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PureBytes Links
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Dear NoName,
Take a look here <http://www.amibroker.com/library/>
You will find both Aroon and ATR. Bookmark this page. If you need any
more assistance, just ask.
btw. I don't think anyone cares what your name is but if you sign
your posts, you will get more answers.
Hope this helps,
John
--- In amibroker@xxxxxxxxxxxxxxx, "y0h0070815" <fjdobelmann@xxxx>
wrote:
> 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
> ###############################################
> Market Maker Formular
> ###############################################
> {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"]
> ###############################################
> TradeStation 4.0 / 2000i
> ###############################################
> 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
> ###############################################
> MetaStock Custom Formula Collection
> ###############################################
> 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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