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It should be the same indicator, just title change as that was what I
originally started to try and find and ended with trend, for want of any
other name. I don't think I saved the one exactly as sent out before when I
deleted it from the IB list after the list was getting too large.
I had tried various alternative count measures, it was really whatever my
imagination dreamed as possibilities after getting the original idea.
The others I tried A,B,E etc did not quite work as well as these, although
the ones here still need lots of work to get to a reasonable stage for use.
If you have any ideas or enhancements to these, would be appreciated.
Here are a few variations I tried
//INDICATOR Cb
//Momentum
//by Graham Kavanagh 09 June 2003
Period1 = Param("P1",40,2,100,1);
Period2 = period1 / 2;
Rise = IIf(H>Ref(H,-1) AND L>Ref(L,-1) AND C>=Ref(C,-1),1,0);
Fall = IIf(H<Ref(H,-1) AND L<Ref(L,-1) AND C<=Ref(C,-1),1,0);
CountRise = EMA(Rise,Period1);
CountFall = EMA(Fall,Period1);
IndC = (CountRise-CountFall)/Period1*100;
MAIndC = EMA(IndC,Period2);
Trigger = EMA(MAIndC,5);
//INDICATOR C
//Momentum
//by Graham Kavanagh 09 June 2003
Period1 = 34;
Period2 = 13;
Period3 = 5;
Rise = IIf(H>Ref(H,-1) AND L>Ref(L,-1),1,0);
Fall = IIf(H<Ref(H,-1) AND L<Ref(L,-1),1,0);
CountRise = Sum(Rise,Period1);
CountFall = Sum(Fall,Period1);
IndC = (CountRise-CountFall)/Period1*100;
MAIndC = DEMA(IndC,Period2);
Trigger = EMA(MAIndC,Period3);
//INDICATOR D
//Momentum
//by Graham Kavanagh 14 June 2003
Period1 = 50;
Period2 = 50;
Period3 = 10;
MAhigh = DEMA(H,period2);
MAlow = DEMA(L,period2);
Rise = IIf(H>Ref(MAhigh,-1) AND L>Ref(MAlow,-1),1,0);
Fall = IIf(H<Ref(MAhigh,-1) AND L<Ref(MAlow,-1),1,0);
CountRise = Sum(Rise,Period1);
CountFall = Sum(Fall,Period1);
IndD = (CountRise-CountFall)/Period1*100;
MAIndD = DEMA(IndD,Period2);
Trigger = EMA(MAIndD,Period3);
//INDICATOR D2
//Momentum
//by Graham Kavanagh 14 June 2003
Period1 = 40;
Period2 = 40;
Period3 = 5;
MAhigh = EMA(H,period2);
MAlow = EMA(L,period2);
Rise = IIf(H>Ref(MAhigh,-1) AND L>Ref(MAlow,-1),1,0);
Fall = IIf(H<Ref(MAhigh,-1) AND L<Ref(MAlow,-1),1,0);
CountRise = MA(Rise,Period1);
CountFall = MA(Fall,Period1);
IndD = (CountRise-CountFall)/Period1*100;
MAIndD = DEMA(IndD,Period2);
Trigger = EMA(MAIndD,Period3);
Strengthup = MAindd - ValueWhen(Cross(maindd,trigger),MAindd);
Strengthdn = MAindd - ValueWhen(Cross(trigger,maindd),MAindd);
Strength = DEMA( (strengthup+strengthdn), period2 );
MAstrength = EMA(Strength,5);
The first one I started with was, of course, A
//INDICATOR A
//Momentum
//by Graham Kavanagh 09 June 2003
Period1 = 40;
Period2 = 20;
Period3 = 5;
Rise = IIf(H>Ref(H,-1),1,0);
Fall = IIf(L<Ref(L,-1),1,0);
CountRise = Sum(Rise,Period1);
CountFall = Sum(Fall,Period1);
IndA = (Countrise-CountFall)/Period1*100;
MAIndA = DEMA(IndA,Period2);
Trigger = EMA(MAIndA,Period3);
Cheers,
Graham
http://groups.msn.com/ASXShareTrading
http://groups.msn.com/FMSAustralia
-----Original Message-----
From: Keith Bennett [mailto:kbennett@xxxxxxxxxx]
Sent: Sunday, 21 September 2003 6:01 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: C2 Indicator - Graham
Thanks Graham. That's the one, except in the original, the header
showed "Trending" on the 2nd line instead of "Momentum".
I'm trying to tighten up my trend indicators which are working well
with my OB/OS signals, but suffering high DD's during trend changes.
If you think any of the C2 derivatives would help in this respect,
they too would be appreciated.
Thank you for your thoughtfulness in including the code in the
message. I just can't handle the volume of traffic if everything is
sent from all the boards into my mailbox. My thanks too for your
prolific and well considered contributions to this board.
Keith
--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> Keith, you had me scratching my head over that one for a short
while,
> assuming also I was the Graham you were referring to
> Is this the one you mean. Haven't done much with this one for a
while. (I
> also have A,B,C,D,E,F with derivatives of some of these. A couple
almost
> worth some further work)
>
> //INDICATOR C 2
> //Momentum
> //by Graham Kavanagh 09 June 2003
>
> Period1 = 40;
> Period2 = 20;
> Period3 = 5;
>
> Rise = IIf(H>Ref(H,-1) AND L>Ref(L,-1),1,0);
> Fall = IIf(H<Ref(H,-1) AND L<Ref(L,-1),1,0);
>
> CountRise = Sum(Rise,Period1);
> CountFall = Sum(Fall,Period1);
>
> IndC = (CountRise-CountFall)/Period1*100;
> MAIndC = DEMA(IndC,Period2);
> Trigger = EMA(MAIndC,Period3);
>
> Strengthup = MAindc - ValueWhen(Cross(maindc,trigger),MAindc);
> Strengthdn = MAindc - ValueWhen(Cross(trigger,maindc),MAindc);
> Strength = DEMA( (strengthup+strengthdn), period2 ); MAstrength =
> EMA(Strength,5);
>
> GraphXSpace = 2;
> mycolor=IIf(MAIndC>Trigger, colorGreen,
> IIf(MAIndC<Trigger,colorRed,colorBlack));
>
> Title =EncodeColor(SelectedValue(mycolor)) + Name() + " " + Date()
+ " Ind
> C2 Trend Strength: Higher Highs & Lows - Lower Highs & Lows:
> "+WriteVal(period1,1)+"/"+WriteVal(period1,2)+"/"+WriteVal
(period3,1);
>
> Plot( strength, EncodeColor(colorGreen)+" trend Strength ",
colorGreen,
> styleLine+styleNoLabel);
> Plot( mastrength, EncodeColor(colorRed)+" MA Strength ", colorRed,
> styleLine+styleNoLabel);
>
>
> Cheers,
> Graham
> http://groups.msn.com/ASXShareTrading
> http://groups.msn.com/FMSAustralia
>
>
> -----Original Message-----
> From: Keith Bennett [mailto:kbennett@x...]
> Sent: Sunday, 21 September 2003 9:33 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] C2 Indicator - Graham
>
>
> Graham,
>
> Could you please tell me where I can find the afl for the C2
> Indicator which you referred to last June.
>
> TIA
> Keith
>
>
>
> Send BUG REPORTS to bugs@xxxx
> Send SUGGESTIONS to suggest@xxxx
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