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Slw = 2;
Pds = 4;
A = Ema((Close -LLV(Low,Pds))/(HHV(H,Pds)-LLV(L,Pds)),Slw)*100;
B=Ema((A-LLV(A,pds))/(HHV(A,Pds)-LLV(A,Pds)),Slw)*100;
Graph0 = B;GRAPH0STYLE=8;GRAPH0BARCOLOR=13;
c1=1/15;c2=-11/3;
C3=iif(B>70,C1*B+C2,IIF(B<=70 AND B>=30,1,-C1*B+3));
BB=MA(B,C3);
graph1=BB;GRAPH1BARCOLOR=1;
In BB you may apply your conditions with whipsaws away from your
trades.
Smoothing results are in att. gif for tricky ^NDX
D. T.
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<DIV><FONT face=Arial size=2>Yuki,</FONT></DIV>
<DIV><FONT face=Arial size=2>I found a reasonable solution to fight thetricky
^NDX</FONT></DIV>
<DIV><FONT face=Arial size=2>You may leave unaltered to zone 30<B<70
and above 70 smooth</FONT></DIV>
<DIV><FONT face=Arial size=2>in a way ma(B,C3),(Amibroker accepts variable
period in ma)</FONT></DIV>
<DIV><FONT face=Arial size=2>where C3 will be 1 at 70 and maximum 3 at
100.</FONT></DIV>
<DIV><FONT face=Arial size=2>Below 30 smooth as C3=1 at 30 and maximum 3 at
0.</FONT></DIV>
<DIV><FONT face=Arial size=2>Selecting linear functions for this,ie</FONT></DIV>
<DIV><FONT face=Arial size=2>x1=70, y1=1 and x2=100, y2=3</FONT></DIV>
<DIV><FONT face=Arial size=2>respectively</FONT></DIV>
<DIV><FONT face=Arial size=2>x1=30, y1=1 and x2=0, y2=3</FONT></DIV>
<DIV><FONT face=Arial size=2> you may have</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>Slw = 2;<BR>Pds = 4;<BR>A = Ema((Close
-LLV(Low,Pds))/(HHV(H,Pds)-LLV(L,Pds)),Slw)*100;<BR>B=Ema((A-LLV(A,pds))/(HHV(A,Pds)-LLV(A,Pds)),Slw)*100;<BR>Graph0
=
B;GRAPH0STYLE=8;GRAPH0BARCOLOR=13;<BR><STRONG>c1=1/15;c2=-11/3;<BR>C3=iif(B>70,C1*B+C2,IIF(B<=70
AND
B>=30,1,-C1*B+3));<BR></STRONG>BB=MA(B,C3);<BR>graph1=BB;GRAPH1BARCOLOR=1;<BR></DIV></FONT>
<DIV><FONT face=Arial size=2>In BB you may apply your conditions with whipsaws
away from your</FONT></DIV>
<DIV><FONT face=Arial size=2>trades.</FONT></DIV>
<DIV><FONT face=Arial size=2>Smoothing results are in att. gif for tricky
^NDX</FONT></DIV>
<DIV><FONT face=Arial size=2>D. T.</DIV></FONT></BODY></HTML>
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