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Hi
I'm interested in plotting Alan Hull's Linear Rate of Return indicator in AB. The Supercharts code for this indicator is given below. I would like to convert this code into AB code.
My questions are:
1. Has anyone already made the conversion (he asked hopefully..)?
2. How can I work around the PREV-like references in the code below (eg in Plot1 reference is made to Plot1[1], in Plot2 reference is made to Plot2[2], etc).
I did some searching on replacing PREV and found AMA2 promoted but I don't see how that fits here.
Many thanks for help
--------------- Supercharts code ------------------
Plot1
iff( round(
((6.854*LinearRegValue(close,13,0))
+(4.236*LinearRegValue(LinearRegValue(close,13,0),11,0))
+(2.618*LinearRegValue(LinearRegValue(LinearRegValue(close,13,0),11,0),7,0))
+(1.618*LinearRegValue(LinearRegValue(LinearRegValue(LinearRegValue(close,13,0),11,0),7,0),5,0))
+ (1*LinearRegValue(LinearRegValue(LinearRegValue(LinearRegValue(LinearRegValue(close,13,0),11,0),7,0),5,0),3,0)) )
/16.326,2) > plot1[1],
iff(round(
((6.854*LinearRegValue(close,13,0))
+(4.236*LinearRegValue(LinearRegValue(close,13,0),11,0))
+(2.618*LinearRegValue(LinearRegValue(LinearRegValue(close,13,0),11,0),7,0))
+(1.618*LinearRegValue(LinearRegValue(LinearRegValue(LinearRegValue(close,13,0),11,0),7,0),5,0))
+ (1*LinearRegValue(LinearRegValue(LinearRegValue(LinearRegValue(LinearRegValue(close,13,0),11,0),7,0),5,0),3,0)) )
/16.326,2)-(2.5*AvgTrueRange(13)) > plot1[1],
round(
((6.854*LinearRegValue(close,13,0))
+(4.236*LinearRegValue(LinearRegValue(close,13,0),11,0))
+(2.618*LinearRegValue(LinearRegValue(LinearRegValue(close,13,0),11,0),7,0))
+(1.618*Linea rRegValue(LinearRegValue(LinearRegValue(LinearRegValue(close,13,0),11,0),7,0),5,0))
+ (1*LinearRegValue(LinearRegValue(LinearRegValue(LinearRegValue(LinearRegValue(close,13,0),11,0),7,0),5,0),3,0)) )
/16.326,2)-(2.5*AvgTrueRange(13)),
plot1[1]),
LinearRegValue(close,13,0))
Plot2
iff(
Summation(weightedclose*volume,13) > 100000
and (LinearRegValue(weightedclose,13,0)
+LinearRegValue(LinearRegValue(weightedclose,8,0),13,0)
+LinearRegValue(LinearRegValue(LinearRegValue(weightedclose,5,0),8,0),13,0)
+LinearRegValue (LinearRegValue(LinearRegValue(LinearRegValue(weightedclose,3,0),5,0),8,0),13,0)
+LinearRegValue(LinearRegValue(LinearRegValue(LinearRegValue(LinearRegValue(weightedclose,2,0),3,0), 5,0),8,0),13,0))
/5 > (LinearRegValue(weightedclose[1],13,0)
+LinearRegValue(LinearRegValue(weightedclose[1],8,0),13,0)
+LinearRegValue(LinearRegValue(LinearRegValue(weightedclose[1],5,0),8,0),13,0)
+LinearRegValue(LinearRegValue(LinearRegValue(LinearRegValue(weightedclose[1],3,0),5,0),8,0),13,0)
+LinearRegValue(LinearRegValue(LinearRegValue(LinearRegValue(LinearRegValue(weightedclos e[1],2,0),3,0),5,0),8,0),13,0))
/5 and LowestBar(weightedclose,Tperiod)=Tperiod-1
and plot2[1] = 0
and average(weightedclose,13) > average(weightedclose,21),
Tperiod-1,
iff(plot2[1] > Tperiod-2
and average(weightedclose,13) > average(weightedclose,21)
and plot3[1] > 24
and plot1 >= plot1[1],
plot2[1]+1,
iff(average(weightedclose,21) >= average(weightedclose,13)
or Summation(weightedclose*volume,13) > 100000
or plot1[1]>plot1 or plot3[1] <25, 0, plot2[1])))
Plot3
round(iff(
plot2>0,
iff( plot2<52,
(5200/(plot2+1))
*((LinearRegValue(weightedclose,13,0)-weightedclose[plot2])
/LinearRegValue(weightedclose,13,0)),
100*((LinearRegValue(weightedclose,13,0)-LinearRegValue( weightedclose[51],13,0) )
/LinearRegValue(weightedclose,13,0))),0),0)
Plot4
25
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