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Stephane,
I do not mean the Close SAR, it is OK.
When I try to SAR an indicator like
P=25;
CMO25=100*((Sum(IIf(C>Ref(C,-1),(C-Ref(C,-1)),0),P))-(Sum(IIf(C<Ref
(C,-1),(Ref(C,-1)-C),0),P)))/((Sum(IIf(C>Ref(C,-1),(C-Ref(C,-1)),0),P)
+(Sum(IIf(C<Ref(C,-1),(Ref(C,-1)-C),0),P))));
DD=DEMA(CMO25,15);Plot(DD,"CMO",7,4+8);
X=(DEMA(StochD(40),20)-50)/50;//Plot(x,"X key",2,1);
IAF4=0.01*(3-2*abs(X));IAF3=0.01*(1+2*abs(X));IAF2=0.01*(2-
X);IAF1=0.01*(2+X);
Plot(IAF4,"",1,1);H=DD;L=DD;k=iaf4;
x=scPowerSarI(0,0,k,k,0.6);
Plot(SAR(0.01,0.6),"",4,1);Plot(SAR(0.03,0.6),"",5,1);Plot(x,"",1,1);
I see huge delays, more than 500 bars.
See also the
Plot(EMA(C,30),"",1,1);
H=EMA(C,30);L=H;
Plot(scPowerSarI(0,0,0.03,0.03,0.6),"",7,1);
which need ~70 bars etc.
But, it is not first priority, take a look if nothing better to do !!
Merci bien,
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Stephane Carrasset"
<nenapacwanfr@xxxx> wrote:
> Dimitri,
>
> Hum?
> I'll be back at home sunday and check it...
> Stephane
>
> > Stephane,
> > your scPowerSarI is very nice but, it needs 570 bars to begin !!
> > [From Jan1, 2000 till Apr10,2002 the values are unrealistic]
> > This detail shrinks the backtesting period.
> > Dimitris Tsokakis
> > --- In amibroker@xxxxxxxxxxxxxxx, "Stephane Carrasset"
> > <nenapacwanfr@xxxx> wrote:
> > > Hello,
> > >
> > > I am curious to know if someone has backtested the # box in
> box.dll?
> > > ( includ. darvas box, inverse darvas box...)
> > >
> > > Stephane
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