Higher Closes

Shows stocks which have closed higher on successive days.

• CLOSE
• CLOSE -1
• CLOSE -2
• **When(colA,>,colB) AND When(colB,>,colC)

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Higher Volume Exploration

Required: today's volume to be greater than the highest high over the past 21 days.

MetaStock Explorer filter:

V>Ref(HHV(V,21),-1)

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Highest High Since Buy Signal

Anyone know how to keep track of, for example, the highest high since a buy signal was triggered? I want to  add this into a system test that I am trying to run.

HighestSince(1, {Buy Signal-->}Cross(C,Mov(C,20,E)),H)

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High Low

Len:=Input("Periods",1,400,89);
(Mov((H - L + Abs(H - Ref(C,-1)) + Abs(L - Ref(C,-1)) ),len,E))/2

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High Volume

Displays those where volume is above the 100 day moving average.

The search returns 1 for Ok and 0 for not ok.

• VOLUME
• Mov(VOLUME,100,EXPONENTIAL)
• ((VOLUME - Mov(VOLUME,100,EXPONENTIAL))
• /Mov(VOLUME,100,EXPONENTIAL)) * 100
• When(colA,>,colB)

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Historical Trendlines and Breakouts, by D. Tsokakis, Oct2003

x = Cum(1);
per = 3;// CALIBRATE THE ZIG() SENSITIVITY
s1=L;s11=H;
pS = TroughBars( s1, per, 1 ) == 0;
endt=SelectedValue(ValueWhen( pS, x ,1));
startt=SelectedValue(ValueWhen( pS, x ,2));
dtS =endt-startt;
endS = SelectedValue((ValueWhen( pS, s1,1) ));
startS = SelectedValue(( ValueWhen( pS, s1 ,2)));
aS = (endS-startS)/dtS;bS = endS;
trendlineS = aS * ( x -endt ) + bS;//SUPPORT LINE pR = PeakBars( s11, per, 1 ) == 0;
endt1= SelectedValue(ValueWhen( pR, x, 1));
startt1=SelectedValue(ValueWhen( pR, x, 2 ));
dtR =endt1-startt1;
endR = SelectedValue(ValueWhen( pR, s11, 1 ) );
startR = SelectedValue( ValueWhen( pR, s11, 2 ));
aR = (endR-startR)/dtR;bR = endR;
trendlineR = aR * ( x -endt1 ) + bR;//RESISTANCE LINE
first=Min(startt,startt1);Last=Max(endt,endt1);
d=10;// INCREASE d TO EXTEND THE LINES
bullishbreakout=x>endt1 AND x<last+d AND Cross(C,trendlineR);
bearishbreakout=x>endt AND x<last+d AND Cross(trendlineS,C);
Plot(C,"Close",IIf(bullishbreakout,colorBrightGreen,IIf (bearishbreakout,colorRed,colorBlack)),64);
Plot(IIf(x>=first -d AND x<=Last+d,trendlineS,- 1e10),"Support",colorBrightGreen,1);
Plot(IIf(x>=first-d AND x<=Last+d,trendlineR,-1e10),"Resistance",colorRed,1);

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Hi Low Wave Daily

if(H,>,ref(hhv(H,100),-1),1,if(L,<,ref(llv(L,100),-1),-1,0))

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Historical Volatility Daily

With MetaStock™ for Windows, you can easily plot the 10 and 100 day Historical Volatility. First use the Indicator Builder to enter the following Custom indicators:

Historical Volatility 10 day
Std(Log(C/Ref(C,-1)),10)*Sqrt(365)*100

Historical Volatility 100 day
Std(Log(C/Ref(C,-1)),100)*Sqrt(365)*100

Next plot both indicators in the same inner window. If the Scaling Options dialog appears, choose the Merge with Scale on Right (or left) option.

I find it easier to see the Historical Volatility signals by combining the 10 and 100 day indicators into the following indicator.

Historical Volatility Indicator
Std(Log(C/Ref(C,-1)),10)/Std(Log(C/Ref(C,-1)),100)

Plot this indicator in MetaStock for Windows, then click your mouse button on the indicator. Choose Historical Volatility Indicator Properties and then choose the Horizontal Lines page. Add a horizontal line at .5 and then choose the OK button. You now know the 10 period volatility is less than half the 100 period volatility anytime this indicator crosses below its horizontal line.

To test trading systems using this indicator it would he helpful to use the alert function along with a trend following indicator, such as the following example:

Enter Long: Cross(CLOSE,Mov(C,20,E)) AND Alert(Fml("Historical Volatility Indicator")<=5,10)

Enter Short: Cross(Mov(C,20,E),CLOSE) AND Alert(Fml("Historical Volatility Indicator")<=5,10)

This system will enter a long trade when the close has crossed above its 20 day moving average, and when Historical Volatility Indicator was .5 or lower within the last 10 days. The system will sell when the close crosses below its 20 day moving average, and when Historical Volatility Indicator was .5 or lower within the last 10 days. Use any indicator you would like, this just provides a basic example of how to use this indicator in a system test.

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Historical Volatility Weekly

With MetaStock™ for Windows, you can easily plot the 10 and 100 week Historical Volatility. First use the Indicator Builder to enter the following Custom indicators:

Historical Volatility 10 week
Std(Log(C/Ref(C,-1)),10)*Sqrt(365/7)*100

Historical Volatility 100 week
Std(Log(C/Ref(C,-l)),100)*Sqrt(365/7)*100

Next plot both indicators in the same inner window. If the Scaling Options dialog appears, choose the Merge with Scale on Right (or left) option.

I find it easier to see the Historical Volatility signals by combining the 10 and 100 week indicators into the following indicator.

Historical Volatility Indicator
Std(Log(C/Ref(C,-1)),10)/Std(Log(C/Ref(C,-1)),100)

Plot this indicator in MetaStock for Windows, then click your mouse button on the indicator. Choose Historical Volatility Indicator Properties and then choose the Horizontal Lines page. Add a horizontal line at .5 and then choose the OK button. You now know the 10 period volatility is less than half the 100 period volatility anytime this indicator crosses below its horizontal line.

To test trading systems using this indicator it would he helpful to use the alert function along with a trend following indicator, such as the following example:

Enter Long: Cross(CLOSE,Mov(C,20,E)) AND Alert(FmI("Historical Volatility Indicator")<=5,10)

Enter Short: Cross(Mov(C,20,E),CLOSE) AND Alert(Fml("Historical Volatility Indicator")<=5,10)

This system will enter a long trade when the close has crossed above its 20 week moving average, and when Historical Volatility Indicator was .5 or lower within the last 10 weeks. The system will sell when the close crosses below its 20 week moving average, and when Historical Volatility Indicator was .5 or lower within the last 10 weeks. Use any indicator you would like, this just provides a basic example of how to use this indicator in a system test.

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