PureBytes Links
Trading Reference Links
|
Hi ! Can somebody help me. The code below is for
tradestation/EasyLanguage. I have problems coding it in AmiBroker.
Does anyone have any idea what the EasyLanguage funktions
volatility,ProbAbove and ProbBelow does?
Regards pw
{PO_Prob system code.
by Pierre Orphelin - Sirtrade Intl. 2002 }
inputs:len(50), {lookback volatility period}
len1(20), {target smoothing}
len2(10), {oscillator smoothing}
len3(10), {oscillator average}
nex(2), {bars in advance}
fac(1), {percentage of move to expect}
pt(0), {point stop increment}
type(0); {Decision type - see code below}
{I- PO_ Prob Oscillator calculations
================================}
value0=volatility(len);
value1=ProbBelow(average(l[1],len1)*(1-0.01*fac),c, value0, nex);
value2=ProbAbove(average(h[1],len1)*(1+0.01*fac),c, value0, nex);
value3=100*xaverage(value2-value1,len2);
value4=xaverage(value3,len3);
{II- Decision to take according to type value.
This is in fact a 3 systems in one.
===================================}
{Type = 0
===> PO_ Prob Oscillator baseline crossover system}
if type=0 then begin
if value3>0 then buy at h + pt points stop;
if value3<0 then sell at l-pt points stop;
end;
{Type = 1
===> PO_ Prob Oscillator moving average crossover}
if type=1 then begin
if value3>value4 then buy at h + pt points stop;
if value3<value4 then sell at l-pt points stop;
end;
{Type = 2
===> PO_ Prob Oscillator slope change}
if type=2 then begin
if value3>value3[1] then buy at h + pt points stop;
if value3<value3[1] then sell at l-pt points stop;
end;
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for Your HP, Epson, Canon or Lexmark
Printer at Myinks.com. Free s/h on orders $50 or more to the US & Canada. http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/l.m7sD/LIdGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|