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RE: [amibroker] baby and bathwater: Canon?



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Dave,
 
You got it.  Leave it to the smart folks on this board to figure out how to translate anything into AFL.  Really incredible from where I stand.
 
Regards,
Gary
 
CODE BELOW:

T = 18; // For a TSV with 18 day period
TMA = 9; // For MA of TSV
Alpha = 2/(T+1);
TSVd= ( ( C-Ref(C,-1)) / ( H-L ) ) * V;
// The following calculates Exponential Average for TSV
TSV_exp = 100*(AMA(TSVd,Alpha) * T/10000000);
TSV_ref= ( Sum((( C-Ref(C,-1)) / ( H-L ))*V, T ) ) / 1000000; //for reference
// The following is simple TSV
TSV = MA(TSVd,T) * T/10000000;
TSV_MA = MA(TSV_exp,TMA);
Plot(TSV_Exp,"TSV ",colorYellow,styleLine+styleThick);
Plot(TSV_MA,"TSV Smooth ",colorBlack,styleLine);
Plot(TSV_ref,"TSV Raw ",colorLightGrey,styleArea+styleLeftAxisScale);
Dave Merrill <dmerrill@xxxxxxx> wrote:


Gary, not to hijack this thread, but could you post your TSV AFL? I've been looking for something like that, but never saw an explanation of how it was built internally.
 
thanks,
 
dave
 

I've been trying to get my arms around volume using StdDev bands, MAs, etc., but have found stuff like the afl version of the TSV pretty good if volume divergence is your thing.
 
Kind Regards,
GarySend BUG REPORTS to bugs@xxxxxxxxxxxxxSend 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 the Yahoo! Terms of Service. 
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