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I am not sure what you mean?
Peter
-----Original Message-----
From: nkis22 [mailto:nkishor@xxxxxxxxxx]
Sent: Friday, May 02, 2003 12:02 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: DIMITRIS- Question
This works BUT give me SAR = 0 all the time.
nand
--- In amibroker@xxxxxxxxxxxxxxx, "bluesinvestor" <investor@xxxx>
wrote:
> Please watch the word wrap ...
>
> Peter
>
> -----Original Message-----
> From: bluesinvestor [mailto:investor@x...]
> Sent: Friday, May 02, 2003 10:33 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] Re: DIMITRIS- Question
>
> Hello Dimitris,
>
> A little modification from Tomasz original code and 'kitakste edho'
> (excuse my lousy Greek ;)
>
> Regards,
> Peter
>
> function SARafl( Cvar, Hvar, Lvar, IAF, MaxAF )
> {
> //IAF = 0.02; // acceleration factor
> //MaxAF = 0.02; // max acceleration
>
> psar = Cvar; // initialize
> long = 1; // assume long for initial conditions
> af = IAF; // init acelleration factor
> ep = Lvar[ 0 ]; // init extreme point
> hp = Hvar [ 0 ];
> lp = Lvar [ 0 ];
>
> for( i = 2; i < BarCount; i++ )
> {
> if ( long )
> {
> psar [ i ] = psar [ i-1 ] + af * ( hp - psar [
> i-1 ] );
> }
> else
> {
> psar [ i ] = psar [ i-1 ] + af * ( lp - psar [
> i-1 ] );
> }
>
> reverse = 0;
> //check for reversal
> if ( long )
> {
> if ( Lvar [ i ] < psar [ i ] )
> {
> long = 0; reverse = 1; // reverse
> position to Short
> psar [ i ] = hp; // SAR is Hvar
> point in prev trade
> lp = Lvar [ i ];
> af = IAF;
> }
> }
> else
> {
> if ( Hvar [ i ] > psar [ i ] )
> {
> long = 1; reverse =
1; //reverse
> position to long
> psar [ i ] = lp;
> hp = Hvar [ i ];
> af = IAF;
> }
> }
>
> if ( reverse == 0 )
> {
> if ( long )
> {
> if ( Hvar [ i ] > hp )
> {
> hp = Hvar [ i ];
> af = af + IAF;
> if( af > MaxAF ) af = MaxAF;
> }
>
> if( Lvar[ i - 1 ] < psar[ i ] ) psar[
i
> ] = Lvar[ i - 1 ];
> if( Lvar[ i - 2 ] < psar[ i ] ) psar[
i
> ] = Lvar[ i - 2 ];
> }
> else
> {
> if ( Lvar [ i ] < lp )
> {
> lp = Lvar [ i ];
> af = af + IAF;
> if( af > MaxAF ) af = MaxAF;
> }
>
> if( Hvar[ i - 1 ] > psar[ i ] ) psar[
i
> ] = Hvar[ i - 1 ];
> if( Hvar[ i - 2 ] > psar[ i ] ) psar[
i
> ] = Hvar[ i - 2 ];
>
> }
> }
> }
> return psar;
> }
>
> Plot( Close, "Price", colorBlack, styleCandle );
> Plot( psar, "SAR", colorRed, styleDots | styleNoLine | styleThick );
>
> Filter=1;
> AddColumn(SAR(.02,.02),"SAR");
> AddColumn(SARafl(C,H,L,0.02,0.02),"SARafl");
>
> -----Original Message-----
> From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
> Sent: Friday, May 02, 2003 3:40 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: DIMITRIS- Question
>
> Wally,
> You may go to
> http://groups.yahoo.com/group/amibroker/message/38370
> http://groups.yahoo.com/group/amibroker/message/38424
> for the two alternatives.[I hope enough explained].
> I try to introduce variable smoothing to an already useful trend
> detector, the DEMA(StochD(40),20).
> It has nothing to do with PSAR, it is a stand-alone indicator.
> Since it is quite smooth, I use 3-bars peak to signal the change of
> the direction.
> DT
> PS. We will follow a similar procedure, when PSAR will accept
> variable parameters, to improove PSAR results.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "netbull2000" <netbull2000@xxxx>
> wrote:
> > I read in one of the messages here that you came up with some new
> > trend indicator that seems to be better than PSAR. Could you
please
> > point me to your relevant message concerning this indicator. I am
> > interested in this as PSAR is about the only indicator I have
some
> > respect for.
> >
> > Thanks...
> > Wally
>
>
>
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>
>
>
>
> Send BUG REPORTS to bugs@xxxx
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Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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