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Dimitris,
This doesn't seem to plot or show anything. Is there a step missing? I have
the ~sumCMO25 composite. What next?
Steve
<BLOCKQUOTE
><FONT
face=Arial size=2><FONT face=Arial
size=2>m25=Foreign("~sumCMO25","C");// after creating the ~sumCMO25
in
AAm=Foreign("~count","v");meanCMO25=m25/m;DD=DEMA(MEANCMO25,15);H=dd;L=dd;//
the replacementcc=SAR(0.01,0.2 );This 0.01 works well for the N100
database, it would be better to vary from 0.01 to 0.08 according to the
trend evolution.The same for 0.2, it would be better to go up to 0.8
sometimes.Dimitris Tsokakis--- In amibroker@xxxxxxxxxxxxxxx,
"bluesinvestor" <investor@xxxx> wrote:> 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@xxxx] >
Sent: Friday, May 02, 2003 3:40 AM> To:
amibroker@xxxxxxxxxxxxxxx> Subject: [amibroker] Re: DIMITRIS-
Question> > Wally,> You may go to> <A
href="">http://groups.yahoo.com/group/amibroker/message/38370>
<A
href="">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> > >
> Send BUG REPORTS to bugs@xxxx> Send SUGGESTIONS to
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