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-------------------------------------------------------------------------------- MetaStock™ Zone • Tworzenie Sytemów • Trader Shop • Forum & FAQ • Artykuły • Linki • Elliott Waves • EasyLanguage™ Zone -------------------------------------------------------------------------------- A B C D E F G H I J K L M N O P R S T U V W Y Z # -------------------------------------------------------------------------------- Regularization by Chris Satchwell In his article in this issue, titled "Regularization," Chris Satchwell describes a regularized exponential moving average. Here is the EasyLanguage code for this filter: Type : Indicator, Name : RegEMA inputs: EMA_Length( 9 ), Lambda( 9 ) ; variables: RegEMA( 0 ), Alpha( 2 / ( EMA_Length + 1 ) ) ; if CurrentBar > 3 then RegEMA = (RegEMA[1]*(1+2*Lambda) + Alpha * (C-RegEMA[1]) - Lambda * RegEMA[2])/(1+lambda) else RegEMA = Close ; Plot1( RegEMA, "RegEMA") ; Below the price chart is a comparison of the MACD to a regularized momentum indicator. The code for the regularized momentum indicator is: Type : Indicator, Name : RegMomentum inputs: EMA_Length( 9 ), Lambda( 9 ) ; variables: RegEMA( 0 ), Alpha( 2 / ( EMA_Length + 1 ) ) ; if CurrentBar > 3 then RegEMA = (RegEMA[1]*(1+2*Lambda) + Alpha * (C-RegEMA[1]) - Lambda * RegEMA[2])/(1+lambda) else RegEMA = Close ; Plot1( (RegEMA - RegEMA[1]) / RegEMA, "RegMom") ; Plot2( 0 ) ; This strategy code will be available for download from the EasyLanguage Exchange at www.tradestationworld.com. Look for the file "Regularized.eld." --Mark Mills MarkM@TSSEC at www.TradeStationWorld.com EasyLanguage Questions Forums TradeStation Securities, Inc. A subsidiary of TradeStation Group, Inc. Code:
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| However we try to maintain hiqhest possible level of service - most formulas, oscillators, indicators and systems are submitted by anonymous users. Therefore S4T™ does not take any responsibility for it's quality. If you use any of this information, use it at your own risk. You are responsible for your own trading decisions. Be sure to verify that any information you see on these pages is correct, and is applicable to your particular trade. In no case will S4T™ be responsible for your trading gains or losses. |
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