- Katılım
- 23 Eki 2020
- Mesajlar
- 1,797
Markos Katsanos' article "Detecting Breakouts" includes the MetaStock formula for the finite volume elements (FVE) indicator. However, Katsanos lists six methods of detecting a divergence between the FVE and price. Three of those were formula-based. As no actual buy or sell signals were included, these are provided as indicators only. The article also described a system test using the linear regression slope method. The coding for the test is different for MetaStock 8.0 than for earlier versions. MetaStock 8.0's formulas would be: |
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Finite Volume Elements (FVE) System - MS 8 Buy Order pds:=22; pds1:=35; mf:=C-(H+L)/2+Typical()-Ref(Typical(),-1); fve:=Sum(If(mf>0.3*C/100,+V, If(mf<-0.3*C/100, -V,0)),pds)/Mov(V,pds,S)/pds*100; ((If(LinRegSlope(fve,pds1)>0,1,-1)- If(LinRegSlope(C,pds1)>0,1,-1))>0) and cross(fve,-5) Sell Order pds:=22; pds1:=25; mf:=C-(H+L)/2+Typical()-Ref(Typical(),-1); fve:=Sum(If(mf>0.3*C/100,+V, If(mf<-0.3*C/100, -V,0)),pds)/Mov(V,pds,S)/pds*100; LinRegSlope(fve,pds1)>0 OR Simulation.CurrentPositionAge>=50 |
| For all other versions of MetaStock, the formulas would be: |
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Finite Volume Elements (FVE) System Enter Long pds:=22; pds1:=35; mf:=C-(H+L)/2+Typical()-Ref(Typical(),-1); fve:=Sum(If(mf>0.3*C/100,+V, If(mf<-0.3*C/100, -V,0)),pds)/Mov(V,pds,S)/pds*100; ((If(LinRegSlope(fve,pds1)>0,1,-1)- If(LinRegSlope(C,pds1)>0,1,-1))>0) and cross(fve,-5) Close Long pds:=22; pds1:=25; mf:=C-(H+L)/2+Typical()-Ref(Typical(),-1); fve:=Sum(If(mf>0.3*C/100,+V, If(mf<-0.3*C/100, -V,0)),pds)/Mov(V,pds,S)/pds*100; LinRegSlope(fve,pds1)>0 Stops: Inactivity Stop Longs Method: percent Minimum Change: 10000 Periods: 50 |
--William Golson Equis International, www.equis.com | |
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