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[amibroker] Re: DIMITRIS- Question



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I get the price plot, but the sar is plotting at
zero all the time - it is on zero line. I do have
scaling automatic, but still.

There is no syntax error just that I don't get the sap
plotting right. I am using RT 15 min bars.

thanks
nand



--- In amibroker@xxxxxxxxxxxxxxx, "bluesinvestor" <investor@xxxx> 
wrote:
> nand,
> 
> I am not sure what you mean?
> 
> Peter
> 
> -----Original Message-----
> From: nkis22 [mailto:nkishor@x...] 
> 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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> > 
> > 
> > 
> > 
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> 
> 
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