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Here's a variable period Projection Oscillator. Seems to work but
it's not been thoroughly checked out.
a
--------------------------------------------------------------
n = Param("Periods",14,5,50,1);
// Slope of High {n period regression line of High)}
SlopeHigh = ((n * (Sum( Cum(1) * High, n))) - (Sum( Cum(1),n) * (
Sum(High, n)))) / ((n * Sum( Cum(1) ^ 2 , n)) - (Sum(Cum(1),n) ^
2));
//Slope of Low {n period regression line of Low}
SlopeLow = ((n * (Sum( Cum(1) * Low, n))) - (Sum( Cum(1), n) * (
Sum(Low, n)))) / ((n * Sum( Cum(1)^ 2, n)) - ( Sum(Cum(1),n) ^
2));
//Upper Projection Band
UpProjBand = 0;
for (i=1; i<n-1; i++)
{
UpProjBand =
Max(Max(Ref(High,-i)+i*slopehigh,Ref(High,-i-1)+(i+1)*slopehigh),UpProjBand);
}
//Lower Projection Band
LoProjBand = 10000;
for (i=1; i<n-1; i++)
{
LoProjBand =
Min(Min(Ref(Low,-i)+i*slopelow,Ref(Low,-i-1)+(i+1)*slopelow),LoProjBand);
}
//Plot(Close,"",colorBlack,styleCandle);
//Plot(LoProjBand,"LPB",colorRed,styleLine);
//Plot(UpProjBand,"UPB",colorRed,styleLine);
//Projection Oscillator
ProOsc = 100 * (Close - LoProjBand) / (UpProjBand - LoProjBand);
Graph0 = ProOsc;
Graph1 = EMA(ProOsc,9);
---------------------------------------------------------------
--- In amibroker@xxxxxxxxxxxxxxx, "Hans" <hansib@xxxx> wrote:
> Thanks for the information I think now the code is OK for Ami.
>
> Here follows code:
>
> // Slope of High {14 period regression line of High)}
> SlopeHigh = ((14 * (Sum( Cum(1) * High, 14))) - (Sum( Cum(1),14) * (
> Sum(High, 14)))) / ((14 * Sum( Cum(1) ^ 2 , 14)) - (Sum(Cum(1),14) ^
> 2));
>
>
> //Slope of Low {14 period regression line of Low}
> SlopeLow = ((14 * (Sum( Cum(1) * Low, 14))) - (Sum( Cum(1), 14) * (
> Sum(Low, 14)))) / ((14 * Sum( Cum(1)^ 2, 14)) - ( Sum(Cum(1),14) ^
> 2));
>
>
> //Upper Projection Band
>
> UpProjBand= Max(High,
> Max( Ref(High,-1) + 1 * SlopeHigh,
> Max( Ref(High,-2) + 2 * SlopeHigh,
> Max( Ref(High,-3) + 3 * SlopeHigh,
> Max( Ref(High,-4) + 4 * SlopeHigh,
> Max( Ref(High,-5) + 5 * SlopeHigh,
> Max( Ref(High,-6) + 6 * SlopeHigh,
> Max( Ref(High,-7) + 7 * SlopeHigh,
> Max( Ref(High,-8) + 8 * SlopeHigh,
> Max( Ref(High,-9) + 9 * SlopeHigh,
> Max( Ref(High,-10) + 10 * SlopeHigh,
> Max( Ref(High,-11) + 11 * SlopeHigh,
> Max( Ref(High,-12) + 12 * SlopeHigh,
> Ref(High,-13) + 13 * SlopeHigh)))))))))))));
>
>
> //Lower Projection Band
>
> LoProjBand=Min(Low,
> Min( Ref(Low,-1) + 1 * SlopeLow,
> Min( Ref(Low,-2) + 2 * SlopeLow,
> Min( Ref(Low,-3) + 3 * SlopeLow,
> Min( Ref(Low,-4) + 4 * SlopeLow,
> Min( Ref(Low,-5) + 5 * SlopeLow,
> Min( Ref(Low,-6) + 6 * SlopeLow,
> Min( Ref(Low,-7) + 7 * SlopeLow,
> Min( Ref(Low,-8) + 8 * SlopeLow,
> Min( Ref(Low,-9) + 9 * SlopeLow,
> Min( Ref(Low,-10) + 10 * SlopeLow,
> Min( Ref(Low,-11) + 11 * SlopeLow,
> Min( Ref(Low,-12) + 12 * SlopeLow,
> Ref(Low,-13) + 13 * SlopeLow)))))))))))));
>
>
> //Projection Oscillator
> ProOsc = 100 * (Close - LoProjBand) / (UpProjBand - LoProjBand);
>
> Graph0 = ProOsc;
> Graph1 = EMA(ProOsc,9);
>
> /***************
> regards,
> Hans
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
> wrote:
> > Power function in AB is not necessary because AB has ^ operator:
> >
> > MS Power( X, Y ) call translates simply to X ^ Y
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message -----
> > From: "Hans" <hansib@xxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Sunday, March 14, 2004 10:40 AM
> > Subject: [amibroker] Projection Oscillator
> >
> >
> > > I would like to develop the "Projection Oscillator" for IB in
> AFL.
> > > Some people indicate this oscillator as a very good one.
> > >
> > > On Internet I have only found formula in Metastock at
> > > http://trader.online.pl/MSZ/e-w-Projection_Oscillator.html
> > >
> > > I tried to use similar code by modifying it for Amibroker, but I
> > > have problems to do it while translating function "PWR" of
> metastock
> > > and alse because I do not know Metastock at all.
> > >
> > > Is anybody of this group so kind to help me building this
> oscillator?
> > >
> > > many thanks
> > >
> > > Hans
> > >
> > >
> > >
> > >
> > >
> > >
> > > Send BUG REPORTS to bugs@xxxx
> > > Send SUGGESTIONS to suggest@xxxx
> > > -----------------------------------------
> > > Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > > --------------------------------------------
> > > Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > Yahoo! Groups Links
> > >
> > >
> > >
> > >
> > >
> > >
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