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SVAPO possible?
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SVAPO possible?
After a number of searches here and elsewhere, I've not been able to find any hints that the promising SVAPO indicator (as mentioned frequently in S&C) is available or even possible for NT. Any thoughts?Tags: None
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According to an email alert, thrunner made an interesting reply to this thread but it's not showing. He also attached 2 files and some code, but none of it is posted.
thrunner: The EMAD indicator you speak of.. is this an interpretation of the entire SVAPO indicator or is it a piece of it? Thanks
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Originally posted by jonesenberg View PostAccording to an email alert, thrunner made an interesting reply to this thread but it's not showing. He also attached 2 files and some code, but none of it is posted.
thrunner: The EMAD indicator you speak of.. is this an interpretation of the entire SVAPO indicator or is it a piece of it? Thanks
The other languages such as EL, MS, AFL do allow non integers, that is why their EMA and TEMA could have decimal inputs.
The other point I was trying to make was that EMA is just an approximation, so that using decimal periods is not completely nonsensical.
Here is the EMA from EL, there were two types of approximation, one the original SmoothingFactor and the current.
Code:{ Exponential average } inputs: Price( numericseries ), Length( numericsimple ) ; { this input assumed to be a constant >= 1 } variables: [COLOR=blue]SmoothingFactor( 2 / ( Length + 1 ) ) ; // [/COLOR] [COLOR=#0000ff] //original version SmoothingFactor( 1 / Length ) ;[/COLOR] if CurrentBar = 1 then XAverage = Price else XAverage = XAverage[1] + SmoothingFactor * ( Price - XAverage[1] ) ;
Last edited by thrunner; 02-05-2008, 03:52 PM.
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Sorry to revive such an old thread, but I came back to it and can't help but wonder how close an approximation we can get to SVAPO by simply rounding the TEMA used up to 2.0?
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The TEMA period input value is divided by 1.6. In MetaStock you can input a non integer value as a period, but it is automatically truncated to the integer value only. The only thing to do is calculate the new period value, ex. 10/1.6 = 6.25, select the integer part = 6 and put that in the TEMA average formula.
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Originally posted by Sylvestro View PostThe TEMA period input value is divided by 1.6. In MetaStock you can input a non integer value as a period, but it is automatically truncated to the integer value only. The only thing to do is calculate the new period value, ex. 10/1.6 = 6.25, select the integer part = 6 and put that in the TEMA average formula.
You answered to a 6 year old post.
But I cannot leave your statement as it is. An EMA can be calculated from a non integer period, which will just result in a different smoothing factor. The same applies to the TEMA. There is no need to truncate the input value either, but you can perform the TEMA calculations with a non integer period as well.
Just modify the EMA formula (takes less than five minutes) and replace the EMA in the TEMA formula with the modified EMA.
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Originally posted by Harry View PostYou answered to a 6 year old post.
But I cannot leave your statement as it is. An EMA can be calculated from a non integer period, which will just result in a different smoothing factor. The same applies to the TEMA. There is no need to truncate the input value either, but you can perform the TEMA calculations with a non integer period as well.
Just modify the EMA formula (takes less than five minutes) and replace the EMA in the TEMA formula with the modified EMA.
The question is not about the possibility of an average can be calculated on a decimal number, but how it is calculated in the SVAPO indicator. The original SVAPO is written for MetaStock and in MetaStock a decimal result used in an average is automatically truncated to the integer part. So, if you would change it to the decimal value in the SVAPO indicator, you are changing the indicator. You can do that, but then you should mention it.
Even an old post may be interesting for people still trying to apply SVAPO using other platforms…
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Originally posted by Sylvestro View PostYou should leave the statement as is!
The question is not about the possibility of an average can be calculated on a decimal number, but how it is calculated in the SVAPO indicator. The original SVAPO is written for MetaStock and in MetaStock a decimal result used in an average is automatically truncated to the integer part. So, if you would change it to the decimal value in the SVAPO indicator, you are changing the indicator. You can do that, but then you should mention it.
Even an old post may be interesting for people still trying to apply SVAPO using other platforms…
I have never tried to code the SVAPO, because it is an oscillator that should only be applied to daily data.
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