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Arthur,
Per TASC June,2002 Your tradestation formula is the Trend Intensity
Index and not Trend Intensity Indicator. Well actually all you are
missing is
if TII >80 then
Buy next bar at market
else if TII < 20 then
Sell next bar at market;
Do you need the Trend Intensity Index?
If so this is what I have
x=Param("number of periods", 5,5,100,5);
Mov=MA(C,2*x);
sdp=Sum(IIf(C-Mov>0, C-Mov,0),x);
sdm=Sum(IIf(Mov-C>0, Mov-C,0),x);
TII = sdp / ( sdp + sdm ) * 100 ;
Plot(TII,"TII",1,1);
//IIf(TII>=80, 1, IIf(TII<=20,-1, 0));
Hope This Helps,
John
--- In amibroker@xxxxxxxxxxxxxxx, Bundy <bundy@xxxx> wrote:
> I have a tradestation formula for an indicator called the Trend
Intensity Indicator.
I am aware there is an indicator called the Trade Intensity Index
that has already been covered in the mailing list, but I am led to
understand that this indicator is different.
I am wondering if someone could please translate the code to AFL?
inputs:
AvgLength( 60 ),
DevCalcLength( 30 ) ;
variables:
Avg( 0 ),
SDPlus( 0 ),
SDMinus( 0 ),
Dev( 0 ),
Offset( 0 ),
TII( 0 ) ;
Avg = Average( Close, AvgLength ) ;
SDPlus = 0 ;
SDMinus = 0 ;
for Offset = 0 to DevCalcLength - 1
begin
Dev = Close[Offset] - Avg ;
if Dev > 0 then
SDPlus = SDPlus + Dev
else
SDMinus = SDMinus - Dev ;
end ;
TII = SDPlus / ( SDPlus + SDMinus ) * 100 ;
Plot1(TII,"TrendInten");
Arthur
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