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<FONT face=Arial color=#0000ff
size=2>Hello,
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Below some code to tinker with. Instead of counting all pos
and negative changes I sort the changes into ranges, like a range for zero
change, one for >0 and <1, >1 and <2, etc. The code requires a
preliminary Scan after which I run the OldBacktester and click Equity to display
the charts.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>It is interesting to note that certain magnitudes of change are
more indicative of price change than others, for example changes less than 1%
don't have nice swings. But 3% lines have a nice rhythm and could be summed
separately to provide you with a better (?) AD line. Run on N100 and plot
beside the !NDX to see correlations. The chart should look something like
this:
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2><IMG alt="" hspace=0 src="jpg00003.jpg" align=baseline
border=0>
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial
color=#000000 size=2>// Advance Decline lines sorted into Ranges. Select
Watchlist with Filter and run Scan on all quotations. Run OldBacktester and
click Equity button to display charts, or copy code to indicator for display.
Right-Click over chart and use Param to adjust filtering. Use Explore (on
current stock else you get 1000s of rows) to see the values in Columns for
export.
I use the hbt3a() DLL for filtering (download from files under
vandenbergen) you can comment it out and uncomment the DEMA() lines as a
substitute. <FONT
color=#ff0000>Buy=<FONT
color=#ff0000>Sell=<FONT
color=#ff0000>Short=<FONT
color=#ff0000>Cover=<FONT
color=#ff00ff>0<FONT
color=#000000>; <FONT
color=#ff0000>Filter = <FONT
color=#ff00ff>1<FONT
color=#000000>; Scan = Status<FONT
color=#000000>("Action"<FONT
color=#000000>)==3<FONT
size=2>; Indicator = <FONT
color=#0000ff>Status(<FONT
color=#ff00ff>"Action")==<FONT
color=#ff00ff>1<FONT
color=#000000>; Explore = Status<FONT
color=#000000>("Action"<FONT
color=#000000>)==4<FONT
size=2>; Bw = <FONT
color=#ff00ff>1;
<FONT
color=#000000>// Percent width of
bands<FONT
color=#000000> R = ROC<FONT
color=#000000>((O<FONT
color=#000000>+H<FONT
color=#000000>+L<FONT
color=#000000>+C<FONT
color=#000000>)/4<FONT
color=#000000>,1<FONT
color=#000000>); // Price
change monitored (i use ave of OHLC)<FONT
size=2> Lim = <FONT
color=#ff00ff>5<FONT
color=#000000>; <FONT
color=#000000>// Number of Pos/Neg Bands
<FONT
size=2>if<FONT
color=#000000>(Scan <FONT
color=#ff0000>OR<FONT
face=Arial> Explore) {
<FONT
color=#ff0000>for<FONT
face=Arial>(n=-Lim; n<=Lim; n++ )
{
<FONT
color=#ff0000>if(n==<FONT
color=#ff00ff>0) B = R ==<FONT
color=#ff00ff>0<FONT
color=#000000>; <FONT
color=#000000>// Zero<FONT
face=Arial>
<FONT
color=#ff0000>else <FONT
color=#ff0000>if(n==Lim) B = R
>=(Lim-1<FONT
color=#000000>)*Bw; <FONT
color=#000000>// All > Lim-1<FONT
size=2>
<FONT
color=#ff0000>else <FONT
color=#ff0000>if(n==-Lim) B = R
<=(-Lim+1<FONT
color=#000000>)*Bw; <FONT
color=#000000>// All < -Lim+1<FONT
size=2>
<FONT
color=#ff0000>else <FONT
color=#ff0000>if(n<<FONT
color=#ff00ff>0) B = R < (n+<FONT
color=#ff00ff>1)*Bw <FONT
color=#ff0000>AND<FONT
face=Arial> R > n*Bw;
<FONT
color=#ff0000>else <FONT
color=#ff0000>if(n><FONT
color=#ff00ff>0) B = (R > (n-<FONT
color=#ff00ff>1)*Bw <FONT
color=#ff0000>AND<FONT
face=Arial> R < n*Bw);
<FONT
color=#0000ff>AddToComposite(B,<FONT
color=#ff00ff>"~ADBand"+<FONT
color=#0000ff>NumToStr(n,<FONT
color=#ff00ff>2.1),<FONT
color=#ff00ff>"X"<FONT
color=#000000>); <FONT
color=#0000ff>AddColumn(<FONT
color=#0000ff>IIf(B,R,<FONT
color=#ff0000>Null),<FONT
color=#0000ff>NumToStr(n,<FONT
color=#ff00ff>2.1),<FONT
color=#ff00ff>1.2<FONT
color=#000000>); }
AddToComposite<FONT
color=#000000>(1<FONT
color=#000000>,"~ADBandCount"<FONT
color=#000000>,"X"<FONT
size=2>); }
// End Scan or
Explore<FONT
color=#000000> <FONT
color=#ff0000>if<FONT
face=Arial>(Indicator) {
Pd = Param<FONT
color=#000000>("Pd"<FONT
color=#000000>,5<FONT
color=#000000>,1<FONT
color=#000000>,100<FONT
color=#000000>,1<FONT
size=2>); Cnt =
Foreign(<FONT
color=#ff00ff>"~ADBandCount",<FONT
color=#ff00ff>"X"<FONT
color=#000000>); TitleString=<FONT
color=#ff00ff>""<FONT
color=#000000>; Sup=Sdn=<FONT
color=#ff00ff>0<FONT
color=#000000>; ColorOffSet = <FONT
color=#ff00ff>8<FONT
color=#000000>; <FONT
color=#ff0000>for<FONT
face=Arial>(n=Lim; n>=-Lim; n--)
{
S = <FONT
color=#0000ff>Foreign(<FONT
color=#ff00ff>"~ADBand"+<FONT
color=#0000ff>NumToStr(n,<FONT
color=#ff00ff>2.1),<FONT
color=#ff00ff>"X")/Cnt*<FONT
color=#ff00ff>100<FONT
color=#000000>; <FONT
color=#ff0000>if(n><FONT
color=#ff00ff>0<FONT
color=#000000>) Sup = Sup + S;
<FONT
color=#ff0000>if(n<<FONT
color=#ff00ff>0<FONT
color=#000000>) Sdn = Sdn + S;
<FONT
color=#ff0000>if(n==<FONT
color=#ff00ff>0<FONT
color=#000000>) Sz = Cnt-Sdn-Sup; <FONT
color=#000000>// Plot(DEMA(n*S,Pd),"S",n+ColorOffSet,1|styleNoLabel);<FONT
size=2>
<FONT
color=#0000ff>Plot(<FONT
color=#0000ff>hbT3A(n*S,Pd,<FONT
color=#ff00ff>0.84),<FONT
color=#ff00ff>"S",n+ColorOffSet,<FONT
color=#ff00ff>1|<FONT
color=#ff0000>styleNoLabel<FONT
size=2>);
TitleString = TitleString + <FONT
color=#0000ff>EncodeColor<FONT
face=Arial>(n+ColorOffSet)+
<FONT
color=#ff00ff>"Limit "+<FONT
color=#0000ff>NumToStr(n*BW,<FONT
color=#ff00ff>2.1)+<FONT
color=#ff00ff>"%\n"<FONT
color=#000000>; } <FONT
color=#000000>// Plot(DEMA(Sup/5,Pd),"",colorBrightGreen,1|styleDots);<FONT
size=2> <FONT
color=#000000>// Plot(DEMA(-Sdn/5,Pd),"",colorRed,1|styleDots);<FONT
size=2> <FONT
color=#0000ff>Plot(<FONT
color=#0000ff>hbT3A(Sup,Pd,<FONT
color=#ff00ff>0.84),<FONT
color=#ff00ff>"",<FONT
color=#ff0000>colorBrightGreen<FONT
color=#000000>,1<FONT
color=#000000>|<FONT
color=#ff0000>styleDots<FONT
face=Arial>); <FONT
color=#0000ff>Plot(<FONT
color=#0000ff>hbT3A(-Sdn,Pd,<FONT
color=#ff00ff>0.84),<FONT
color=#ff00ff>"",<FONT
color=#ff0000>colorRed,<FONT
color=#ff00ff>1|<FONT
color=#ff0000>styleDots<FONT
face=Arial>); <FONT
color=#ff0000>Title=<FONT
color=#0000ff>EncodeColor(<FONT
color=#ff0000>colorWhite<FONT
color=#000000>)+"Advance-Decline Chart sorted by
amount of change"<FONT
color=#000000>+ "\nRight Y-axis
indicates percent of stocks that changed Up or Down (ignore
sign)"+
"\nUse Param window to change
filtering. Thick lines are total AD lines."<FONT
size=2>+ <FONT
color=#ff00ff>"\n"<FONT
color=#000000>+TitleString; } <FONT
color=#000000>// End Indicator<FONT
face=Arial color=#000000 size=2> <FONT
color=#000000>/*
<FONT face=Arial
size=2>-----Original Message-----From: nb9trade
[mailto:clyde@xxxxxxxxxxx]Sent: January 15, 2004 7:07
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
Advance Declone LineIs
it possible to make an advance decline line using Amibroker?If it can
be done, can it be done, for just one watch list like the Dow
30?Does anybody know how to do
it?ThanksClyde<FONT
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