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Lordvader  
#1 Posted : Thursday, September 14, 2006 4:18:33 AM(UTC)
Lordvader

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Hi!

Could anyone help me with this exploration formulas?

1st formula: The last time that the MA13 crossed up the MA39, and after that event, the price dropped below the M13.

2nd formula: The MA3 MA13 and MA39 are converging up or down, with a variation between them of less than 1%.

Thank you very much

Lord

hayseed  
#2 Posted : Tuesday, September 19, 2006 3:25:18 AM(UTC)
hayseed

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hey lordv.... you mention exploration formulas, if explorations are truely what you had in mind and your looking for the last time something happened , you'll not want to include anything in the explorations filter section.... the code below could go in any of the explorations columns ....

once the exploration is completed you can click on each security and scroll back in time ... a 1 will be in the column on the day your conditions are true....

and of course the indicator is the same code.... below will plot 1 each time your conditions are true.....h

---------------------------------

a:=Mov(C,13,E)>Mov(C,39,E);
aa:=Cross(Mov(C,13,E),C);

a AND aa;

---------------------------------

wabbit  
#3 Posted : Tuesday, September 19, 2006 6:57:09 PM(UTC)
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V,

I will leave the convergence bit alone... it can get very complicated if you want it to.... Just the value difference can be found using something along the lines of:

Code:

MA3:=Mov(C,3,E);
MA13:=Mov(C,13,E);
MA39:=Mov(C,39,E);

hi:=Max(Max(MA3,MA13),MA39);
lo:=Min(Min(MA3,MA13),MA39);

pc:=100*(hi-lo)/lo;

{plot}
pc;


A simple convergence strategy could be to compare the pc value today vs the value on the previous bar, ROC(pc,1,%)<0 but there are many other strategies too.

You can put this in an explorer column and use a filter condition to limit the returns, or plot it as an indicator on a chart.



Hope this helps.

wabbit [:D]
Lordvader  
#4 Posted : Thursday, September 21, 2006 2:07:25 PM(UTC)
Lordvader

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Hello hayseed !

That's ok, thank you very much for your answer.

Regards,

Lord

Lordvader  
#5 Posted : Thursday, September 21, 2006 2:12:45 PM(UTC)
Lordvader

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Hello wabbit !

Thanks a lot for your answer, but... could you post a complicated one (converge or divergence), so I can choose the one that fits my needs?

Sincerely,

Lord

wabbit  
#6 Posted : Friday, September 22, 2006 7:53:32 PM(UTC)
wabbit

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Code:

{simple convergence}
MA3:=Mov(C,3,E);
MA13:=Mov(C,13,E);
MA39:=Mov(C,39,E);

hi:=Max(Max(MA3,MA13),MA39);
lo:=Min(Min(MA3,MA13),MA39);

pc:=100*(hi-lo)/lo;
convergence:=ROC(pc,1,%)<0;

{plot}
convergence;




wabbit [:D]
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