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[amibroker] Re: Real-Time Trading System Examples



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Gilles,

Look up "NZ" in the function reference.  Your line
TSVd= ( ( C-Ref(C,-1)) / ( H-L ) ) * V; would become
TSVd= NZ( ( ( C-Ref(C,-1)) / ( H-L ) ) * V ) ;
and similar for the line
TSV_ref= NZ( ( Sum((( C-Ref(C,-1)) / ( H-L ))*V, T ) ) / 1000000 ) ;

HHP
=========================

At 08:19 AM 12/04/2004, you wrote:
>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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