RE: [amibroker] baby and bathwater: Canon? - TSV AFL

["Dave Merrill" <dmerrill@xxxxxxx>]

<SPAN 
class=244282312-19112003>thanks! I'll check it out. way too much interesting 
stuff going on in the world these days...
<SPAN 
class=244282312-19112003> 
<SPAN 
class=244282312-19112003>dave
<SPAN 
class=244282312-19112003> 
<BLOCKQUOTE 
>
  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; <FONT 
  color=#008000 size=2>// For a TSV with 18 day period
  TMA = 9; <FONT 
  color=#008000 size=2>// For MA of TSV
  Alpha = 2<FONT 
  size=2>/(T+1);
  TSVd= ( ( C-Ref<FONT 
  size=2>(C,-1)) / 
  ( H-L ) ) * V;
  // The following calculates Exponential Average for TSV<FONT 
  size=2>
  TSV_exp = 100<FONT 
  size=2>*(AMA(TSVd,Alpha) 
  * T/10000000);
  TSV_ref= ( Sum((( 
  C-Ref<FONT 
  size=2>(C,-1)) / 
  ( H-L ))*V, T ) ) / <FONT color=#ff00ff 
  size=2>1000000; //for 
  reference
  // The following is simple TSV
  TSV = MA(TSVd,T) * 
  T/10000000;
  TSV_MA = MA<FONT 
  size=2>(TSV_exp,TMA);
  Plot(TSV_Exp,"TSV 
  "<FONT 
  size=2>,colorYellow,styleLine+styleThick);<FONT 
  color=#0000ff size=2>
  Plot(TSV_MA,"TSV 
  Smooth "<FONT 
  size=2>,colorBlack,styleLine);<FONT color=#0000ff 
  size=2>
  Plot(TSV_ref,"TSV Raw 
  "<FONT 
  size=2>,colorLightGrey,styleArea+styleLeftAxisScale);
  Dave Merrill <dmerrill@xxxxxxx> wrote:
  <BLOCKQUOTE class=replbq 
  >
    
    <SPAN 
    class=635212704-19112003>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.
    <SPAN 
    class=635212704-19112003> 
    <SPAN 
    class=635212704-19112003>thanks,
    <SPAN 
    class=635212704-19112003> 
    <SPAN 
    class=635212704-19112003>dave






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