort\he selling opportunity.
";
alert = TRUE;
end;
end;
commentary(String1);
End;
#End;
end; { if Displace >= 0 }
if Displace < 0 and CurrentBar > AbsValue(Displace)
then begin
AvgValue = Average(Price,Length);
plot1[AbsValue(Displace)](AvgValue,"AvgDisplace");
#BeginCmtryOrAlert
AbsDisplace = AbsValue(Displace);
if Average(Price,Length) >= Average(Price,Length)[1]
and
Price[AbsDisplace] >= Average(Price,Length) then
LongTermTrend = 1;
if Average(Price,Length) < Average(Price,Length)[1]
and
Price[AbsDisplace] < Average(Price,Length) then
LongTermTrend = -1;
if AtCommentaryBar
then begin
String1=String1+"Note: Because of the setting you
have chosen for the displacement, ";
String1=String1+"this indicator is always
"+NumToStr(AbsDisplace,0)+" bars behind the market. ";
String1=String1+"Therefore all commentary will be
for "+NumToStr(AbsDisplace,0)+ " bars ago. ";
String1=String1+NewLine;
String1=String1+NewLine;
String1=String1+"Conventional Interpretation: ";
{ Conventional Interpretation }
nocommentary = TRUE;
if Price[AbsDisplace] >= plot1[AbsDisplace]
then begin
String1=String1+"Price is above the moving average
so the trend is up. ";
nocommentary = FALSE;
end;
if Price[AbsDisplace] < plot1[AbsDisplace]
then begin
String1=String1+"Price is below the moving average
so the trend is down. ";
nocommentary = FALSE;
end;
if nocommentary then
String1=String1+"The displaced moving average is
inconclusive on this bar. ";
String1=String1+"Additional Analysis: ";
if LongTermTrend = 1
then begin
ShortTermTrend = 1; { initialize variable every
bar to Up }
if LongTermTrend[1] <> 1
then begin
String1=String1+"CAUTION: The market trend has
changed direction. ";
String1=String1+"Now the trend is UP! ";
alert = TRUE;
end
else
String1=String1+"The market trend is UP. ";
if Price[AbsDisplace] < plot1[AbsDisplace] and
plot1[AbsDisplace] >= plot1[AbsDisplace + 1]
then begin
String1=String1+"Even though the moving average
is in an upward slope from the previous ";
String1=String1+"bar, the prices are trading
below the moving average line. ";
String1=String1+"if prices trade above the moving
average then the trend will be ";
String1=String1+"clearly established as up. For
the time being, ";
String1=String1+"we'll continue to call the
market trend UP. ";
String1=String1+"if your other indicators are
\hbbullish\he, this may be a good buying opportuni";
String1=String1+"ty. ";
alert = TRUE;
end;
if Price[AbsDisplace] > plot1[AbsDisplace] and
plot1[AbsDisplace] < plot1[AbsDisplace + 1]
then begin
String1=String1+"Even though prices are trading
above the moving average, the ";
String1=String1+"moving average slope is down
from the previous bar. if price continues upwards,";
String1=String1+" the moving average will
eventually follow and then the up trend will be ";
String1=String1+"more clearly established. For
the time being, we'll continue to call the market";
String1=String1+" trend UP. ";
end;
end; { if LongTermTrend = 1 }
if LongTermTrend = -1
then begin
ShortTermTrend = -1; { initialize variable every
bar to Up }
if LongTermTrend[1] <> -1
then begin
String1=String1+"CAUTION: The market trend has
changed direction. ";
String1=String1+"Now the market trend is DOWN! ";
alert = TRUE;
end
else
String1=String1+"Market trend is DOWN. ";
if Price[AbsDisplace ] < plot1[AbsDisplace] and
plot1[AbsDisplace] >= plot1[AbsDisplace + 1]
then begin
String1=String1+"Even though prices are trading
below the moving average, the ";
String1=String1+"moving average slope is up from
the previous bar. if price continues downwards,";
String1=String1+" the moving average will
eventually follow and then the down trend will be ";
String1=String1+"more clearly established. For
the time being, we'll continue to call the market";
String1=String1+" trend DOWN. ";
end;
if Price[AbsDisplace] > plot1[AbsDisplace] and
plot1[AbsDisplace] < plot1[AbsDisplace + 1]
then begin
String1=String1+"Even though the moving average
is in an downward slope from the previous ";
String1=String1+"bar, the prices are trading
above the moving average line. ";
String1=String1+"if prices trade below the moving
average then the trend will be more ";
String1=String1+"clearly established as down. For
the time being, ";
String1=String1+"we'll continue to call the
market trend DOWN. ";
String1=String1+"if your other indicators are
\hbbearish\he, this may be a good ";
String1=String1+"\hbshort\he selling opportunity.
";
alert = TRUE;
end;
end;
commentary(String1);
End;
#End;
end;
--- Brian <blink64@xxxxxxxx> wrote:
>
> What's the technique for shiting a MA into the
> future in TS? So say you
> have 10 period MA and you want to shift it 15
> periods into the future. How
> would you do that?
>
> Thanks.
>
|