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Please hit #4581 and open it separately.
The wrapping demon does not like whipsaws elimination!!
--- In amibroker@xxxx, "Dimitris Tsokakis" <TSOKAKIS@xxxx> wrote:
> Yuki,
> I found a reasonable solution to fight the tricky ^NDX
> You may leave unaltered to zone 30<B<70 and above 70 smooth
> in a way ma(B,C3),(Amibroker accepts variable period in ma)
> where C3 will be 1 at 70 and maximum 3 at 100.
> Below 30 smooth as C3=1 at 30 and maximum 3 at 0.
> Selecting linear functions for this,ie
> x1=70, y1=1 and x2=100, y2=3
> respectively
> x1=30, y1=1 and x2=0, y2=3
> you may have
>
> 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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