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Ok, replaced completely into Amibroker Library...
a small trading system is added there too with function
description...
Comments are welcome...
thanks again
Hans
--- In amibroker@xxxxxxxxxxxxxxx, "ed" <ed2000nl@xxxx> wrote:
> 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
>
> ----- Original Message -----
> From: Hans
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Sunday, March 14, 2004 7:58 PM
> Subject: [amibroker] Re: Projection Oscillator
>
>
> Fantastic work Ed and Aequalsz,
>
> I just published into
> 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 Italy
> Hans
>
> --- 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
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> >
> >
> >
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