logo
Welcome Guest! To enable all features please Login or Register.

Notification

Icon
Error

Options
Go to last post Go to first unread
henry1224  
#1 Posted : Friday, April 22, 2005 12:48:04 AM(UTC)
henry1224

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 10/29/2004(UTC)
Posts: 1,394
Location: Glastonbury, CT

Was thanked: 2 time(s) in 2 post(s)
Stochastic % D Slow Per1:=Input("length of stoch",1,100,14); Per2:=Input("length of ma1",1,100,3); Per3:=Input("length of ma2",1,100,3); Mov((Mov((((CLOSE-LLV(L,Per1))/(HHV(H,Per1)-LLV(L,Per1)))*100),Per2,S)),Per3,S) Stochastic % D Per1:=Input("length of stoch",1,100,14); Per2:=Input("length of ma",1,100,3); Mov((((CLOSE-LLV(L,Per1))/(HHV(H,Per1)-LLV(L,Per1)))*100),Per2,S) Stochastic %K Per1:=Input("length of stoch",1,100,14); ((CLOSE - LLV(L,Per1))/(HHV(H,Per1)-LLV(L,Per1)))*100 Forward % D N:=Input("periods",1,100,14); K:=(HHV(Ref(H,-N),N)-C)/(HHV(Ref(H,-N),N)-LLV(Ref(L,-N),N)); D:=Mov(K,3,S); D; Forward %K N:=Input("periods",1,100,14); (HHV(Ref(H,-N),N)-C)/(HHV(Ref(H,-N),N)-LLV(Ref(L,-N),N))
henry1224  
#2 Posted : Friday, April 22, 2005 12:56:36 AM(UTC)
henry1224

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 10/29/2004(UTC)
Posts: 1,394
Location: Glastonbury, CT

Was thanked: 2 time(s) in 2 post(s)
n:=Input("**Volatility** lookback length",1,50,20); x:=Input("%K smoothing (exponential smoothing)",1,50,3); y:=Input("%D smoothing (exponential smoothing)",1,50,3); lenmax:=28; lenmin:=7; v1:=Stdev(C,n); v2:=HHV(v1,n); v3:=LLV(v1,n); v4:=((v1-v3)/(v2-v3)); currlen:=(Int(lenmin+(lenmax-lenmin)*(1-v4))); hh:=HHV(H,LastValue(currlen)); ll:=LLV(L,LastValue(currlen)); RawStochK:=((C-ll)/(hh-ll))*100; SmoothedStochK:=Mov(RawStochK,x,E); StochD:=Mov(SmoothedStochK,y,E); StochD; SmoothedStochK;
henry1224  
#3 Posted : Friday, April 22, 2005 1:07:38 AM(UTC)
henry1224

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 10/29/2004(UTC)
Posts: 1,394
Location: Glastonbury, CT

Was thanked: 2 time(s) in 2 post(s)
Prds := 20; LenMin := 7; LenMax := 28; v1 := Stdev(CLOSE, Prds); v2 := HHV(v1, Prds); v3 := LLV(v1, Prds); v4 := If((v2-v3)>0,(v1-v3)/(v2-v3),0); currlen := Int(LenMin + (LenMax - Lenmin)*(1-v4)) ; HH := HHV(HIGH,LastValue(currlen+PREV-PREV)); LL := LLV(LOW, LastValue(currlen+PREV-PREV)); AStoch := If((HH-LL)>0,(CLOSE-LL)/(HH-LL)*100,0); AStochMA := If(Cum(1) < Prds, 0, 0.5 * AStoch + 0.5 * PREV); AStoch; AStochMA
henry1224  
#4 Posted : Friday, April 22, 2005 1:08:58 AM(UTC)
henry1224

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 10/29/2004(UTC)
Posts: 1,394
Location: Glastonbury, CT

Was thanked: 2 time(s) in 2 post(s)
Prds := 20; LenMin := 7; LenMax := 28; v1 := Stdev(CLOSE, Prds); v2 := HHV(v1, Prds); v3 := LLV(v1, Prds); v4 := If((v2-v3)>0,(v1-v3)/(v2-v3),0); currlen := Int(LenMin + (LenMax - Lenmin)*(1-v4)) ; Stoch(LastValue(currlen+PREV-PREV),3)
henry1224  
#5 Posted : Friday, April 22, 2005 1:12:42 AM(UTC)
henry1224

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 10/29/2004(UTC)
Posts: 1,394
Location: Glastonbury, CT

Was thanked: 2 time(s) in 2 post(s)
Period:= Input("Period:",1,100,14); StochP:= Int(Period / (Stdev(CLOSE,10)/Stdev(CLOSE,5))); StochC:= Mov(C,3,SIMPLE); StochL:= Mov(L,3,SIMPLE); StochH:= Mov(H,3,SIMPLE); (( StochC - LLV( StochL,LastValue(StochP+PREV-PREV) )) / ( HHV( StochH,LastValue(StochP+PREV-PREV) )- LLV( StochL,LastValue(StochP+PREV-PREV) ) ) ) * 100
henry1224  
#6 Posted : Friday, April 22, 2005 1:16:45 AM(UTC)
henry1224

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 10/29/2004(UTC)
Posts: 1,394
Location: Glastonbury, CT

Was thanked: 2 time(s) in 2 post(s)
(Sum(CCI(14)-LLV(CCI(14),5),3)/ Sum(HHV(CCI(14),5)-LLV(CCI(14),5),3))*100
henry1224  
#7 Posted : Friday, April 22, 2005 1:23:24 AM(UTC)
henry1224

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 10/29/2004(UTC)
Posts: 1,394
Location: Glastonbury, CT

Was thanked: 2 time(s) in 2 post(s)
(Stoch(2,2)+Stoch(3,3)+Stoch(4,4)+Stoch(5,5))/4
henry1224  
#8 Posted : Friday, April 22, 2005 1:27:25 AM(UTC)
henry1224

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 10/29/2004(UTC)
Posts: 1,394
Location: Glastonbury, CT

Was thanked: 2 time(s) in 2 post(s)
Per1:=Input("length of Stoch",1,100,14); Per2:=Input("length of smooth",1,100,3); Per3:=Input("length of Signal",1,100,3); A:=Stdev(Stoch((Per1),(Per2)),70); A1:=Mov(Stoch((Per1),(Per2)),70,S); B:=Stoch((Per1),(Per2)); Sig:=Mov(B,Per3,S); UB:=A1+A; LB:=A1-A; UB; LB; Sig; B;
henry1224  
#9 Posted : Friday, April 22, 2005 1:29:04 AM(UTC)
henry1224

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 10/29/2004(UTC)
Posts: 1,394
Location: Glastonbury, CT

Was thanked: 2 time(s) in 2 post(s)
FK:=((C - LLV(L,8))/(HHV(H,8) - LLV(L,8)))* 100; FD:=If(Cum(1)+1<(3+2),FK, If(Cum(1)+1=(3+2),Mov(FK, LastValue(3),S),PREV+((1/3)*(FK-PREV)))); STO:=If(Cum(1)+1<(3+2),FD, If(Cum(1)+1=(3+2),Mov(FD, LastValue(3),S),PREV+((1/3)*(FD-PREV)))); STO;
henry1224  
#10 Posted : Friday, April 22, 2005 1:31:47 AM(UTC)
henry1224

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 10/29/2004(UTC)
Posts: 1,394
Location: Glastonbury, CT

Was thanked: 2 time(s) in 2 post(s)
Per1:=Input("length of stoch",1,100,8); Per2:=Input("length of ma",1,100,3); Per3:=Input("length of ma2",1,100,3); A:= Mov((((CLOSE-LLV(L,Per1))/(HHV(H,Per1)-LLV(L,Per1)))*100),Per2,S); B:=Mov((Mov((((CLOSE-LLV(L,Per1))/(HHV(H,Per1)-LLV(L,Per1)))*100),Per2,S)),Per3,S); A;B;
Users browsing this topic
Guest (Hidden)
Similar Topics
Stochastics 10 3 3 (Formula Assistance)
by Dax 9/1/2015 12:25:34 PM(UTC)
george lane personal stochastics setting (Formula Assistance)
by charangoldy 11/29/2013 10:52:10 PM(UTC)
Forum Jump  
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.