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RE: [amibroker] Re: Laguerre RSI Indicator



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Thanks 
Dale,
<FONT face=Arial color=#0000ff 
size=2> 
Ara 
pointed out privately that my first solution was incorrect. Following Tomasz's 
example in 11896 ...
<FONT face=Arial color=#0000ff 
size=2> 
MS example 
(close*0.18)+(PREV*0.82)can be written in AFL as:result = AMA2( 
close, 0.18, 0.82 );orresult = AMA( close, 0.18 
);
<FONT 
face="Courier New"> 
could 
we perhaps use AMA2 (which I always struggle with) to arrive at something 
like?........ 
<FONT face=Arial color=#0000ff 
size=2> 
<FONT face=Arial 
color=#0000ff> 
g=<FONT face=Arial 
color=#0000ff size=2>0.5<FONT face=Arial 
color=#0000ff>;
L0=<FONT 
color=#0000ff>AMA2(<FONT 
size=2>1-g*<FONT 
size=2>C<FONT 
size=2>,1<FONT color=#282828 
size=2>,g);
L1=-<FONT 
color=#0000ff>AMA2(g*L0 +<FONT 
size=2>Ref( L0,-1<FONT 
size=2>),1<FONT color=#282828 
size=2>,g);
L2=-<FONT 
color=#0000ff>AMA2(g*L1 +<FONT 
size=2>Ref( L1,-1) 
,1<FONT 
face=Arial color=#0000ff>, g);
L3=-<FONT 
color=#0000ff>AMA2(g*L2 +<FONT 
size=2>Ref( L2,-1<FONT 
size=2>),1<FONT color=#282828 
size=2>,g);
<FONT face=Arial 
color=#0000ff> 
cu= <FONT 
color=#0000ff>IIf(L0>L1, L0-L1,<FONT 
size=2>0) +IIf<FONT 
size=2>(L1>L2, L1-L2,0) + 
IIf(L2>L3, L2-L3,<FONT 
size=2>0<FONT face=Arial 
color=#0000ff>);
cd= <FONT 
color=#0000ff>IIf(L0<L1, L1-L0,<FONT 
size=2>0) + IIf<FONT 
size=2>(L1<L2, L2-L1,0) + 
IIf(L2<L3, L3-L2,<FONT 
size=2>0<FONT face=Arial 
color=#0000ff>);
temp= <FONT 
color=#0000ff>IIf(cu+cd==<FONT 
size=2>0, -1<FONT 
color=#282828 size=2>,cu+cd);
x=<FONT 
color=#0000ff>IIf(temp==-<FONT 
size=2>1,0<FONT 
color=#282828 size=2><FONT face=Arial 
color=#0000ff>,cu/temp);<FONT 
color=#0000ff>
<FONT face=Arial 
color=#0000ff size=2><FONT 
face=Arial color=#0000ff><FONT 
color=#282828> 
<FONT 
color=#0000ff>Plot(x,"",4);
<FONT face=Arial color=#0000ff 
size=2>graphxspace=10;
<FONT face=Arial color=#0000ff 
size=2> 
Regards, 
Jayson 
<FONT face=Tahoma 
size=2>-----Original Message-----From: msc626 
[mailto:msc626@xxxxxxxxx]Sent: Tuesday, December 09, 2003 1:08 
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re: 
Laguerre RSI IndicatorAlso, check out messages #11896, 
12560 & 28399.dale b--- In amibroker@xxxxxxxxxxxxxxx, "rck1135" 
<rkrebs@xxxx> wrote:> Thanks to Ara, Graham and Jayson for your 
responses to my post re the > Laguerre RSI indicator.  
Obviously, the MS code is vastly different > than the AFL language, but 
the result is plotted by the 'IF' > statement in the last line; If temp 
is equal to -1 then display a '0' > otherwise display the value of 
'cu divided by temp'.  The trick in > this formula is to duplicate 
the MS 'Prev' function and I appreciate > the references to past 
posts on this subject.  The 'Prev' constant > allows one to create 
self-referencing formulas - one that is able to > reference the 
previous period's value of itself.  Example:> 
((H+L+C)/3)+PREV> the formula divides the High, Low and Close price by 3 
and then adds > this value to Yesterday's value of the 
((H+L+C)/3).  > One wouls assume that the PREV function could be 
readily replace by > the AB Ref() function, but it is not that 
easy.  At any rate I will > continue to attemp[t a conversion of 
this indicator as it is pretty > good.> > Thanks 
again,> Ron> > > > g:=0.5;> 
L0:=((1-g)*C) + (g*PREV);> L1:=(-g*L0) + Ref(L0,-1) + (g*PREV);> 
L2:=(-g*L1) + Ref(L1,-1) + (g*PREV);> L3:=(-g*L2) + Ref(L2,-1) + 
(g*PREV);> > cu:= If(L0>L1, L0-L1,0) + If(L1>L2, L1-L2,0) + 
If(L2>L3, L2-L3,0);> cd:= If(L0<L1, L1-L0,0) + If(L1<L2, 
L2-L1,0) + If(L2<L3, L3-L2,0);> > temp:= If(cu+cd=0, 
-1,cu+cd);> If(temp=-1,0,cu/temp)Send 
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