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all the credit to you guys. I just found a little
error and put it in a function form. I was working on the translation myself but
you guys were just ahead of me .... it is a nice indicator. I'm studying it now.
I like the normal stochastic indicator as well
regards, Ed
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Hans
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, March 14, 2004 7:58
PM
Subject: [amibroker] Re: Projection
Oscillator
Fantastic work Ed and Aequalsz,I just published
into <A
href="">http://www.amibroker.com/library/the
early version of this indicator, but I think the function should be
published there as well.Ed, I believe you should go there and publish
latest version ;)Ciao from ItalyHans--- In <A
href="">amibroker@xxxxxxxxxxxxxxx, "ed"
<ed2000nl@x...> 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
> > > > <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@xxxx> Send
SUGGESTIONS to suggest@xxxx>
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