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Z score:
periods=20;
ZScore=(Close-MA(Close,20))/StDev(Close,20);
Plot(ZScore, "Z-Score",6,4);
Here's the moving avg. the author used in the bottom panel. I
programmed this yesterday, as a "rookie" there may be a mistake or
two but it looks OK to me. It's a pretty interesting indicator.
I've experimented with it briefly but it appears to be pretty good
at predicting bottoms with crossovovers at extreme low points but it
is a little early when calling tops on downward crossovers.
periods=20;
ZScore=(Close-MA(Close,20))/StDev(Close,20);
Plot (MA(ZScore,3), "Z-Score 3 Day MA",6,4);
Plot (MA(MA(ZScore,3),5), "5 Day MA Z-Score MA",5,4);
--- In amibroker@xxxxxxxxxxxxxxx, "Lionel Issen" <lissen@xxxx> wrote:
> what's he name of he file???
>
> Lionel
>
>
>
> -----Original Message-----
> From: Jayson [mailto:jcasavant@x...]
> Sent: Wednesday, March 26, 2003 9:59 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] Stocks & Commodities formula
>
>
> It is in the members zone at the AB website...
>
> Jayson
> -----Original Message-----
> From: Arthur Sawilejskij [mailto:arthur@x...]
> Sent: Wednesday, March 26, 2003 9:34 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Stocks & Commodities formula
>
>
> The February issue of S & C, Thomasz states that downloadable
versions
> of z-score and zizzag targets are available for download on the MB
> website.
>
> I've had a good hunt around and can't find them - could someone
please
> point me in the right direction.
>
> Arthur
>
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