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There
is a wealth of information in the AFL Library, located on the ab web site. ATR
is a built in function......here is arroon
Regards,
Jayson
Apds=<FONT face=Arial
color=#0000ff size=2>14<FONT face=Arial
color=#0000ff>;
Aroondn=<FONT
color=#0000ff>100* (apds - (( <FONT
size=2>IIf (Ref
(L<FONT
color=#0000ff>,-1) ==
LLV( <FONT
size=2>L<FONT
size=2> ,apds ) ,1 , <FONT
size=2>IIf ( Ref
(L<FONT
color=#0000ff> ,-2 ) ==
LLV ( <FONT
size=2>L<FONT
size=2>,apds ) ,2 , <FONT
size=2>IIf ( Ref
(L<FONT
color=#0000ff> ,- 3<FONT
color=#282828 size=2> ) ==
LLV<FONT color=#282828
size=2>( L<FONT
color=#282828 size=2>,apds ) ,3<FONT
color=#282828 size=2> ,IIf<FONT
color=#282828 size=2> ( Ref<FONT
color=#282828 size=2> (L<FONT
face=Arial> ,-<FONT color=#ff00ff
size=2>4 ) == <FONT color=#0000ff
size=2>LLV ( <FONT
size=2>L ,apds )
,4
,IIf
(Ref (
L<FONT color=#282828
size=2> ,-5
) == LLV (
L<FONT color=#282828
size=2> ,apds ) ,5<FONT color=#282828
size=2> ,IIf
(Ref
(L<FONT color=#282828
size=2> ,-6<FONT color=#282828
size=2> ) ==
LLV<FONT color=#282828
size=2>( L<FONT
color=#282828 size=2>,apds ) ,6<FONT
color=#282828 size=2> ,IIf<FONT
color=#282828 size=2> ( Ref<FONT
color=#282828 size=2> (L<FONT
face=Arial> ,-<FONT color=#ff00ff
size=2>7 ) == <FONT color=#0000ff
size=2>LLV ( <FONT
size=2>L,apds )
,7
,IIf
(Ref (
L<FONT color=#282828
size=2> ,-8
) == LLV (
L<FONT color=#282828
size=2> ,apds ) ,8<FONT color=#282828
size=2> ,IIf
(Ref(
L<FONT color=#282828
size=2> ,-9<FONT color=#282828
size=2> ) ==
LLV<FONT color=#282828
size=2>( L<FONT
color=#282828 size=2>,apds ) ,9<FONT
color=#282828 size=2> ,IIf<FONT
color=#282828 size=2> ( Ref<FONT
color=#282828 size=2> (L<FONT
face=Arial>,-<FONT color=#ff00ff
size=2>10) == <FONT color=#0000ff
size=2>LLV (<FONT
size=2>L,apds )
,10
,IIf
(Ref
(L<FONT color=#282828
size=2> ,-11<FONT color=#282828
size=2>) == LLV<FONT color=#282828
size=2>( L<FONT
color=#282828 size=2>,apds ) ,11<FONT
color=#282828 size=2> ,IIf<FONT
color=#282828 size=2> (Ref<FONT
color=#282828 size=2>(L<FONT
face=Arial>,-<FONT color=#ff00ff
size=2>12 )
==
LLV<FONT color=#282828
size=2>(L<FONT
color=#282828 size=2> ,apds) ,12<FONT
color=#282828 size=2>,IIf<FONT
color=#282828 size=2> ( Ref<FONT
color=#282828 size=2> (L<FONT
face=Arial>,-<FONT color=#ff00ff
size=2>13) == <FONT color=#0000ff
size=2>LLV (<FONT
size=2>L ,apds )
,13
,IIf (
Ref (
L<FONT color=#282828
size=2>,-apds) == LLV<FONT
color=#282828 size=2>( L<FONT
face=Arial>,apds ) ,apds ,<FONT color=#ff00ff
size=2>0) ) ) ) ) ) )
) ) ) ) ) ) ) ) ) ) / apds;
Aroonup= <FONT
face=Arial>100 * ( apds - (
( IIf (<FONT
size=2>Ref (<FONT
size=2>H<FONT
size=2> ,-1) == <FONT
size=2>HHV(<FONT
size=2>H<FONT
size=2> ,apds ) ,1 ,<FONT
size=2>IIf (Ref
(H<FONT
color=#0000ff> ,-2 ) ==
HHV (<FONT
size=2>H<FONT
size=2> ,apds ) ,2 ,<FONT
size=2>IIf (Ref
(H<FONT
color=#0000ff> ,- 3<FONT
color=#282828 size=2> ) ==
HHV<FONT color=#282828
size=2>(H<FONT
color=#282828 size=2> ,apds ) ,3<FONT
color=#282828 size=2>, IIf<FONT
color=#282828 size=2> (Ref<FONT
color=#282828 size=2> (H<FONT
face=Arial> ,-<FONT color=#ff00ff
size=2>4 ) == <FONT color=#0000ff
size=2>HHV(<FONT
size=2>H ,apds )
,4
,IIf
(Ref
(H<FONT color=#282828
size=2> ,-5
) == HHV<FONT color=#282828
size=2>(H<FONT
color=#282828 size=2> ,apds ) ,5<FONT
color=#282828 size=2> ,IIf<FONT
color=#282828 size=2> (Ref<FONT
color=#282828 size=2> (H<FONT
face=Arial> ,-<FONT color=#ff00ff
size=2>6 )
==
HHV<FONT color=#282828
size=2>(H<FONT
color=#282828 size=2> ,apds ) ,6<FONT
color=#282828 size=2> ,IIf<FONT
color=#282828 size=2> (Ref<FONT
color=#282828 size=2> (H<FONT
face=Arial>,-<FONT color=#ff00ff
size=2>7 ) == <FONT color=#0000ff
size=2>HHV(<FONT
size=2>H ,apds )
,7
,IIf
(Ref
(H<FONT color=#282828
size=2> ,-8
) == HHV<FONT color=#282828
size=2>(H<FONT
color=#282828 size=2> ,apds) ,8<FONT
color=#282828 size=2> , IIf<FONT
color=#282828 size=2> (Ref<FONT
color=#282828 size=2> (H<FONT
face=Arial> ,-<FONT color=#ff00ff
size=2>9 )
==
HHV<FONT color=#282828
size=2>(H<FONT
color=#282828 size=2> ,apds) ,9<FONT
color=#282828 size=2> ,IIf<FONT
color=#282828 size=2> (Ref<FONT
color=#282828 size=2> (H<FONT
face=Arial> ,-<FONT color=#ff00ff
size=2>10 ) == <FONT color=#0000ff
size=2>HHV(<FONT
size=2>H ,apds )
,10
,IIf
(Ref
(H<FONT color=#282828
size=2> ,-11
) == HHV<FONT color=#282828
size=2>(H<FONT
color=#282828 size=2> ,apds) ,11<FONT
color=#282828 size=2> ,IIf<FONT
color=#282828 size=2> (Ref<FONT
color=#282828 size=2> (H<FONT
face=Arial> ,-<FONT color=#ff00ff
size=2>12 )
==
HHV<FONT color=#282828
size=2>(H<FONT
color=#282828 size=2> ,apds) ,12<FONT
color=#282828 size=2> ,IIf<FONT
color=#282828 size=2> (Ref<FONT
color=#282828 size=2>(H<FONT
face=Arial> ,-<FONT color=#ff00ff
size=2>13) == <FONT color=#0000ff
size=2>HHV(<FONT
size=2>H ,apds )
,13
,IIf
(Ref
(H<FONT color=#282828
size=2> ,-apds ) == HHV<FONT
color=#282828 size=2>(H<FONT
face=Arial> ,apds ) ,apds ,<FONT color=#ff00ff
size=2>0 ) ) ) ) ) ) )
) ) ) ) ) ) ) ) ) ) / apds;
Plot<FONT color=#282828
size=2>(IIf<FONT color=#282828
size=2>(Aroonup>=70<FONT
color=#282828 size=2>,aroonup,IIf<FONT
color=#282828 size=2>(aroondn>=<FONT color=#ff00ff
size=2>70,aroondn,<FONT color=#ff00ff
size=2>0)),<FONT color=#ff00ff
size=2>"",<FONT color=#0000ff
size=2>IIf(aroonup>=<FONT
color=#ff00ff size=2>70,<FONT
size=2>colorDarkGreen<FONT color=#282828
size=2>,IIf<FONT color=#282828
size=2>(aroondn>=70<FONT
color=#282828 size=2>,colorDarkRed<FONT
face=Arial>,<FONT
size=2>colorYellow
)),16384<FONT color=#282828
size=2>);
Plot<FONT color=#282828
size=2>(50<FONT color=#282828
size=2>,""<FONT color=#282828
size=2>,colorYellow<FONT
face=Arial>,<FONT color=#ff00ff
size=2>16384<FONT
face=Arial>);
Buy<FONT
color=#0000ff>=Cross<FONT
size=2>(Aroonup,70<FONT color=#282828
size=2>);
Sell<FONT
color=#0000ff>=Cross<FONT
size=2>(70<FONT color=#282828
size=2>,Aroonup);
<FONT face=Tahoma
size=2>-----Original Message-----From: y0h0070815
[mailto:fjdobelmann@xxxxxx]Sent: Wednesday, January 21, 2004 3:28
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Aroon
and ATRHello,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
LongCross(C,Ref(LLV(C,7),-1)+(Ref(ATR(7),-1)*3))Enter
ShortCross(Ref(HHV(C,7),-1)-(Ref(ATR(7),-1)*3),C)Send
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