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[amibroker] Re: Real-Time Trading System Examples (please reduce message size)



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TSV_xxx = iif((H-L)==0,Ref(TSV_xxx,-1),normal formula);

----- Original Message ----- 
From: "gillesdeprez" <gillesdeprez@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, April 12, 2004 8:19 AM
Subject: [amibroker] Some AFL help would make me incredibly happy...


> Dear all, below is the formula of one of the TSV emulators - Worden's
> proprietary indicator-; I like it a lot, but there is a light
> problem: if one day H=L, TSVd is divided by 0, and the indicator get
> stucked at -1 for ever...( This happens with KERX on March 28, 2001
> for ex)
> Could somebody help me adding a condition as if H=L, the indicator
> keeps the previous day value? I'm tired out hitting my head against
> the wall, it becomes painful with time...
>
>
>
>
> T = 18; // For a TSV with 18 day period
>
> TMA = 9; // For MA of TSV
>
> Alpha = 2/(T+1);
>
> TSVd= ( ( C-Ref(C,-1)) / ( H-L ) ) * V;
>
> // The following calculates Exponential Average for TSV
>
> TSV_exp = 100*(AMA(TSVd,Alpha) * T/10000000);
>
> TSV_ref= ( Sum((( C-Ref(C,-1)) / ( H-L ))*V, T ) ) / 1000000; //for
> reference
>
> // The following is simple TSV
>
> TSV = MA(TSVd,T) * T/10000000;
>
> TSV_MA = MA(TSV_exp,TMA);
>
> Plot(TSV_Exp,"TSV ",9,styleLine+styleThick);
>
> Plot(TSV_MA,"TSV Smooth ",colorWhite,styleLine);
>
> Plot(TSV_ref,"TSV Raw ",12,styleArea+styleLeftAxisScale);
>
>
>
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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>
>
>
>




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