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MetaStock
Formula - Smoothing Techniques for More
Accurate Signals
The following
MetaStock formulas are from the 1998 January TASC article
"Smoothing Techniques for more Accurate
Signals", by Tim Tillson. Refer to his
article for interpretation.
"More
sophisticated smoothing techniques can be used to
determine market trend. Better trend
recognition can be lead to more accurate trading
signals."
ILRS
Periods:=Input("Periods?",2,63,11);
Size:=LastValue(Cum(1));
Start:=LastValue(Ref(Mov(P,Periods,S),Periods-Size));
Cum(LinRegSlope(P,Periods))+Start; |
T3
Periods:=Input("Periods?",1,63,5);
a:=Input("Hot?",0,2,.7);
e1:=Mov(P,Periods,E);
e2:=Mov(e1,Periods,E);
e3:=Mov(e2,Periods,E);
e4:=Mov(e3,Periods,E);
e5:=Mov(e4,Periods,E);
e6:=Mov(e5,Periods,E);
c1:=-a*a*a;
c2:=3*a*a+3*a*a*a;
c3:=-6*a*a-3*a-3*a*a*a;
c4:=1+3*a+a*a*a+3*a*a;
c1*e6+c2*e5+c3*e4+c4*e3; |
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