|
PureBytes Links
Trading Reference Links
|
thanks for your efforts, both Hans and
aequalsz,
I checked the version of aequalsz and found that
the loop needs to start at 0 instead of 1. I made
a function of it see below. So if all the other code is accurate this should
work. Please correct me if I am wrong,
rgds, Ed
function<FONT
face="Courier New"> ProjOsc(n) {
// Slope of High {n period regression line of
High)}<FONT
color=#000000> SlopeHigh = ((n * (Sum<FONT
color=#000000>( Cum<FONT
color=#000000>(1) *
High, n))) -
(Sum( <FONT
color=#0000ff>Cum(<FONT
color=#ff00ff>1<FONT
color=#000000>),n) * ( Sum<FONT
color=#000000>(High<FONT
color=#000000>, n)))) / ((n * Sum<FONT
color=#000000>( Cum<FONT
color=#000000>(1) ^
2 , n)) - (<FONT
color=#0000ff>Sum(<FONT
color=#0000ff>Cum(<FONT
color=#ff00ff>1<FONT
color=#000000>),n) ^ 2<FONT
face="Courier New">)); <FONT
color=#008000>//Slope of Low {n period regression line of
Low}<FONT
color=#000000> SlopeLow = ((n * (Sum<FONT
color=#000000>( Cum<FONT
color=#000000>(1) *
Low, n))) -
(Sum( <FONT
color=#0000ff>Cum(<FONT
color=#ff00ff>1<FONT
color=#000000>), n) * ( Sum<FONT
color=#000000>(Low,
n)))) / ((n * Sum(
Cum(<FONT
color=#ff00ff>1)^ <FONT
color=#ff00ff>2, n)) - ( <FONT
color=#0000ff>Sum(<FONT
color=#0000ff>Cum(<FONT
color=#ff00ff>1<FONT
color=#000000>),n) ^ 2<FONT
face="Courier New">)); <FONT
color=#008000>//Upper Projection Band<FONT
face="Courier New"> UpProjBand =
0<FONT
size=2>; <FONT
color=#800000>for (i=<FONT
color=#ff00ff>0; i<n-<FONT
color=#ff00ff>1<FONT
color=#000000>; i++) { UpProjBand = <FONT
color=#0000ff>Max(<FONT
color=#0000ff>Max(<FONT
color=#0000ff>Ref(<FONT
color=#000000>High<FONT
color=#000000>,-i)+i*slopehigh,Ref<FONT
color=#000000>(High<FONT
color=#000000>,-i-1<FONT
color=#000000>)+(i+1<FONT
face="Courier New">)*slopehigh),UpProjBand);
} //Lower Projection
Band<FONT
color=#000000> LoProjBand = <FONT
color=#ff00ff>10000<FONT
size=2>; <FONT
color=#800000>for (i=<FONT
color=#ff00ff>0; i<n-<FONT
color=#ff00ff>1<FONT
color=#000000>; i++) { LoProjBand = <FONT
color=#0000ff>Min(<FONT
color=#0000ff>Min(<FONT
color=#0000ff>Ref(<FONT
color=#000000>Low,-i)+i*slopelow,<FONT
color=#0000ff>Ref(<FONT
color=#000000>Low,-i-<FONT
color=#ff00ff>1)+(i+<FONT
color=#ff00ff>1<FONT
color=#000000>)*slopelow),LoProjBand); } <FONT
color=#008000>//Projection Oscillator<FONT
face="Courier New"> ProOsc = <FONT
color=#ff00ff>100 * (<FONT
color=#000000>Close<FONT
size=2> - LoProjBand) / (UpProjBand - LoProjBand);
return<FONT
size=2> ProOsc; }
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
aequalsz
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, March 14, 2004 5:18
PM
Subject: [amibroker] Re: Projection
Oscillator
Here's a variable period Projection Oscillator. Seems
to work butit'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 BandUpProjBand = 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 BandLoProjBand = 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
OscillatorProOsc = 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 > > > <A
href="">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: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
> > --------------------------------------------> > > Check
group FAQ at: > <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > Yahoo! Groups Links> > > > > >
> > > > > > > > > > >
>Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend
SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
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 Sponsor
ADVERTISEMENT
Yahoo! Groups Links
To visit your group on the web, go to:http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|