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Hello,
I need two indicators for testing a new trading system and i am new
in programming AFL.
So i need the following indicators and i hope somebody can help me:
1. Aroon Indicator
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Market Maker Formular
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{Market Maker Version byWolfgang Lindner}
$Timeperiod2:=$Timeperiod+1;
$high:=ZcHigh;
$HH:=$high.PeriodenMaximum[$Timeperiod2];
$aroon_up:=100*($Timeperiod-
Map(#[](if($high.Before[object]=$HH;object;$Timeperiod2));
MakeList($Timeperiod2)).Fold[#Min;$Timeperiod2])
/$Timeperiod;
$Low:=ZcLow;
$LL:=$Low.PeriodenMinimum[$Timeperiod2];
$aroon_down:=100*($Timeperiod-
Map(#[](if($Low.Before[object]=$LL;object;$Timeperiod2));
MakeList($Timeperiod2)).Fold[#Min;$Timeperiod2])
/$Timeperiod;
LinesMulti($aroon_up;$aroon_down)
.LineNames["AROON_up";"AROON_down"]
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TradeStation 4.0 / 2000i
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The Aroon up:
Input:Len(21),DivLen(21),Down(25),Up(75);
Vars : Return(0),AroonUp(0);
AroonUp = 100 * ((Len-HighestBar(High,Len)),DivLen);
Plot1(AroonUp,"AroonUP");
Plot2(Down,"Down");
Plot3(Up,"Up");
The Aroon down:
Input:Len(21),DivLen(21),Midline(50);
Vars : Return(0),AroonDown(0);
AroonDown = 100 * ((Len-HighestBar(High,Len)),DivLen);
Plot1(AroonDown," AroonDown ");
Plot2(Midline," Midline ");
2. Average True Range (ATR) Wilder's Volatility
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MetaStock Custom Formula Collection
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In his book New Concepts in Technical Trading Systems, J. Welles
Wilder Jr. talks about volatility and describes his Volatility Index
and Volatility System. Both of these can be performed in MetaStock™
for Windows. This document describes how to construct both the index
and the system.
The Volatility Index (VI) is described by Wilder as:
VI Today = (13 * VI Prev + TR1) / 14 where TR1 is today's true
range.
He defines the true range as the greatest of the following:
The distance from today's high to today's low
The distance from yesterday's close to today's high, or
The distance from yesterday's close to today's low.
In MetaStock version 5.0 or higher you would use the following
function.
VI Today = ATR(14)
The Volatility System is:
Enter Long
Cross(C,Ref(LLV(C,7),-1)+(Ref(ATR(7),-1)*3))
Enter Short
Cross(Ref(HHV(C,7),-1)-(Ref(ATR(7),-1)*3),C)
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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