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He doesn't need to calc TrueRange, Sid -- it is given by ATR(1).
Re TrueRangeCustom{}, TS's TrueRange would take 3 args
[TrueRange(H,L,C1) = Max(H-L,H-C1,C1-L)], but it's hard to imagine a
'custom' version that does anything useful with 3 three identical
arguments:
TrueRangeCustom( RSI(),RSI(),RSI() ) => ???
Bob
-----Original Message-----
From: Sidney Kaiser [mailto:s9kaiser@xxxxxxxxxxx]
Sent: Monday, March 17, 2003 8:26 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] (unknown)
Steven, Coefdwn and Coefup are INPUTS, that means they are probably just
numbers with default values of 2.1 and 2.3 respectively.
True range should be easy enough to write a little bit of code to
duplicate. Unfortunately TrueRangeCustom is probably someone's unique
custom function and there is no way to tell what it is. The best your
can
expect to do in AB is to start with your own TrueRange calculation and
take
it from there.
Hint: you should be able to take TJ's or some other average true range
code
and copy the true range part for your usage.
Good Luck
Sid
At 01:44 AM 03/18/2003 +0000, you wrote:
>Hi guys,
>
>I need a help with Tradestation formula I want to translate to AFL,
>basically it's RSI with Volatility bands applied, I dont' believe
>AFL has coef and truerange function.
>
>Thanks in advance,
>
> Steven
>
>Input: Coefdwn(2.1),Coefup(2.3);
>Plot1((Average((RSI(Close,14)),6))+(Coefup*(Average(TrueRangeCustom
>((RSI(Close,14)),(RSI(Close,14)),(RSI(Close,14))),15))),"Plot1");
>Plot2((Average((RSI(Close,14)),6))-(Coefdwn*(Average(TrueRangeCustom
>((RSI(Close,14)),(RSI(Close,14)),(RSI(Close,14))),15))),"Plot2");
>Plot3((RSI(Close,14)),"Plot3");
>IF CheckAlert Then Begin
> If Plot1 Crosses Above Plot2 or Plot1 Crosses Below Plot2
> or Plot1 Crosses Above Plot3 or Plot1 Crosses Below Plot3
> or Plot2 Crosses Above Plot3 or Plot2 Crosses Below Plot3
> Then Alert=TRUE;
>End;
>
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