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



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Momentum [usually]needs  a Ref(C,-per).
Your Ref(C,period) looks into the future, since period is positive.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "jfk_92" <jfk_92@xxxx> wrote:
> 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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