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Re: Moving Averages "Crash" Test



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Dimitris Tsokakis
--- In amibroker@xxxx, "Dimitris Tsokakis" <TSOKAKIS@xxxx> wrote:
> We will use some Test Functions to check out the
> response of various moving averages.
> 1. "Crash1" : The test stock moved from 10 to 20 in one day.
> 2. "Crash 10" : The test stock moved from 10 to 20 in ten days.
> 3. "Crash 20" : The test stock moved from 10 to 20 in twenty days.
> But before use these modules, let use try to create them.
> Select some stock with more than 100 data days and paste in 
> Indicator Builder the formula
> 
> /*Response Test Lines*/
> EnableScript("jscript");
> <%
> close = VBArray( AFL( "close" ) ).toArray();
> s=new Array();
> t=new Array();
> s[0]=10;
> t[0]=10;
> for(i=1;i<close.length-100;i++)
> {s[i]=10;}
> for(i=close.length-100;i<close.length-90;i++)
> {s[i]=1+s[i-1];}
> for(i=close.length-90;i<close.length;i++)
> {s[i]=20;}
> AFL.Var("crash10") =s ;
> for(i=1;i<close.length-100;i++)
> {t[i]=10;}
> for(i=close.length-100;i<close.length-80;i++)
> {t[i]=0.5+t[i-1];}
> for(i=close.length-80;i<close.length;i++)
> {t[i]=20;}
> AFL.Var("crash20") =t ;
> %>
> crash1=iif(cum(1)<lastvalue(cum(1))-99,10,20);
> graph0=crash1;
> graph1=crash10;
> graph2=crash20;
> graph2style=1;
> 
> Select Automatic Scaling, mark Limits and see the 3 test lines.
> 
> Dimitris Tsokakis