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rll:=ROC(O,nio-1,%)/(nio-1); rl:=ROC(O,nio,%)/nio; rh:=ROC(O,nio+1,%)/(nio+1); rhh:=ROC(O,nio+2,%)/(nio+2); Now, interpolation is done at a point XIO (0<=xio<=1), i.e., between the points NIO and NIO+1, using a simple interpolation formula weightingwith the _distances_ of the four ROCs from the interpolation point XIO: rit:=(rll/(1+xio)+rl/(xio+.0001)+rh/(1-xio)+rhh/(2-xio))/(1/(1+xio)+1/(xio+.0001)+1/(1-xio)+1/(2-xio)); Then the LinearRegressionSlope is taken _twice_ (for numerical reasons) from the interpolated ROC, using the basic number of points; i.e., NIO. That is where we get our LRS-ROC indicator, named RO here: ro:=LinRegSlope(LinRegSlope(rit,nio),nio); NIO+XIO together represent the _real_ (not integer!) number of points ordays, the LRS-ROC indicator is calculated for, e.g. 4.57 days. Unfortunately,MetaStock is not able to use _one_ real number (e.g., 4.57) as input to be splitted into NIO and XIO and to be used in the formulas above. So NIO and XIO have to be provided separately, because of the restrictions in MetaStock, and both are subjected to some "optimization" in accordance to the historical prices. To be clear: This LRS-ROC indicator triggers _only the timing_ for entering/closing a position, using an appropriate criterion. Additional (also ROC-based) criterions are used to stay out/in during extreme bearish/bullish situations. Additionally: This "TA" is only one basic element of my option trading system, primarily to catch some "special reality effects" that cannot be modeledby example-based know-how recycling from historical data. But probably thisTA system may also be used as a "stand-alone" system. Rudolf Stricker Code:nio:=Input("Number of points taken to calculate the ROCs",3,1000,14); rll:=ROC(O,nio-1,%)/(nio-1); xio:=Input("Distances of ROCs from interpolation point XIO ",0.01,1,0.5); rit:=(rll / (1+xio) + ro:=LinRegSlope(LinRegSlope(rit,nio),nio);
 all formulas for MetaStockall formulas
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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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