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[amibroker] Re: Data mining And the Individual Backtester - WARNING!



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I have the following code for the "phase Change indicator" appeared 
on May TASC. I can't have the indicator PCI plotted. Any suggestion? 
Thanks

Jim

==================================
Period=Param("Period", 35,3,200);

Momentum=(C-Ref(C,period))/(period-1);
PCI=0;
DUP=0;
DDOWN=0;

for (i=Period-1;i<=BarCount-1;i++)
{
   DUP[i]=0;
   DDOWN[i]=0;
   for (j=i;j<=i-period+1;j--)
   {
      T=C[i-period+1]+(j-i+period-1)*Momentum[i];   
      if(C[j]>T)
        DUP[i]=DUP[i]+C[j]-T;
      if(C[j]<T)
        DDOWN[i]=DDOWN[i]+T-C[j];
   }
  PCI[i]=DUP[i]/(DUP[i]+DDOWN[i])*100;
}

Plot(C,"C",colorBlack,styleCandle|styleOwnScale);
Plot(PCI,"PCI",colorBlue,styleThick);



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