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Found another "gotcha" in the Projection Oscillator code which shows
up when it is used with the Dow Jones index. The fix is to change the
10000 shown in the following code snippet to a larger number - say
1000000.
//Lower Projection Band
LoProjBand = 10000; <----------------- change to 1000000
for (i=0; i<n-1; i++)
{
LoProjBand =
Min(Min(Ref(Low,-i)+i*slopelow,Ref(Low,-i-1)+(i+1)*slopelow),LoProjBand);
aequalsz
--- 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
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