PureBytes Links
Trading Reference Links
|
Oops,
You're right. Was just now going to post a similar result. Sorry.
a
--- In amibroker@xxxxxxxxxxxxxxx, "ed" <ed2000nl@xxxx> wrote:
> 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 ProjOsc(n) {
>
> // 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=0; 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=0; i<n-1; i++)
> {
> LoProjBand =
>
Min(Min(Ref(Low,-i)+i*slopelow,Ref(Low,-i-1)+(i+1)*slopelow),LoProjBand);
> }
>
> //Projection Oscillator
> ProOsc = 100 * (Close - LoProjBand) / (UpProjBand - LoProjBand);
>
> return ProOsc;
>
> }
> ----- Original Message -----
> From: aequalsz
> To: 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 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
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
>
>
>
> 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 Sponsor
> ADVERTISEMENT
>
>
>
>
>
>
------------------------------------------------------------------------------
> Yahoo! Groups Links
>
> a.. To visit your group on the web, go to:
> http://groups.yahoo.com/group/amibroker/
>
> b.. To unsubscribe from this group, send an email to:
> amibroker-unsubscribe@xxxxxxxxxxxxxxx
>
> c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms of
Service.
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->
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 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:
http://docs.yahoo.com/info/terms/
|