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Group,
Some time ago someone asked for the Scaff Trend Cycle in afl. After
some searching I found this
MS version:
//MACD oscillator - Schaff Trend Cycle
//{Stochastic-normalized MACD v1.0, -100~+100%}
//{©Copyright 2003 Jose Silva}
//{josesilva22@xxxxxxxxx}
pds=Param("Stochastic (cycle) lookback periods",62,2,252,2);
pds1=Param("short EMA periods",12,2,252,2);
pds2=Param("long EMA periods",26,2,2520,2);
pds3=Param("MACD oscillator trigger signal periods",21,1,252,2);
z=(H+L)/2;
x=EMA(z,pds1);
y=EMA(z,pds2);
ratio=Min(x,y)/Max(x,y);
Mac=(IIf(x>y,2-ratio,ratio)-1)*100;
StochMac=(Mac-LLV(Mac,pds))/(HHV(Mac,pds)-LLV(Mac,pds)+.000001)*100;
trigger=EMA(StochMac,pds3);
Hist=StochMac-trigger;
signals=Cross(StochMac,trigger)+Cross(trigger,StochMac)*-1;
Plot(Hist,"Scaff Trend Cycle EMA",IIf(Hist <(Ref(Hist,-
1)),colorRed,IIf(Hist >
(Ref(Hist,-1)),colorGreen,16)),2);
Plot (EMA(Hist,9)," EMA9",colorPaleBlue,1);
//http://users.bigpond.com/prominex/pegasus.htm
xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
Here is my afl try:
//MACD oscillator - Schaff Trend Cycle
//{Stochastic-normalized MACD v1.0, -100~+100%}
//{©Copyright 2003 Jose Silva}
//{josesilva22@xxxxxxxxx}
pds=Param("Stochastic (cycle) lookback periods",62,2,252,2);
pds1=Param("short EMA periods",12,2,252,2);
pds2=Param("long EMA periods",26,2,2520,2);
pds3=Param("MACD oscillator trigger signal periods",21,1,252,2);
z=(H+L)/2;
x=EMA(z,pds1);
y=EMA(z,pds2);
ratio=Min(x,y)/Max(x,y);
Mac=(IIf(x>y,2-ratio,ratio)-1)*100;
StochMac=(Mac-LLV(Mac,pds))/(HHV(Mac,pds)-LLV(Mac,pds)+.000001)*100;
trigger=EMA(StochMac,pds3);
Hist=StochMac-trigger;
Signals=Cross(StochMac,trigger)+Cross(trigger,StochMac)*-1;
Plot(Hist,"Schaff Trend Cycle EMA",IIf(Hist <(Ref(Hist,-
1)),colorRed,IIf(Hist >
(Ref(Hist,-1)),colorGreen,16)),2);
Plot (EMA(Hist,9)," EMA9",colorPaleBlue,1);
//http://users.bigpond.com/prominex/pegasus.htm
xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
1)Is this correct?
2)How would one code this using ama or ama2?
TIA,
John
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