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It is also placed in AFL Library as a comment in Pattern Recognition
formula, at
http://www.amibroker.com/library/detail.php?id=105
Dimitris Tsokakis
--- In amibroker@xxxx, "Dimitris Tsokakis" <TSOKAKIS@xxxx> wrote:
> A better form
>
> /*TRENDLINE*/
> maxgraph=8;graph0 = c;graph0style=64;graph0barcolor=1;
> x = cum(1);per = 3;
> s1=l;s11=h;
> RANKt=1;
> RANKp=1;
> pS = troughBars( s1, per, 1 ) == 0;
> endt= lastvalue(ValueWhen( pS, x, RANKt ));/*trough time*/
> pR = PEAKBars( s11, per, 1 ) == 0;
> endt1= lastvalue(ValueWhen( pR, x, RANKp ));/*peak time*/
> dt=iif(endt-endt1>0,endt-endt1,endt1-endt);
> endS = lastvalue(ValueWhen( pS, s1, RANKt ) );/*trough value*/
> endR = lastvalue(ValueWhen( pR, s11, RANKp ) );/*peak value*/
> aS=iif(endt-endt1>0,(endS-endR)/dt,-(endS-endR)/dt);/*slope*/
> bS=iif(endt-endt1>0,endS,endR);/*beta*/
> TR=aS*(x-max(endt,endt1))+bS;/*TRENDLINE EQUATION*/
> graph1 = iif(x>min(endt,endt1)-10,tr,-1e10);
> graph3=zig(s11,per);
> graph3barcolor=9;
> graph4=zig(s1,per);
> graph4barcolor=0;
>
> RANKt and RANKp is the rank of the trough, respectively the peak
> counting from the end of data. For example
> RANKt=2, RANKp=3 means the second trough and the third peak.
> For verification, I added the respective zig functions.
> Hoping now that wrapping will not mix troughs and peaks
> Dimitris Tsokakis
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