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A version that avoids hard coding the periods is:
Period = <FONT
size=2>Param("Periods"<FONT
size=2>,14,<FONT
size=2>2,100<FONT
size=2>,1<FONT
color=#0000ff>);;
LLVBarsSince = <FONT
size=2>LLVBars(L,
Period) ;<FONT
size=2>
HHVBarsSince = <FONT
size=2>HHVBars(H,
Period) ;<FONT
size=2>
AD = <FONT
size=2>100 * (Period - LLVBarsSince) / Period <FONT
size=2>;
AU = <FONT
size=2>100 * (Period - HHVBarsSince) / Period <FONT
size=2>;
AO = AU - AD;
GraphXSpace<FONT
size=2>=6;<FONT
size=2>
Plot<FONT
size=2>(AD,"Aroon Down"<FONT
size=2>,colorred,1<FONT
size=2>);
Plot<FONT
size=2>(AU,"Aroon Up"<FONT
size=2>,colorgreen,1<FONT
size=2>);
//Plot(AO,"Aroon
Diff",coloryellow,1);PlotGrid(50,0);PlotGrid(-50,0);
Title<FONT
size=2>=" Aroon
Periods:"+Period+" "<FONT
size=2>;
<FONT
color=#000000>
<FONT
color=#000000>-CS
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Jayson
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, January 21, 2004 8:03
PM
Subject: RE: [amibroker] Aroon and
ATR
<FONT face=Arial color=#0000ff
size=2>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
face=Arial>100* (apds -
(( IIf (<FONT
size=2>Ref (<FONT
size=2>L<FONT
size=2>,-1) == <FONT
size=2>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<FONT color=#282828
size=2> ) == LLV<FONT color=#282828
size=2> ( L<FONT
color=#282828 size=2> ,apds ) ,5<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>6 )
==
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<FONT color=#282828
size=2> ) == LLV<FONT color=#282828
size=2> ( L<FONT
color=#282828 size=2> ,apds ) ,8<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>9 )
==
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
face=Arial>,apds ) ,<FONT color=#ff00ff
size=2>11 ,<FONT color=#0000ff
size=2>IIf (<FONT color=#0000ff
size=2>Ref(<FONT
size=2>L<FONT color=#282828
size=2>,-12<FONT color=#282828
size=2> ) ==
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<FONT
face=Arial>) ) ) ) ) ) ) ) ) ) ) ) ) ) ) ) ) / 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<FONT
color=#282828 size=2> ) == HHV<FONT
color=#282828 size=2>(H<FONT
face=Arial> ,apds ) ,<FONT color=#ff00ff
size=2>5 ,<FONT color=#0000ff
size=2>IIf (<FONT color=#0000ff
size=2>Ref (<FONT
size=2>H
,-6<FONT color=#282828
size=2> ) ==
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<FONT
color=#282828 size=2> ) == HHV<FONT
color=#282828 size=2>(H<FONT
face=Arial> ,apds) ,<FONT color=#ff00ff
size=2>8 , <FONT color=#0000ff
size=2>IIf (<FONT color=#0000ff
size=2>Ref (<FONT
size=2>H
,-9<FONT color=#282828
size=2> ) ==
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<FONT
color=#282828 size=2> ) == HHV<FONT
color=#282828 size=2>(H<FONT
face=Arial> ,apds) ,<FONT color=#ff00ff
size=2>11 ,<FONT color=#0000ff
size=2>IIf (<FONT color=#0000ff
size=2>Ref (<FONT
size=2>H
,-12<FONT color=#282828
size=2> ) ==
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 ) == <FONT color=#0000ff
size=2>HHV(<FONT
size=2>H ,apds )
,apds ,0<FONT color=#282828
size=2> ) ) ) ) ) ) ) ) ) ) ) ) ) ) ) ) ) /
apds;
Plot<FONT color=#282828
size=2>(IIf<FONT color=#282828
size=2>(Aroonup>=70<FONT
color=#282828 size=2>,aroonup,<FONT color=#0000ff
size=2>IIf(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<FONT color=#282828
size=2>(aroonup>=70<FONT
color=#282828 size=2>,<FONT
size=2>colorDarkGreen<FONT color=#282828
size=2>,IIf<FONT color=#282828
size=2>(aroondn>=70<FONT
color=#282828 size=2>,<FONT
size=2>colorDarkRed<FONT color=#282828
size=2>,colorYellow<FONT
face=Arial> )),<FONT color=#ff00ff
size=2>16384<FONT
face=Arial>);
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
BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
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Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend
SUGGESTIONS to
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