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Chande's Forecast Oscillator II
Re: Forecast Oscillator

* To: <metastock@xxxxxxxxxxxxx>
* Subject: Re: Forecast Oscillator
* From: "Corey Saxe" <csaxe@xxxxxxx>
* Date: Fri, 11 Jan 2002 03:19:34 -0800
* References: <NAEBLCMCPPPEILFFLJNCCENIDEAA.investor@xxxxxxxxxxxxx>
* Reply-To: metastock@xxxxxxxxxxxxx
* Sender: owner-metastock@xxxxxxxxxxxxx

----- Original Message -----
From: Steve Karnish
To: metastock@xxxxxxxxxxxxx
Sent: Thursday, January 10, 2002 7:59 PM
Subject: Re: Forecast Oscillator

Sorry Nick,

I don't have an "expert". The picture can be duplicated by selecting the Forecast Oscillator and setting it to 13 periods. The system tester is simply:

Enter long: Cross(-3.4,ForecastOsc(CLOSE,13))

Enter short: Cross(ForecastOsc(CLOSE,13),3.4)

I always trade the following day's opening (you must set the tester to delay "1"...to represent entry on the "next" day. Also, due to the nature of this oscillator, any testing/optimizing of trigger levels must take in consideration that each issue can develop a range from 2 to about 15 percent. This makes optimizing levels for individual issues a bit of a pain.

Take care,

Steve

Steve,
Since the TIMESERIES calc method of a moving average is the moving average x the slope, give this a whirl:


Chande's Forecast Oscillator II

T1:=Input("Time Periods",2,250,13);
P1:=Input("Data: 1=C 2=Median 3=Typical 4=Wt. Close",1,4,1);
P2:=If(P1=1,C,If(P1=2,MP(),If(P1=3,Typ(),If(P1=4,WC(),C))));
T2:=Input("Signal Periods",1,200,3);
V1:=Input("Threshold",0,10,3);
A2:=((P2-Ref(Mov(P2,T1,TIMESERIES),-1))*100)/P2;
A2;
Mov(A2,T2,E);
V1;-V1

 

Maybe yaa, maybe nah...

-Corey.
Source / From: TOP
http://purebytes.com/archives/metastock/

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