Weighted MA's in Excel

[Polecat]

I'm pretty raw here so bear with me.........

I've taken a look at the Tornado trading system by John Bartlett. I want to reproduce the patterns displayed in Visual Trader in Excel so that I can:

1) Get a more granular look at the numbers and, in particular, cross-over points.
2) Do some work on stop levels.
3) Do a bit of back testing.

I can extract the raw data out of VT but how on earth would I go about calculating the Weighted Moving Averages that Tornado relies on as indicators? I want to see the actual numbers presented in Exel columns so that I can play around with them?

Any help anyone?

 

[marejp]

I'm pretty raw here so bear with me.........

I've taken a look at the Tornado trading system by John Bartlett. I want to reproduce the patterns displayed in Visual Trader in Excel so that I can:

1) Get a more granular look at the numbers and, in particular, cross-over points.
2) Do some work on stop levels.
3) Do a bit of back testing.

I can extract the raw data out of VT but how on earth would I go about calculating the Weighted Moving Averages that Tornado relies on as indicators? I want to see the actual numbers presented in Exel columns so that I can play around with them?

Any help anyone?

I'll try to explain, you just need to input it into Excel. Compare the Excel values to that of VT to make sure they use same calculations.

Let's use a 10 period example. In the calc the closing price of the 10th period would be multiplied by 10 and the 9th period by 9 and so on. The greater weight is therefore given to the most recent closings. The total is then divided by the sum of the multipliers (55 in case of 10 period average: 10 + 9 + 8 + 7 + ....... +1).

Never seen the Tornado so hope this is what you're looking for.
Enjoy.

 

[Polecat]

majepj - thank you very much. Things seem simple when people explain well. I'll have a play with this after work , compare the values and see if the formula matches VT.

I'll let you know - thanks again!

 

[Bigbusiness]

Something like this?

 

[Polecat]

Big Business - this is exactly what I'm trying to do. Thanks for the attachments.

However - the expressions are huge - 50 aurguments for a 50 day WMA. There must be a way to express the formula without specificying each aurgument.

Any Exel experts with any ideas? Or am I dreaming?

Thanks anyway, BigBusiness, this really is a great help.

 

[Bigbusiness]

Try FACT() with the number you require in the brackets. Bit busy at the moment but I did find this and will have a go at it later.

 

[Polecat]

Thanks - also, when you get a moment, how did you get the candlesticks on Excel?

 

[Kardinal]

You may find value in checking out http://www.analyzerxl.com/analyzerxl.htm as it based on using Excel for the calculations and results.

If you are feeling a little adventurous, you can check out http://www.modulusfe.com/tasdk/excel.asp A friend has used their package to build his own Technical Analysis package for his own trading. Saved him the development time for coding the individual indicators.

 

[Bigbusiness]

Thanks - also, when you get a moment, how did you get the candlesticks on Excel?

This website might help:-

http://www.geocities.com/jonpeltier/Excel/Charts/index.html

To get the charts, I just go to 'insert','chart' and scroll down to find the candlestick format.

 

[Bigbusiness]

FACT() dosen't do the trick. I seem to do everything in excel the hard way. The file I use is 19mb, so I am sure there are easier ways to do things.

 

[Polecat]

l tell you what......................there HAS to be a site that lists the Excel (VB?) coding for assorted TA indi ctaors (free of course). If not, then we should probably start a thread on this site.

Does anyone know of such a site?

 

[Bigbusiness]

l tell you what......................there HAS to be a site that lists the Excel (VB?) coding for assorted TA indi ctaors (free of course). If not, then we should probably start a thread on this site.

Does anyone know of such a site?

http://www.trade2win.com/boards/showthread.php?t=14748