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Joined: 10/29/2004(UTC)
Posts: 1,394
Location: Glastonbury, CT
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CMO Filtered
momu:=If(C>Ref(C,-1),C-Ref(C,-1),0);
momd:=If(C<Ref(C,-1),Ref(C,-1)-C,0);
A1:=Stdev(momu,100);
A2:=Stdev(momd,100);
Mup:=If(C-Ref(C,-1)>A1,C-Ref(C,-1),A1);
Mdn:=If(Ref(C,-1)-C>A2,Ref(C,-1)-C,A2);
Per1:=Input("Length of CMO",5,100,13);
Pk:=100*((Sum(Mup,Per1)-Sum(Mdn,Per1))
/(Sum(Mup,Per1)+Sum(Mdn,Per1)));
Pk;
CMO w 2 WMA
Per1:=Input("Length of CMO",1,100,13);
Per2:=Input("Length of fast WMA",1,100,3);
Per3:=Input("Length of slow WMA",1,100,13);
Per4:=60;
Perc1:=.95;
Perc2:=1.05;
A1:=CMO(C,Per1);
A2:=Mov(A1,Per2,W);
A3:=Mov(A1,Per3,W);
UB:=(HHV(Ref(A1,-1),Per4)*Perc1);
LB:=(LLV(Ref(A1,-1),Per4)*Perc2);
MB:=(UB+LB)*.5;
UB;MB;LB;
A1;A2;A3;
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