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I sent the reply to the first Displaced MA message this morning and it's
just now hitting the list so I've tried a few things. But still having a
problem shifting an MA into the future with TS2k, not TS4. I tried shifting
the Mov Avg 1 line function into the FUTURE which TS 2K says you can do by
using a negative number in the Displaced field, but I get an error saying TS
tried to reference to many bars to the right of the chart. TS4 seems to do
it with the function Alan sent below. Can TS2K displace moving averages
into the future?
TIA,
Brian.
> -----Original Message-----
> From: Alan Courchene [mailto:positionsize1@xxxxxxxxx]
> Sent: Tuesday, January 23, 2001 9:47 AM
> To: orcas@xxxxxxxx; omega-list@xxxxxxxxxx
> Subject: Re: Shiting an MA into the future...
>
>
> 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.
> >
>
>
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