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Steve,
sorry, it was not a full code.
The curves to plot are DD and cc, ie the smoothed MeanCMO and its SAR
companion.
Plot(DD,"",(dd>Cc)*5+(dd<=Cc)*4,8);
Plot(Cc,"",2,8);
--- In amibroker@xxxxxxxxxxxxxxx, "Steve Almond (F)" <steve@xxxx>
wrote:
> Dimitris,
>
> This doesn't seem to plot or show anything. Is there a step
missing? I have the ~sumCMO25 composite. What next?
>
> Steve
>
> m25=Foreign("~sumCMO25","C");// after creating the ~sumCMO25 in AA
> m=Foreign("~count","v");
> meanCMO25=m25/m;
> DD=DEMA(MEANCMO25,15);
> H=dd;L=dd;// the replacement
> cc=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@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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