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Registered User
Joined: 10/7/2004
Posts: 51
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Hi, bustermu
You showed me the PCF on 10/14/2006 below;
The shortest PCF for MACD(12,26,9) Histogram minus its EMA5 is:
(16/357)*(17*XAVGC5-49*XAVGC9+34*XAVGC12-2*XAVGC26)
Could you show for MACD(36.78.18) too?
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Registered User
Joined: 1/1/2005
Posts: 2,645
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Chaser,
1) Write the formula you require:
XAVGC36-XAVGC78-XAVG(XAVGC36,18)+XAVG(XAVGC78,18)
-XAVG(XAVGC36,5)+XAVG(XAVGC78,5)+XAVG(XAVG(XAVGC36,18),5)-XAVG(XAVG(XAVGC78,18),5)
2) Repeatedly apply Theorem 1 of:
Cascades of Moving Averages
to the cascades of the EMAs until all are removed. The result will give you the a,b,c,d of:
a*XAVGC5+b*XAVGC18+c*XAVGC36+d*XAVGC78
Thanks,
Jim Murphy
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Registered User
Joined: 10/7/2004
Posts: 51
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QUOTE (bustermu) Chaser, 1) Write the formula you require: XAVGC36-XAVGC78-XAVG(XAVGC36,18)+XAVG(XAVGC78,18) -XAVG(XAVGC36,5)+XAVG(XAVGC78,5)+XAVG(XAVG(XAVGC36,18),5)-XAVG(XAVG(XAVGC78,18),5) 2) Repeatedly apply Theorem 1 of: Cascades of Moving Averagesto the cascades of the EMAs until all are removed. The result will give you the a,b,c,d of: a*XAVGC5+b*XAVGC18+c*XAVGC36+d*XAVGC78 Thanks, Jim Murphy
I tested it, the results came out were wrong, why?
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Registered User
Joined: 1/1/2005
Posts: 2,645
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QUOTE (Chaser) I tested it, the results came out were wrong, why?
Chaser,
If you tell us what you tested, someone will tell you why "the results came out were wrong".
I noticed that you asked essentially the same question where the Moving Average of Period 5 was an SMA rather than an EMA. It is an EMA here. That may be the problem.
Thanks,
Jim Murphy
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Registered User
Joined: 10/7/2004
Posts: 51
|
QUOTE (bustermu) QUOTE (Chaser) I tested it, the results came out were wrong, why? Chaser, If you tell us what you tested, someone will tell you why "the results came out were wrong". I noticed that you asked essentially the same question where the Moving Average of Period 5 was an SMA rather than an EMA. It is an EMA here. That may be the problem. Thanks, Jim Murphy
Let's take a look at
USG 4.98
NBIX 3.25
BLS -1.96
MBT -1.78
Oh, I think I mislead you.
The shortest PCF for MACD(12,26,9) Histogram minus its EMA5 is:
(16/357)*(17*XAVGC5-49*XAVGC9+34*XAVGC12-2*XAVGC26)
Could you show for MACD(36.78.18) too?---I want you to show me the MACD(36.78.18) Histogram minus its EMA5 PCF too.
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Registered User
Joined: 1/1/2005
Posts: 2,645
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Chaser,
A PCF for MACD(36,78,18) Histogram minus its EMA5 is:
(17/1323855)*(9490*XAVGC36-1209*XAVGC78-15841*XAVGC18+7560*XAVGC5)
Thanks,
Jim Murphy
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Registered User
Joined: 1/1/2005
Posts: 2,645
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The MACD(P,Q,R)Histogram minus its EMA of Period S is of the form:
((R-1)*(S-1)/((R-P)*(R-Q)*(S-P)*(S-Q)*(S-R)))
*((R-Q)*(S-Q)*(S-R)*XAVGCP
-(R-P)*(S-P)*(S-R)*XAVGCQ
+(Q-P)*(S-P)*(S-Q)*XAVGCR
-((R-Q)*(S-Q)*(S-R)-(R-P)*(S-P)*(S-R)+(Q-P)*(S-P)*(S-Q))*XAVGCS)
Caution: A different form must be used if there is a divide by zero.
Thanks,
Jim Murphy
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