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Nice code !!
The brightgreen line exceeds the realistic peaks[troughs],
introducing some [artificial] distorsion. Wouldn´t it be better to
slow it down ?
[just a thought...]
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, xcitemint@xxxx wrote:
> Hi everyone,
>
> I would like to express my thanks to everyone that contributes on
this forum,
> special thanks to Dimitris, Peter and Johan for assistance they
have already
> provided. Since I am not a programmer and new to AFL the code is
certainly
> not efficient but the results appear to be promising. I have been
experimenting
> with RevEngMarsi and decided to use LoMax on the same chart. Out
of
> curiousity I used the Optimization results for Lomax on the bright
green line plotted
> on the chart below. I was surprised to see that it complimented
Lomax with
> direction and fine tuned the price entry/exit points for both short
term and
> medium term time frames. The Blue Line is also using the
Optimization numbers
> from Lomax. Notice that at the Lomax pivots the price did not
break out
> immediately however it did breakout immediately after closing above
the RevEngMarsi
> line plotted on the chart. The price also broke below the line at
the Lomax
> high pivot. I did not change the dark blue since they serve as a
guide for where
> price consolidation normally occurs. I have provided the chart
below. I
> have been using these in their current state for intraday trading
and have found
> them to be very useful. Any help in Optimization and automated
Buy/Sell code
> will be most appreciated.
>
>
>
> The AFL code that I am using for the lines on the chart follows:
>
> ////////////////////////////////
> // PCRSI // (USING CLOSE FOR FAST AND MEDIUM
LINES)
> ////////////////////////////////
> function PCRSI(eperc,wperc)
> {
>
> Value = EMA( RSI( wperc ), eperc );
> AUC = Wilders( Max( C - Ref( C, -1 ), 0 ), wperc );
> ADC = Wilders( Max( Ref( C, -1 ) - C, 0 ), wperc );
> xc = ( wperc - 1 )*( ADC * Value/(100-Value)-AUC);
> PCRSIP = IIf( xc >= 0, C + xc, C + xc*(100-Value)/Value );
>
> return PCRSIP;
> }
>
> //function calls
> PCS=PCRSI(15,3);
> PCM=PCRSI(70,14);
> PCL=PCRSI(80,80);
>
> Plot( PCS, "",colorBrightGreen,styleThick);
> Plot( PCM, "", colorBlue,styleThick);
>
> ////////////////////////////////
> // PHRSI // (USING HIGH FOR CHANNEL)
> ////////////////////////////////
> function PHRSI(eperh,wperh)
> {
>
> Value = EMA( RSI( wperh ), eperh );
> AUC = Wilders( Max( H - Ref( H, -1 ), 0 ), wperh );
> ADC = Wilders( Max( Ref( H, -1 ) - H, 0 ), wperh );
> xh = ( wperh - 1 )*( ADC * Value/(100-Value)-AUC);
> PHRSIP = IIf( xh >= 0, H + xh, H + xh*(100-Value)/Value );
>
> return PHRSIP;
> }
>
> //function calls
> PHS=PHRSI(10,10);
> PHM=PHRSI(80,70);
> PHL=PHRSI(200,100);
> Plot( PHL, "",colordarkblue,styleThick);
> ////////////////////////////////
> // PLRSI // (USING LOW FOR CHANNEL)
> ////////////////////////////////
> function PLRSI(eperl,wperl)
> {
>
> Value = EMA( RSI( wperl ), eperl );
> AUC = Wilders( Max( L - Ref( L, -1 ), 0 ), wperl );
> ADC = Wilders( Max( Ref( L, -1 ) - L, 0 ), wperl );
> xl = ( wperl - 1 )*( ADC * Value/(100-Value)-AUC);
> PLRSIP = IIf( xl >= 0, L + xl, L + xl*(100-Value)/Value );
>
> return PLRSIP;
> }
>
> //function calls
> PLS=PLRSI(80,80);
> PLM=PLRSI(80,70);
> PLL=PLRSI(200,100);
>
> Plot( PLL, "",colorDarkBlue,styleThick);
>
>
>
>
>
>
>
>
>
>
>
>
> I have been impressed with what I see on this forum and hope this
> contributes towards building the "best mousetrap."
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