Hi FM
The PREVs in this formula can be eliminated by using Mov() or Wilders() for
calculating "inphase" and "quad". Inphase returns a fractionally different
value but that's because constants of 0.33 and 0.67 are used instead of
0.333333 and 0.666667 (for example). I assume that the idea is to include
one third of new data and two thirds of old data in the EMA, and that's
exactly what Mov() and Wilders()) allow with this example. However, neither
function allows for fractional Periods parameters, and if that's required
then the EMA function in the MSTT DLL can achieve what those functions and
the Forum DLL can't.
{Swingtrd 1 Modified w/ Hilbert Transform}
value1:= Fml( "Swingtrd 1") ;
value2:= Ref(value1,-3);
value3:= 0.75*(value1-Ref(value1,-6)) +
0.25*(Ref(value1,-2)-Ref(value1,-4));
inphase:=Mov(value2,5,E);
quad:=Mov(value3,9,E);
inphase;
quad;
Regards
Roy
_____
From: [email protected] [mailto:[email protected]]
Sent: Friday, 11 July 2014 2:02 p.m.
To: [email protected]
Subject: [EquisMetaStock Group] Swingtrd 1 Modified w/HT
{Swingtrd 1 Modified w/ Hilbert Transform}
value1:= Fml( "Swingtrd 1") ;
value2:= Ref(value1,-3);
value3:= 0.75*(value1-Ref(value1,-6)) +
0.25*(Ref(value1,-2)-Ref(value1,-4));
inphase:= 0.33 * value2 + (0.67 * PREV);
quad:= 0.2 * value3 + ( 0.8 * PREV);
inphase;
quad;
