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Since we search a
zone around AVRSI, let us try Bollinger Bands,
already built-in Amibroker functions.
/*Modified RSI and Bollinger
bands*/<FONT
face=Arial>
X1=Optimize<FONT
face=Arial>("X1"<FONT
size=2>,10,<FONT
size=2>10,20<FONT
size=2>,1<FONT
face=Arial>);<FONT
face=Arial>
STD1=Optimize<FONT
face=Arial>("STD1"<FONT
size=2>,4,<FONT
size=2>2,10<FONT
size=2>,1<FONT
face=Arial>);<FONT
face=Arial>
PER=Optimize<FONT
face=Arial>("PER"<FONT
size=2>,20,<FONT
size=2>10,30<FONT
size=2>,5<FONT
face=Arial>);<FONT
face=Arial>
s1=MA<FONT
size=2>(RSI<FONT
size=2>(X1),3<FONT
face=Arial>);<FONT
face=Arial>
AVRSI=MA<FONT
face=Arial>(s1,50<FONT
face=Verdana size=2>);<FONT
color=#008000>
BL=BBandBot<FONT
face=Verdana size=2>(AVRSI,PER,STD1);<FONT
color=#008000>
SL=BBandTop<FONT
face=Verdana size=2>(AVRSI,PER,STD1);<FONT
color=#008000>
Buy = Cross<FONT face=Verdana
size=2>( s1,BL);<FONT
color=#008000>
Sell = <FONT
size=2>Cross<FONT
face=Arial>( SL,s1);
<FONT color=#008000
face=Arial>
Run
Optimize for <FONT
color=#ff0000>current stock, <FONT
color=#ff0000>all
quotations.
In Indicator Builder, replace X1, STD1, PER with
the optimization
results and paste the
<FONT color=#000000 face=Verdana
size=2> <FONT
face=Arial>
X1=11<FONT
face=Arial>;STD1=<FONT
size=2>4<FONT
face=Arial>;PER=<FONT
size=2>10<FONT
face=Arial>;
s1=MA<FONT
size=2>(RSI<FONT
size=2>(X1),3<FONT
face=Arial>);
AVRSI=MA<FONT
size=2>(s1,50<FONT
face=Arial>);
BL=BBandBot<FONT face=Verdana
size=2>(AVRSI,PER,STD1);
SL=BBandTop<FONT face=Verdana
size=2>(AVRSI,PER,STD1);<FONT face=Verdana
size=2>
MaxGraph=6<FONT
face=Arial>;
Graph0=S1;Graph1=AVRSI;Graph1Style=<FONT
size=2>8;Graph1BarColor=<FONT
size=2>2<FONT
face=Arial>;
Graph3=BBandBot<FONT face=Verdana
size=2>(AVRSI,PER,STD1);
Graph4=<FONT
size=2>BBandTop<FONT
face=Arial>(AVRSI,PER,STD1);
Graph3Color=Graph4Color=15<FONT face=Verdana
size=2>;
Interesting results
also.
Dimitris Tsokakis
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