//------------------------------------------------------------------------------
//
// Formula Name: Moving Average "Crash" Test
// Author/Uploader: Dimitris Tsokakis
// E-mail: tsokakis@oneway.gr
// Date/Time Added: 2001-09-09 11:20:39
// Origin:
// Keywords:
// Level: basic
// Flags: indicator
// Formula URL: http://www.amibroker.com/library/formula.php?id=116
// Details URL: http://www.amibroker.com/library/detail.php?id=116
//
//------------------------------------------------------------------------------
//
// 3 basic model functions, useful to examine the
//
// response of various moving averages.
//
// The "step" model, gaps from 10 to 20 in one day,
//
// stays at 20 the next 19 days and gaps to 10 again.
//
// The "linear" model increases and decreases in linear
//
// mode.
//
// The "sinusoidal" approximates the reality, presenting
//
// elementary inertia property. Change is not sharp, it is
//
// difficult to begin and equally difficult to stop.
//
// How to use them:
//
// 1.
//
// Suppose that you want to test 8 and 18 periods simple
//
// moving average and their response in gaps.
//
// Since the step model is curve C1, add the following lines
//
// GRAPH3=MA(C1,8);GRAPH3BARCOLOR=8;
//
// GRAPH4=MA(C1,18);GRAPH4BARCOLOR=9;
//
// and study the result.
//
// 2.
//
// Suppose that you want to test 10 periods simple and
//
// exponential moving average of sinusoidal function.
//
// Add the lines
//
// GRAPH3=MA(C0,10);GRAPH3BARCOLOR=8;
//
// GRAPH4=EMA(C0,10);GRAPH4BARCOLOR=9;
//
// and see the result.
//
// Exponential is fast the first days, but reaches lower
//
// maximum and has a long delay to "feel" that the movement
//
// is over.
//
// 3.
//
// You may see that MA(C0,7) AND EMA(C0,12) reach their
//
// highest value the same day, 3 days after the sinusoidal
//
// maximum, adding the lines
//
// GRAPH3=MA(C0,7);GRAPH3BARCOLOR=8;
//
// GRAPH4=EMA(C0,12);GRAPH4BARCOLOR=9;
//
// The 3 models are placed everyday 50 days before the last bar of your data.
//
//------------------------------------------------------------------------------
/*Moving Average "Crash" Test
by Dimitris Tsokakis*/
MAXGRAPH=10;
PI=4*ATAN(1);X=CUM(1)-1;XL=LASTVALUE(CUM(1)-1);
D1=IIF(X>XL-50,20,10);
D11=MA(D1,10);
D12=-REF(MA(D1,10),-10)+30;
S=15+5*sin( 2*PI*0.05*(X+15));
s1=ref(s,-(XL-50));
C0=IIF(X>XL-50 AND X C1=IIF(X>XL-50 AND X C2=IIF( X GRAPH0=C0;
GRAPH1=C1;
GRAPH2=C2;
GRAPH2STYLE=1;
