Rank: Member
Groups: Registered, Registered Users Joined: 5/24/2005(UTC) Posts: 13 Location: Portugal
|
Hi guys! Can anyone tell me how Metastock calculates wilder's smoothing?
So far, I haven't figured it out.
Engenhus
|
|
|
|
Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers, Unverified Users Joined: 10/28/2004(UTC) Posts: 3,111 Location: Perth, Western Australia
Was thanked: 16 time(s) in 16 post(s)
|
Dont quote me on this one, as I didn't write MS - but Wilders smoothing formula is something along the lines of:
prd:=Input("Periods",1,99,14);
x:=Input("1-O, 2-H, 3-L, 4-C",1,4,4);
x:=If(x=1,O,If(x=2,H,If(x=3,L,C)));;
W:=If(Cum(1)<=prd,x,PREV*(1-1/prd)+x/prd);
W;
Hope this helps.
wabbit :D
|
|
|
|
Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers Joined: 9/8/2004(UTC) Posts: 2,266
Was thanked: 1 time(s) in 1 post(s)
|
Here is what I got .... Don't know where it came from so use at your own risk :
plot:=C; { data to be smoothed }
ti:=14; { time periods to use }
If(Cum(1)=ti,Mov(plot,ti,S),PREV+((plot-PREV)/ti))
It looks similar but it is a little different ...
Patrick :mrgreen:
|
|
|
|
Rank: Member
Groups: Registered, Registered Users Joined: 5/24/2005(UTC) Posts: 13 Location: Portugal
|
|
|
|
|
Users browsing this topic |
Guest (Hidden)
|
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.